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st: time series
Does Stata offer time series analysis for panel data?
What happens when times series analysis is done for panel data when
the panel id is ignored?
Anyone have a good reference for this?
In the case I'm thinking of, we might have time series electrical
recordings from brain cells (neurons) from across an A-B-A
experimental design (A baseline, B treatment). There is a lot of data
(spiking) in the time dimension. But multiple neurons are recording
over time across ABA conditions, for more than one animal. This is a
hierarchical data structure in cross section (neuron|animal).
So what happens when the animal id is ignored and neurons are
considered independent of animal in a time series application?
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