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st: Time series analysis


From   Ashley Harris <aharri@ucalgary.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Time series analysis
Date   Sat, 13 Oct 2007 15:45:14 -0600

Hello Statalist, 

I have done a lot of reading on time-series with interventions, but have a
hard time interpreting the different situations and the specific translation
to Stata-language, so am looking for advice, guidance etc.


I have data on 5 subjects with data over time - every 5-15 mins I have data
point. There are a variety of parameters that I am looking at, hence the
data points. 

I cause an intervention on one side - ie. Right or left, and then the other
side is my control- arbitrarily I have set my intervention to time = 0. The
nature of my intervention causes a transient response.

So, what I want to do is first see if I actually see a response to the
intervention. So, I start with:

tsset sub_num time
       panel variable:  sub_num, 1 to 5
        time variable:  time, -5 to 150, but with gaps

And then 
Xtreg right_result intervention, re

Where right_result I the data for the right side and intervention is 0 if
time < 0 and intervention = 1 for time>0



Now, here come the questions:

It seems to me xtreg is the most straight forward time-series analysis for
panel data or am I simplifying something that I shouldn't be? - how do I
know? 

For my results from a parameter that is not normal - is there an alternative
I can use?

Lastly - if I want to find out when the maximum response to my intervention
occurs and when that response goes away, what do I do?

Thank you in advance!!!
Ashley


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