Hi,
I have a panel dataset consisting of 3,617 IDs where each ID has about 9-10 observations for it (it is an unbalanced panel with gaps). My Y is an over-dispersed count variable so I used xtnbreg, fe for my data and the estimator converged, but I now want to cluster standard errors at a particular level. Since xtnbreg does not have any option for clustering standard errors (or does it? perhaps I am wrong about that), I figured the only approach to take would be nbreg with i.id and clustered standard errors. I tried running just the simpler version of nbreg Y X i.year i.id without clustering standard errors, but it's been many many hours and it isn't converging--- we're on Iteration 39 now after ~14 hours of running. Should I assume it isn't going to converge at this point or just keep going? And if it isn't going to converge and the Y variable in question is definitely over dispersed, would it be better to use xtpoisson, fe instead,or would leaving it at xtnbreg, fe without clustering standard errors given that Y is over-dispersed?
Lastly, is there any literature I can refer to that helps me figure out why it is that a negative binomial fixed effects regression doesn't have a standard error clustering option whereas a poisson fixed effects regression does (or perhaps there is no conceptual reason and that's just how the command is built).
Thank you very much! I really appreciate it.
Regards,
Mansi Jain
Stanford University
Related Posts with Nbreg with i.id for fixed effects not converging
Normalizing GraphsHello All, I am attempting to normalize my graph to match the unconditional average for the corresp…
Running svy and clogit and get "the group() variable is not nested within the final stage sampling units" errorHi, I am working with National Inpatient Sample (NIS). Considering the survey design, I am running …
How can I copy the entire Stata code *.do I'm running in an excel fileHi, I am running multiple simulations per day and I would like to get all necessary information enc…
Availability of PDF format for graph exportDear All, Stata's electronic help files for graph export mention availability of different file for…
Reporting format for Stata's own commandsDear All, I've noticed just now that some of Stata's own commands report the output diagnostics usi…
Subscribe to:
Post Comments (Atom)
0 Response to Nbreg with i.id for fixed effects not converging
Post a Comment