The meaning of Options: pa vce(robust)

[EJ Ko]

Dear all STATA users,

I am doing analysis using xtnbreg command, and I don't exactly understand some options that I can add for better outcomes. More specifically, I have different results when using just 'xtnbreg' command and when adding 'pa vce(robust)' at the end of xtnbreg DV IV CV. Why does this happen?

To be specific:

• What does ‘population-averaged estimator’ mean?
• What does vce(robust) do when it was added at the end of xtnbreg command?

I am relatively new in this field, so I would appreciate a lot for easy and detailed explanations.

Thank you very much for your helps and advice!

EJ

[Carlo Lazzaro]

EJ (as per FAQ, please note the preference on this forum for full real names. Thanks).
For the future, please post your queries on the General forum, as this one is for practicing purposes only.
That said, what you're asking is well covered in -xtpoisson- and -xtnbreg- entries in Stata .pdf manual.