XTPQML: Stata module to estimate Fixed-effects Poisson (Quasi-ML) regression with robust standard errors
Tim Simcoe ()
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Tim Simcoe: University of Toronto
Statistical Software Components from Boston College Department of Economics
xtpqml provides a wrapper for "xtpoisson, fe" that computes robust standard errors, as described by J. Wooldridge in the Journal of Econometrics (1999, 77-97). This specification produces consistent estimates under relatively weak assumptions: only the conditional mean need be correctly specified, but the standard errors usually need adjustment to account for over (under) dispersion.
Requires: Stata version 8
Keywords: Poisson regression; fixed effects; panel data; robust; dispersion (search for similar items in EconPapers)
Date: 2007-02-28, Revised 2008-09-22
Note: This module should be installed from within Stata by typing "ssc install xtpqml". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtpqml.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtpqml.hlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456821
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