Date: Fri, 12 Mar 2004 16:44:18 -0800
From: "Jennifer S. Earl" <email@example.com>
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:
xtnbreg dep_count_var ind_var1 ind_var2...
produce appropriate results?
Thanks in advance,
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Date: Fri, 12 Mar 2004 20:03:13 -0500
From: David Greenberg <firstname.lastname@example.org>
Subject: Re: st: xtnbreg question
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.