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RE: st: correct for autoregression in log link function in survey data


From   "Li, Rui (CDC/ONDIEH/NCCDPHP)" <eok8@cdc.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: correct for autoregression in log link function in survey data
Date   Mon, 9 Jan 2012 20:10:46 +0000

I am trying to use a time series model. I used SAS autoreg procedure, but it does not account for survey design. 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of clivelists@googlemail.com
Sent: Monday, January 09, 2012 2:51 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: correct for autoregression in log link function in survey data

Ooooh, I don't know; perhaps using a routine fit for such a purpose would be a start, such as a time series model.

You have heard of these, haven't you?

Otherwise, await the oracle of Steve Samuels to post unto you...

C

------Original Message------
From: Li, Rui (CDC/ONDIEH/NCCDPHP)
Sender: owner-statalist@hsphsun2.harvard.edu
To: 'statalist@hsphsun2.harvard.edu' (statalist@hsphsun2.harvard.edu)
ReplyTo: statalist@hsphsun2.harvard.edu
Subject: st: correct for autoregression in log link function in survey data
Sent: 9 Jan 2012 18:57

I am using a log link fuction to estimate cost data from a survey, using svy:glm cost $char, link(log) family(gamma) le(95)

How can I account for auto-correlation in this model?

Thanks!

Rui

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