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Re: st: Time series Poisson regression


From   David Jacobs <jacobs.184@osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Time series Poisson regression
Date   Wed, 11 Jun 2003 17:02:36 -0400

One problem using count estimators in a time-series design concerns the difficulty correcting count estimators for serial correlation. I've seen corrections (implemented by authors) mentioned in a few journal articles, but I am not aware of any statistical package that does this. In fact, most of the diagnostic tests for problems with time series estimation are not available for count estimators. Stata does give users a Newey West option for count models in GLM and this step also corrects for heteroskedasticity, so if you have difficulties with serial correlation, you might try this expedient.

Dave Jacobs

At 03:34 PM 6/11/2003 -0400, you wrote:

I am analyzing a fairly long time series incidence dataset.  The dataset
consists of 5 year records of daily numbers of incidences in a city, which
are believed to follow Poisson distributions.  Tobias and Campbell (1998,
STATA sts13) model is closely related to this subject.  However, my question
is whether it is legitimate to apply XTGEE or XTPOISSON model with only
single independent unit (i.e., city) but a very long chain. Perhaps, there
are better procedures to use.

Thank you for your help,


Wenjun Li, PhD
Biostatistics Research Center
Tufts-New England Medical Center #63
750 Washington Street
Boston, MA 02111
Tel (617) 636 1603 Fax (617) 636 5560



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