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.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S456821.
Size: Programming language: Stata Requires: Stata version 8 Date of creation: 28 Feb 2007 Date of revision: Handle: RePEc:boc:bocode:s456821
Note: This module may be installed from within Stata by typing "ssc install xtpqml". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC