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st: hetero-robust SEs for fixed-effects neg. binomial


From   Adam Goldstein <[email protected]>
To   [email protected]
Subject   st: hetero-robust SEs for fixed-effects neg. binomial
Date   Fri, 20 Feb 2009 13:25:38 -0800

Dear Statalisters,

Does anyone know if and how I might implement Stock and Watson's
heteroskedasticity-robust standard error estimator for fixed effects
within XTNBREG? Or is my best bet just to dummy-up an unconditional
model with vce(cluster) in NBREG?

Thanks,
Adam

-- 
Adam Goldstein
Graduate Student
Dept. of Sociology UC-Berkeley
[email protected]
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