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rvce_option
2010 Jul 15
1
Longitudinal negative binomial regression - robust sandwich estimator standard errors
...ard errors using sandwich
estimators, to control for the fact there is a correlation structure within
each subjects set of visits. This function is reasonably straight forward,
however I'm trying to find something similar in R.
http://www.stata.com/help.cgi?nbreg
http://www.stata.com/help.cgi?vce_option
I'll admit I'm not all that familiar with the inner workings of these
functions but am learning about them.
glm.nb gives the same coefficients as nbreg in stata which is reassuring,
but I haven't yet found the same adjustment that vce is doing.
I've tried the cluster function, an...