Thank you for your idea.
However, I noticed that xtgee only gives out Population Averaged estimator
instead of fixed effect or random effect.
I am not sure if Population averaged estimator is appropriate.
In addition, do you have any idea on comparision between these two models?
Can I do any test to make a choice between these two after the regression?
thank you very much
You really give me a lot of help.
Best,
Bin Sun
----- Original Message -----
From: Alexander Cavallo <[email protected]>
Date: Tuesday, December 14, 2004 2:00 pm
Subject: Fw: st: regress nonlinear panel data model with AR(1) error term
> Not sure why this has not shown up.
>
> --Alex Cavallo
>
> Managing Consultant
> Navigant Consulting, Inc.
>
> ----- Forwarded by Alexander Cavallo/NCI on 12/14/2004 12:56 PM ---
> --
>
> Alexander Cavallo/NCI wrote on 12/14/2004 10:13:16 AM:
>
> > Bin,
> >
> > Blundell, Griffith and Windmeijer (2000) show that with panel
> data,
> > the possion fixed effect estimator is consistent. In a private
> > email, Windmeijer suggested the use of Stata's xtpois with the
> fe
> option.
> >
> > I think you could use xtgee for the models you propse.
> >
> > Model 1: xtgee y x1 x2, family(poisson) link(log) corr(ar1)
> >
> > Create dummies for your id variable
> > tab(id), gen(dum)
> >
> > Model 2: xtgee y x1 x2 dum*, family(poisson) link(log) corr(ar1)
> >
> > Here's a reference on the consistency of poisson fixed effects
> > Blundell, Griffith, Windmeijer "Individual effects and dynamics
> in
> > count data models" (Institute for Fiscal Studies Working Paper
> W99/3).
> >
> > --Alex Cavallo
> >
> > Managing Consultant
> > Navigant Consulting, Inc.
>
> >
> > Subject: st: regress nonlinear panel data model with AR(1) error
> term
> >
> > Hi,
> > I have some questions on regression of two models. I have PANEL
> COUNT
> data.
> > I want two models by two different error term specification.
> > 1. the error term is AR(1) and no individual effect.
> > 2. the error term is AR(1) plus the individual effect.
> >
> > Does anyone know how I can regress these two models
> >
> > Best,
> > Bin Sun
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
