Re: st: Fixed Effects Poisson Regression with Serial Correlation.

[Viktor Slavtchev <viktor.slavtchev@uni-jena.de>]

Hello ippab
you might look at -glm-
viktor


ippab ippab wrote:
> 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
> <jacobs.184@sociology.osu.edu> 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:
> *   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/