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Re: st: ARMA(1,1) with multiple panels


From   Charles Koss <hqtiger@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ARMA(1,1) with multiple panels
Date   Wed, 23 Dec 2009 08:38:40 -0600

are the panels balanced?

On Mon, Dec 21, 2009 at 10:43 AM, Klink, Andrew <KLINKA@email.chop.edu> wrote:
> I have a question regarding ARMA(1,1) with multiple panels (in my case they
> are hospitals that each have data for years 2001-2008). I am looking for a
> way to estimate ARMA(1,1) over all hospitals at once, instead of estimating
> ARMA(1,1) for each hospital for each year. In other words, I would like to
> estimate ARMA(1,1) by year for all hospitals (i.e., one estimate for each
> year). I keep getting an error for multiple panels. I雋 using Stata 10.1 on
> a Mac.
>
> Thank you,
> -Andy
>
>
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>



-- 
Charles Koss
http://charlesonnet.blogspot.com/

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