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st: poisson - bootstrapping or clustering?


From   Scott Cunningham <[email protected]>
To   [email protected]
Subject   st: poisson - bootstrapping or clustering?
Date   Tue, 12 Sep 2006 08:12:30 -0400

I'm estimating a model of sexual partners using -xtpoisson- and - poisson-. The data suffers from overdispersion, and so I'm trying to correct for that using bootstrapping within -xtpoisson-. But as I posted the other day, I'm having trouble recovering the marginal effects in post-estimation. I have a memory of someone telling me that the cluster() option within -poisson- can correct for overdispersion. Does anyone with experience in count data have recommendations? This is micro-level data from the National Longitudinal Survey of Youth (1997). The problem with -mfx, dydx- appears to be that bootstrapping within -xtpoisson- had numerous failures in calculating the standard errors. That's at least what I think is going wrong.
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