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st: RE: RE: Poisson estimators for space time series in Stata


From   "Joao Pedro W. de Azevedo" <jazevedo@provide.com.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Poisson estimators for space time series in Stata
Date   Fri, 14 May 2004 19:28:22 +0100

Hi,

If my understand is correct xtgee does not allow for cross-sectional
correlation, which might be a relevant issue if you are using spatial data.

In order to take that into account you would have to use either xtgls (if
N<T) or Timothy Conley's code, presented in his paper "GMM estimation with
cross sectional dependence" Journal of Econometrics (92), 1999, and
available for download from his website (try to "Google" his name). The
problem with both codes is they are not for count data.

My guess is that Stata does not have a straight forward solution for your
problem.

All the best,

JP



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott Merryman
Sent: Friday, May 14, 2004 5:06 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Poisson estimators for space time series in Stata


How about -xtgee-? 

Something like: 
xtgee var1 var2, link(log) family(poisson) i(id) corr(ar1) t(time)


Scott

________________________________________
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Chandy C John
Sent: Thursday, May 13, 2004 9:24 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Poisson estimators for space time series in Stata

Are there any ado files or other programs that will allow Poisson estimators
for space time series in Stata? I have some rain and temperature data that I
wish to compare to malaria incidence over time, and with regular Poisson or
negative binomial regression, I face the problem of autocorrelation between
months of malaria incidence. I have done time series analysis with the ARIMA
command, but I am not sure if it is entirely appropriate for the relatively
small dataset I have (rain, temp, malaria cases over 36 months).

I have found a program within R that will do Poisson estimators for time
series (PESTS), but I'm not familiar enough with R to know how to input my
data. Does anyone know of any Stata programs that will incorporate moving
averages and autoregression into Poisson estimations?

Thanks,
Chandy John 


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