Tuesday, March 07, 2006
I am estimating a Poisson with fixed effects model using:
xi:poisson depvar indepvar i.year i.id, robust
I use the "robust" to correct the standard errors because of overdispersion.
Moments ago, I was looking at various poisson postestimation commands. I ran:
The chi-squared result shows the poisson is not appropriate. But reading on, I couldn't be sure whether correcting the standard errors for overdispersion was the correct response to the problem the postestimation command was revealing. If the chi-squared result from a goodness of fit result is as large as I said, but I've corrected the standard errors for overdispersion, then should I be skeptical of using Poisson in this situation? If so, can someone help me see the intuition? Thanks. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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