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Re: st: xtnbreg question, part 2


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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