Hi Dave,
Thank you so much for your reply. I am not sure if I understood you
correctly. Could you please elaborate how you are suggesting me to
cluster? May be if you give an example modifying the examples listed
on stata site (http://www.stata.com/help.cgi?xtpoisson), it would be
much more clearer.
Thanks again.
ippab
On Mon, Apr 28, 2008 at 4:28 PM, David Jacobs
<[email protected]> wrote:
> How about clustering on your case identification variable?
>
> This approach is crude and therefore inefficient because you aren't
> modeling the form taken by the serial correlation, but it should suffice.
>
> Dave Jacobs
>
>
>
>
> At 03:43 PM 4/28/2008, you wrote:
>
> > 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
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
