Pearon's chi square // xtpoisson

[marciano]

Hi,

I am using Poisson, fixed effects on stata and intend to adjust the standard errors because overdispersion using Pearson chi-square. In stata there is a command (estat gof) which provide this statistic however it does not work for panel model.. There is someone who knows how can I obtain the Pearson chi square (or Deviance) in fixed effects Poisson..
I would appreciate any help.
Marciano

[chiro]

Hey marciano.

Try taking a look at this:

http://rfd.uoregon.edu/files/rfd/Sta...8_overdisp.txt

and for stata specific stuff (if you don't have SAS),

http://www.stata.com/meeting/snasug0...fmm_slides.pdf