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st: Should include id dummies when using "xi:nbreg DV IV CV i.year, vce(cluster id)" for panel data?
From
Heewon Chae <[email protected]>
To
[email protected]
Subject
st: Should include id dummies when using "xi:nbreg DV IV CV i.year, vce(cluster id)" for panel data?
Date
Sun, 10 Feb 2013 15:11:52 -0500
Hello,
I am analyzing panel data (5 years) with a nonnegative count dependent variable.
I heard "xi:nbreg DV IV CV i.year, vce(cluster id)" can be used
instead of xtnbreg.
1) When do we use "xi: nbreg DV IV CV i.year, vce(cluste id)"
instead of xtnbreg command?
2) When using this command, do I need to include dummies for id
(i.e. panel unit)? (That is, "xi:nbreg DV IV CV i.id i.year,
vce(cluster id)") I don't think I need to do so since the id group is
already clustered by using "vce(cluster id)". Is it right? If I should
or can include id dummies, what does it imply?
I would really appreciate if anyone can help me answer these questions.
Thanks!
Heewon
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