Ground rods (grounding electrodes) are only required if the generator is a "separately derived system". (For the complete text of sections cited please see the 2002 NEC)
What is a Separately Derived System?
The NEC in Article 100 defines a Separately Derived System as:
A premises wiring system whose power is derived from a battery, from a solar photovoltaic system, or from a
generator, transformer, or converter windings,
and that has no direct electrical connection , including a solidly connected grounded circuit conductor, to supply conductors originating in another system.
The key to knowing if a generator is a "Separately Derived System" is not the generator, but rather the transfer switch. If the transfer switch does not transfer the neutral (grounded conductor), then the generator has a “solidly connected” grounded circuit conductor and the generator is not a separately derived system.
Bottom line, if connecting to your existing panel thru a transfer switch (that does not transfer the neutral), no ground rod is needed. If generator is sole power source (i.e. job site construction), ground rod is needed.
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Generator grounding