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From |
David Greenberg <dg4@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xtnbreg question, part 2 |

Date |
Mon, 15 Mar 2004 15:26:04 -0500 |

It is common practice in time series analysis, to analyze count data using linear models, if necessary transforming the dependent variable to eliminate heteroskedasticity. David Greenberg, Sociology Department, New York University ----- Original Message ----- From: "Jennifer S. Earl" <jearl@soc.ucsb.edu> Date: Monday, March 15, 2004 2:15 pm Subject: st: xtnbreg question, part 2 > Hi, I posted the following message on Friday and it was suggested > by a list > member that I should be using the time series modules, not the > panel > modules. I was also referred to a Stata volume on time series models. > > I am still uncertain about the answer though: my dependent > variable is > count data, which is not appropriately analyzed by linear models. > I looked > at the table of contents and index for the time series volume > before I sent > my original message and I did not see any commands for count data > (such as > negative binomial models). However, the xt series does have xtnbreg. > > So, my questions still remain: (1) is there a time series (but not > cross > sectional time series) command in stata for negative binomial > models of > count data (and if so, what is the command); and (2) if there is > not, can I > approximate this by manipulating how i and t are set in the > xtnbreg command? > > Cheers, > > Jennifer > > > ------------------------------ > > > > Date: Fri, 12 Mar 2004 16:44:18 -0800 > > From: "Jennifer S. Earl" <jearl@soc.ucsb.edu> > > 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 > > > > > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > ------------------------------ > > > > Date: Fri, 12 Mar 2004 20:03:13 -0500 > > From: David Greenberg <dg4@nyu.edu> > > 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. > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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