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From |
"Jennifer S. Earl" <[email protected]> |

To |
[email protected] |

Subject |
st: xtnbreg question, part 2 |

Date |
Mon, 15 Mar 2004 11:15:09 -0800 |

Hi, I posted the following message on Friday and it was suggested by a list member that I should be using the time series modules, not the panel modules. I was also referred to a Stata volume on time series models.

I am still uncertain about the answer though: my dependent variable is count data, which is not appropriately analyzed by linear models. I looked at the table of contents and index for the time series volume before I sent my original message and I did not see any commands for count data (such as negative binomial models). However, the xt series does have xtnbreg.

So, my questions still remain: (1) is there a time series (but not cross sectional time series) command in stata for negative binomial models of count data (and if so, what is the command); and (2) if there is not, can I approximate this by manipulating how i and t are set in the xtnbreg command?

Cheers,

Jennifer

------------------------------ Date: Fri, 12 Mar 2004 16:44:18 -0800 From: "Jennifer S. Earl" <[email protected]> Subject: st: xtnbreg question I have time series data on a set of variables for one nation for a period of about 40 years. My dependent variable is a count variable. After looking over the Stata manuals for xtnbreg, I am not sure how to accommodate the fact that while I have time series data, these data are not composed of cross-sections with multiple units in each cross section (e.g. I do not have data for multiple nations in each year, just data on one nation for multiple years). The manuals seems to suggest that Stata wants to handle data where i=panel identifier (e.g., an id number for a person who contributes data for multiple years, or a country id when multiple countries are present in the time series) and t=time identifier (e.g., year) in xtnbreg. Further xtnbreg *requires* that "i" is set either in the xtnbreg command or using "iis (varname)", even though it does not require "t" to be set. I have two questions: (1) should I be using a command other than xtnbreg to analyze this time-series count data; and (2) if xtnbreg is appropriate, will using the following settings: iis year tis year xtnbreg dep_count_var ind_var1 ind_var2... produce appropriate results? Thanks in advance, Jennifer * * 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/ ------------------------------ Date: Fri, 12 Mar 2004 20:03:13 -0500 From: David Greenberg <[email protected]> Subject: Re: st: xtnbreg question If you have data for a singlenation for multiple years, you should be estimating time series models, not models for panel data. Stata Press publishes an entire manual devoted to such models.

* * 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/

**Follow-Ups**:**Re: st: xtnbreg question, part 2***From:*David Jacobs <[email protected]>

**Re: st: xtnbreg question, part 2***From:*"Jesper B. Sorensen" <[email protected]>

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