Margit Averdijk <[email protected]> asks:
> I am estimating xtmepoisson models. As I understand, the variance of the
> error term is fixed at a minimum. Is there any way to set the variance of
> the error term 'free' so that I can control for overdispersion?
Define a new level of the model comprised of the observations themselves.
. gen obs = _n
When used as the final (lowest) level in -xtmepoisson-, the variance component
corresponding to -obs- will then estimate the overdispersion.
. xtmepoisson ... || obs:, ...
--Bobby
[email protected]
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