The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Evan Wright
The package contains a function which computes standard errors following Wooldridge (1999) for Poisson regression with fixed effects, and a hypothesis test of the conditional mean assumption (3.1). The standard errors are robust to within-group autocorrelation of errors.
Example usage:
data("ex.dt.good")
pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",
data = ex.dt.good)The standard errors should match those of the Stata command
xtpoisson y x1 x2, fe vce(robust)
Wooldridge, Jeffrey M. (1999): “Distribution-free estimation of some nonlinear panel data models,” Journal of Econometrics, 90, 77-97.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.