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Re: st: xtnbreg question


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtnbreg question
Date   Fri, 12 Mar 2004 20:03:13 -0500

If you have data for a singlenation for multiple years, you should be estimating time series models, not models for panel data. Stata Press publishes an entire manual devoted to such models.  David Greenberg, Sociology Department, New York University

----- Original Message -----
From: "Jennifer S. Earl" <jearl@soc.ucsb.edu>
Date: Friday, March 12, 2004 7:44 pm
Subject: st: xtnbreg question

> I have time series data on a set of variables for one nation for a 
> period 
> of about 40 years. My dependent variable is a count variable. 
> After looking 
> over the Stata manuals for xtnbreg, I am not sure how to 
> accommodate the 
> fact that while I have time series data, these data are not 
> composed of 
> cross-sections with multiple units in each cross section (e.g. I 
> do not 
> have data for multiple nations in each year, just data on one 
> nation for 
> multiple years).
> 
> The manuals seems to suggest that Stata wants to handle data where 
> i=panel 
> identifier (e.g., an id number for a person who contributes data 
> for 
> multiple years, or a country id when multiple countries are 
> present in the 
> time series) and t=time identifier (e.g., year) in xtnbreg. 
> Further xtnbreg 
> *requires* that "i" is set either in the xtnbreg command or using 
> "iis 
> (varname)", even though it does not require "t" to be set.
> 
> I have two questions: (1) should I be using a command other than 
> xtnbreg to 
> analyze this time-series count data; and (2) if xtnbreg is 
> appropriate, 
> will using the following settings:
> 
> iis year
> tis year
> xtnbreg dep_count_var ind_var1 ind_var2...
> 
> produce appropriate results?
> 
> Thanks in advance,
> 
> Jennifer
> 
> 
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