Hi everyone,
I need some expertise.
I have an unbalanced panel data with around 68,000 observation and 23,000
individuals (or groups). The dependent variable is in counts. And i am
controlling for time invarient individual heterogenity by introducing
fixed effect.
Ideally, i would like to use poisson with robust standard errors (there is
overdispersion in the DV) as i find use of dispersion parameter in neg
binomial somewhat arbitary. However, stata 8 SE does not allow the robust
option with xtpoisson. So i am restricted to negative binomial. However
in the nbreg model variables (like race and sex) do not get absorbed in
the fixed effect (they do so in xtpoisson). My questions are
1. Why doesnt the time invarient variables gets absorb in fixed effect in
xtnbreg?
2. If the fe is for dispersion parameter, is there a way to introduce the
individual level fe in nbreg ?
3. Is there any program available to adjust the SE in fixed effect xtpoisson?
Thank you
Nancy, PhD. Candidate
University of Illinois at Chicago
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