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Re: st: polynomial distributed lag models error message

From   [email protected]
To   [email protected]
Subject   Re: st: polynomial distributed lag models error message
Date   Wed, 27 Oct 2010 14:47:25 -0400

Hi Steve,

Thanks for introducing me to stata.

It sounds like you want a GAM or GLM that is available in R. It can do
all those things you want: Poisson, distributed lags, and so on. You
might have to write you own PLD variables. It can also do over-dispersed

David J Svendsgaard, PhD
EPA/ORD/NCEA/RTP, Mail Drop B-243-01
Research Triangle Park, NC 27711
Phone (919) 541-4186
Fax (919) 541-1818

  From:       "Steve Rothenberg" <[email protected]>                                                
  To:         <[email protected]>                                                          
  Date:       10/27/2010 01:40 PM                                                                       
  Subject:    st: polynomial distributed lag models error message                                       
  Sent by:    [email protected]                                                      

We are trying to reproduce the analysis for using polynomial distributed
models found in SJ(2004) 4, Number 2, pp. 180-189, by Allen McDowell of

When we try to form the Vandermonde matrix using the supplied program
-vandermonde-, the program returns an error message: 'namelist' invalid

The issued command is:
		 vandermonde V, n(0/12)
exactly as suggested in the article.

Though we are using Stata 11.1, the program -vandermonde- is stored as
ado file with a version control statement "version 8.2", exactly as
from the SJ article.

We've tried using another name for the generated matrix instead of "V"
running the command, as we see that V is now defined in Mata as a
Vandermonde matrix, but we receive the same error message.

We have four questions:

1. Can anyone advise us why the program -vandermonde- returns the error

2. Can we achieve the same results by running the Mata Vandermonde
and if so, can you provide the proper syntax to set up the matrix and
use the Mata generated matrix in the following Stata matrix manipulation
commands for polynomial distributed model in the SJ article?

3. Given eventual success with working through the example in the SJ
article, can we use these procedures to construct a Poisson model with
distributed lags of one of the independent variables and if so, how?

4. Since Allen McDowell wrote the article as a tutorial instead of
polished production code, does anyone know if there is newer provision
running distributed lag models in independent variables, especially
with count data dependent variables?

Stephen Rothenberg
Instituto Nacional de Salud Publica
Cuernavaca, Mexico.

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