<>
You might want to consult
http://www.stata.com/meeting/fnasug08/gutierrez.pdf in addition to other
advice. The slides are about -xtmixed-, but many of the insights should be
valuable to grasp the -xtmepoisson- syntax as well.
Re -xtset-: Seems to me that it is not necessary to -xtset- the data, in
spite of the affiliation of the command with the -xt- family and its
presence in the [XT] manual. Look at the example dataset in the help file to
see that:
****
webuse epilepsy, clear
//check xtset status
xtset
****
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Margit Averdijk
Gesendet: Dienstag, 7. Juli 2009 10:20
An: [email protected]
Betreff: RE: st: xtmepoisson error variance
Many thanks to both Maarten and Bobby. It took my computer a couple of days
to run Bobby's suggestion. But I am not sure I understand what it does? Is
obs just a third level? I xtset the data on panelvar (id) and timevar;
should I also somehow include obs?
I would like to also include random effects for id and age. How do I then
include obs? As separate random intercept, like
> . xtmepoisson ... || id: age || obs:, ...
or a random slope?
Many thanks in advance,
Margit Averdijk
> From: [email protected]
> To: [email protected]
> Subject: Re: st: xtmepoisson error variance
> Date: Fri, 3 Jul 2009 10:49:03 -0500
>
> Margit Averdijk 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]
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
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*
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*
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* http://www.ats.ucla.edu/stat/stata/
