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st: hetero-robust SEs for fixed-effects neg. binomial
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st: hetero-robust SEs for fixed-effects neg. binomial
Date
Fri, 20 Feb 2009 13:11:41 -0800 (PST)
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
PhD Student
UC Berkeley Dept. of Sociology
[email protected]
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