Hi Statalisters,
I have an unbalanced panel data set with 1150 panels (groups) and the
dependent variable is a count. I am estimating a fixed effect model
with "xtpoisson, fe" command. I am wondering if there is any way to
specify the structure of the correlation matrix. In particular, I am
interested in estimating the model with "unstructured" correlation
matrix.
Relatedly, I would really appreciate if you can tell me how to do
fixed effect models with xtgee. Is there a way to create the fixed
effect dummies in xtgee command? I suppose I can specify a structure
in xtgee. Then, I am worried whether or not the unconditional fixed
effects model would provide me drastically different estimates than
the conditional fixed effect model (xtpoisson, fe). I would
appreciate your insights on this issue.
Thanks a lot!
Best regards,
ippab
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