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Re: st: vce(boot) - clustering?
Jeff,
Thanks for the below. I should've done help vce option I see.
As for bootstrapping and overdispersion, am I correct then that vce
(boot) is going to control for within group serial correlation via
clustering AND overdispersion?
thanks,
scott
The -vce()- option is documented in -[R] vce_option-; type
. help vce option
in Stata to see the corresponding online help.
This will point you to -[R] bootstrap- for the background
documentation on
-vce(bootstrap)-.
When -xtpoisson- is called with the -vce(bootstrap)- option, it
automatically
clusters on panel. Your original command
xi: xtpoisson depvar indepvar, fe i(id) vce(boot)
will fit an -xtpoisson- model using the bootstrap resampling method
for
variance estimation, where the bootstrap samples are composed from
resampling
the panels with replacement (as opposed to resampling
observations). I'm
assuming you are using the 'i.' operator somewhere in 'indepvar'
above;
otherwise, -xi:- in not necessary.
For reproducibility, don't forget to use -set seed- before calling -
xtpoisson-
with the -vce(bootstrap)- option.
If you are concerned about overdispersion, there is also -xtnbreg-.
--Jeff
[email protected]
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