Thank you very much for your reply. Could you, please, explain me how i should do that in Eviews?
- In the equation estimation panel for Poisson (integer count), in options, should i select Robust Covariances GLM instead of Huber-White? Is it enough?
Thank you.
Search found 2 matches
- Mon Jul 30, 2012 8:00 am
- Forum: Econometric Discussions
- Topic: underdispersion
- Replies: 3
- Views: 2810
- Wed Jul 25, 2012 7:55 am
- Forum: Econometric Discussions
- Topic: underdispersion
- Replies: 3
- Views: 2810
underdispersion
Someone could help me to correct underdispersion in Poisson estimation? I tried to do the Negative Binomial (QLM), but when I enter the fixed variance parameter (which is negative in my case) the estimation results says that the QML parameter used in estimation is 1 (not -0.01907 that I enter)... Th...