Dear All,
I have an unbalanced panel data set with 1150 panels (groups) and the
dependent variable is a count. The number of observations for each
panel varies from 2 to 9. I would like to allow or consider serial
correlation in the error structure. Currently, I am estimating a
fixed effect model with "xtpoisson, fe" command. I am wondering if
there is any way to consider serial correlation.
I sent an email earlier about estimating the model with "unstructured"
correlation matrix. I would really appreciate if you can tell me how
to estimate "unconditional" fixed effect models in stata. Is there a
way to create the fixed effect dummies?
I would really appreciate your insights on this issue.
Thanks a lot!
Best regards,
ippab
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