Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: clustering and fixed effects poisson
From
Rafal Raciborski <[email protected]>
To
[email protected]
Subject
Re: st: clustering and fixed effects poisson
Date
Mon, 12 Jul 2010 08:07:55 -0500
Tatyana Deryugina <[email protected]> said:
> I tried using the vce(cluster clustvar) option with xtpoisson in Stata
> 11.1 (which I do have), but Stata tells me it isn't available (it's
> also not in the documentation).
Tatyana should use -vce(robust)- rather than -vce(cluster clustvar)-. -xtpoisson, fe- with robust standard errors implements the formula presented in Wooldridge (1999). The formula is a cluster-robust estimate of the VCE in which the id variable specifies the clusters. The id variable is determined by the current settings of -xtset- which in Tatyana's case is a country variable.
-- Rafal
[email protected]
References
Wooldridge, J. M. 1999. Distribution-free estimation of some nonlinear panel data models. Journal of Econometrics 90: 77-97.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/