Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: TSCS with ordinal dep. variable and serial correlation


From   Michael Hess <salsa.fresca@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: TSCS with ordinal dep. variable and serial correlation
Date   Sun, 29 Oct 2006 08:05:47 -0700

I am trying to analyze a dataset where the dependent variable is ordinal, five categories. The dataset is TSCS and has observations for 57 countries over 29 years. There is a lot of serial correlation in the model centered around the dependent variable which trends upward.

I have been using the reoprob command by Guillaume Frechette to run the model, but have not found much literature on best ways to get rid of the autocorrelation in a maximum likelihood model. Adding time dummies reduces, but does not eliminate, the problem.

Has anyone else dealt with this? Any suggestions for me?

Michael L. Hess
University of New Orleans
*
* 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/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index