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st: time series

From   David Airey <david.airey@Vanderbilt.Edu>
Subject   st: time series
Date   Fri, 6 Dec 2002 10:03:00 -0600

Dear List,

I was speaking to a scientist who records electrical potentials from living neurons (brain cells) in awake behaving animals. The sampling rate is very high, such that 100s to 1000s of data points are available per neuron, and 100 neurons are sampled per animal. There are never more than 10 animals in an experiment, which could be a problem. The levels of the treatment are each exposed to each animal or neuron. So it's like a nested repeated measures ANOVA, but the sampling rate suggests a time series analysis is more appropriate. What kind of time series analysis _in Stata_ allows grouping of correlated measures in addition to handling the autocorrelation problem? By grouping I mean all the neurons in one animal are more similar than neurons between animals, and cannot be treated as independent. I've read a little about time series, but what I've read seems to describe following a sample of experimental units through time, and doesn't talk about following groups of correlated samples through time.

David C. Airey, Ph.D.
Vanderbilt University
Department of Pharmacology
8148-A Medical Research Building Three
465 21st Avenue South
Nashville, TN 37232-8548
(615) 936-1510 (voice)
(615) 936-3747 (fax)

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