Dear all,

I would like to estimate a log-gamma model for panel data, using individual fixed effects (i.e. a within-estimator).

My outcome variable is continuous with excess zeros and right-skewed.

This is what my model would look like for NON-panel data:

Code:
 glm yvar xvars, link(log) family(gamma) vce(cluster id)
Here (https://www.statalist.org/forums/for...ith-panel-data) and here (https://www.statalist.org/forums/for...55-xtlogit-or-), xtgee is being discussed, but I am worried that xtgee - since it measures population-averaged effect - is not what I am actually after.

Ideally, I would like the equivalent to

Code:
 xtreg yvar xvars, fe vce(cluster id)
but with an underlying log-gamma distribution.

I am using Stata 16 on Windows.

Thank you very much for your time!

Best wishes,
Stephanie