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st: vce(boot) - clustering?
I'm estimating a Poisson with fixed effects model using -xtpoisson-.
To correct for overdispersion, I am using -vce(boot)- to bootstrap
the standard errors. Where can I find a description of the algebra
used for -vce(boot)- when attached to the -xtpoisson- command? I
tried -help vce(boot)- and -help xtpoisson- but didn't see anything.
Also, am I correct that -xi: xtpoisson depvar indepvar, fe i(id) vce
(boot)- will create robust and clustered standard errors?
scott
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