Statalist


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

Re: st: time series and SUR


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: time series and SUR
Date   Tue, 29 Jul 2008 10:47:30 -0400

Teresa,
   If your data are not rendered stationary, you may obtain spurious regression.
     Regards,
           Bob Yaffee


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Senior Research Scientist,
NSF # 0826983


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Teresa Linz <tlinz@uni-bonn.de>
Date: Tuesday, July 29, 2008 10:06 am
Subject: st: time series and SUR
To: statalist@hsphsun2.harvard.edu


> Hi all together,
> 
> I have maybe a more theoretical question rather than a 
> practical. I am estimating time series data with a SUR 
> model in Stata. Since my data is not stationary I 
> differenced it. Does anybody know whether this is allowed 
> in a SUR model or whether I have to proceed with the error 
> correction model now?
> Thank you for your comments
> 
> 
> 
> 
> On Tue, 29 Jul 2008 08:28:24 -0500
>   Steven Samuels <sjhsamuels@earthlink.net> wrote:
> > 
> > To describe your sample, use ordinary, non-survey, 
> >commands.  Survey  commands are intended to estimate 
> >characteristics of the sampled  population, not the 
> >sample itself.   To me, the most important  descriptor of 
> >a sample cell is the number of observations.
> > 
> > -Steve
> > On Jul 25, 2008, at 2:01 PM, Chao Yawo wrote:
> > 
> >> Hi,
> >>
> >> I am using svy commands to analyze a DHS dataset.
> >>
> >> As a usual prerequisite, I want to run some descriptive 
> >>statistics on
> >> my sample.  I can use the regular tabulate or fre 
> >>command to produce
> >> frequency distributions.
> >>
> >> However, I realized that svy has a "tabulate" or 
> >>"proportions" option
> >> that could produce frequency distributions/estimates per 
> >>variable.  I
> >> run both and realized slight differences between the two 
> >>frequencies
> >> outputs.
> >>
> >> Which one should I use - I am leaning towards using the 
> >>one with the
> >> svy: prefix.
> >>
> >> I would appreciate any thoughts and pointers.
> >>
> >> thanks - CY.
> >> *
> >> *   For searches and help try:
> >> *   http://www.stata.com/help.cgi?search
> >> *   http://www.stata.com/support/statalist/faq
> >> *   http://www.ats.ucla.edu/stat/stata/
> > 
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> 
> _______________________________
> 
> Teresa Linz, M.Sc.
> 
> Junior Researcher
> 
> Center for Development Research
> 
> Walter-Flex-Str. 3
> 
> 53113 Bonn
> 
> Germany
> 
> Tel.: +49 228/73 4962
> Fax:  +49 228/73 1869
> Internet: www.zef.de
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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