Computation of robust standard errors of Poisson fixed effects models, following Wooldridge (1999).
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.
data("ex.dt.good") pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id", index.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.