Poisson Fixed Effects Robust

Computation of robust standard errors of Poisson fixed effects models, following Wooldridge (1999).

Poisson Fixed Effects Robust

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.