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RE: st: xtmepoisson error variance


From   Margit Averdijk <[email protected]>
To   <[email protected]>
Subject   RE: st: xtmepoisson error variance
Date   Tue, 7 Jul 2009 13:37:49 +0000

Many thanks! This is very helpful, I am going to try it out,
 
Best,
Margit

----------------------------------------
> From: [email protected]
> To: [email protected]
> Subject: Re: st: xtmepoisson error variance
> Date: Tue, 7 Jul 2009 08:13:22 -0500
>
> Margit Averdijk asks:
>
>> Is obs just a third level? I xtset the data on panelvar (id) and timevar;
>> should I also somehow include obs? I would like to also include random
>> effects for id and age. How do I then include obs? As separate random
>> intercept, like
>
>>> . xtmepoisson ... || id: age || obs:, ...
>
>> or a random slope?
>
> You fit the model as a random intercept at the obs (third) level, just as you
> have typed above. Then, the variance component labeled as "sd(_cons)" or
> "var(_cons)" under the "obs:" part of the table estimates the overdispersion.
>
> Also note that, unlike the other xt commands, -xtmixed-, -xtmelogit-, and
> -xtmepoisson- pay no attention to settings that are -xtset-. These three
> commands determine the multilevel panels entirely from their syntax.
>
> --Bobby
> [email protected]
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