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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: Time Series Poisson |

Date |
Sun, 30 Oct 2011 23:46:55 -0500 |

At 08:42 PM 10/30/2011, Cameron McIntosh wrote:

Hi Richard, Tirthankar I might also suggest:Oh, M.-S., & Lim, Y.B. (2001). Bayesian analysisof time series Poisson data. Journal of Applied Statistics, 28(2), 259-271.Drescher, D. (2008). Testing for presence of alatent process in count series. Journal ofStatistical Computation and Simulation, 78(7), 595-607.Jung, R.C., Kukuk, M., & Liesenfeld, R. (2006).Time series of count data: modeling, estimationand diagnostics. Computational Statistics & Data Analysis, 51(4), 2350-2364.Jorgensen, B., Lundbye-Christensen, S., Song,P.X-K., & Sun, Li. (1999). A State Space Modelfor Multivariate Longitudinal Count Data. Biometrika, 86(1), 169-181.Knape, J., Jonzén, N., Sköld, M., & Sokolov, L.(2009). Multivariate state-space modelling ofbird migration count data. Environmental andEcological Statistics, 3(Section I), 59-79.Knape et al. (2009) model a 54-year time seriesof various bird species counts, your studentmight follow their Bayesian strategy... I wasalso thinking that it might be possible to fit alatent growth curve or multilevel model to thistype of data, with Poisson links on the 45 indicators:Liu, H. (2007). Growth Curve Models forZero-Inflated Count Data: An Application toSmoking Behavior. Structural Equation Modeling, 14(2), 247-279.Alosh, M. (2009). Modeling longitudinal countdata with dropouts. Pharmaceutical Statistics, 9(1), 35-45.Min, Y., & Agresti, A. (2005). Random effectmodels for repeated measures of zero-inflatedcount data. Statistical Modelling, 5(1), 1-19.Coelho-Barrosa, E.A., Achcar, J.A., & Mazucheli,J. (2010). Longitudinal Poisson modeling: anapplication for CD4 counting in HIV-infectedpatients. Journal of Applied Statistics, 37(5), 865-880.My two cents, Cam > Date: Sun, 30 Oct 2011 18:04:46 -0700 > Subject: Re: st: Time Series Poisson > From: tirthankar.chakravarty@gmail.com > To: statalist@hsphsun2.harvard.edu > > Richard, > > See chapter 4 in this book: > http://amzn.com/0471363553 > > T > > > On Sun, Oct 30, 2011 at 6:53 PM, Richard Williams > <richardwilliams.ndu@gmail.com> wrote:> > One of my students (a political scientistof course -- they always bring up> > these weird problems I have neverencountered myself!) has a data set that> > consists of 45 yearly records for theUnited States. The dependent variable> > is a count. It sounded to me like the sortof thing that should be analyzed> > by a time series poisson model. But,unfortunately, I wasn't even sure that> > such a thing existed - I was hoping there was a tspoisson command, but no > > such luck. > >> > However, I found this Stata TechnicalBulletin for a very old user-written> > command called nwest.http://www.stata.com/products/stb/journals/stb39.pdf.> > It says "This article discusses thecalculation of standard errors that are> > robust to heteroscedasticity and serialcorrelation for probit, logit, and> > poisson regression models." > > > > I also found this slightly newer post from 2003: > > http://www.stata.com/statalist/archive/2003-06/msg00258.html. > > > > What I take from this is that he should -tsset- his data and use -glm- to > > estimate a Poisson model with Newey-West standard errors, e.g. something > > like > > > > glm y x1 x2 x3, family(poisson) link(log) vce(hac nwest) > >> > Does this sound right, and if so is thisthe best he can do, at least with> > Stata? > > > > > > ------------------------------------------- > > Richard Williams, Notre Dame Dept of Sociology > > OFFICE: (574)631-6668, (574)631-6463 > > HOME: (574)289-5227 > > EMAIL: Richard.A.Williams.5@ND.Edu > > WWW: http://www.nd.edu/~rwilliam > > > > * > > * 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/ > > > > > > -- > Tirthankar Chakravarty > tchakravarty@ucsd.edu > tirthankar.chakravarty@gmail.com > > * > * 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/

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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/

**Follow-Ups**:**RE: st: Time Series Poisson***From:*Cameron McIntosh <cnm100@hotmail.com>

**References**:**st: Time Series Poisson***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**Re: st: Time Series Poisson***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

**RE: st: Time Series Poisson***From:*Cameron McIntosh <cnm100@hotmail.com>

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