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XTPQML: Stata module to estimate Fixed-effects Poisson (Quasi-ML) regression with robust standard errors

Author

Listed:
  • Tim Simcoe

    (University of Toronto)

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Tim Simcoe, 2007. "XTPQML: Stata module to estimate Fixed-effects Poisson (Quasi-ML) regression with robust standard errors," Statistical Software Components S456821, Boston College Department of Economics, revised 22 Sep 2008.
    • Handle: RePEc:boc:bocode:s456821
    Note: This module should be installed from within Stata by typing "ssc install xtpqml". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtpqml.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtpqml.hlp
    File Function: help file
    Download Restriction: no
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