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re: Re: st: how to us prais in a situation with comparison group


From   "Ariel Linden, DrPH" <ariel.linden@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   re: Re: st: how to us prais in a situation with comparison group
Date   Thu, 3 May 2012 12:17:09 -0400

Let me try and help out here...

- prais - will not work on multiple groups, since it is intended for a
single group time series analysis. However, there are other available
approaches with multiple groups. For example, you could use -newey- which
will allows specification of lags and provide appropriate standard errors. 

In addition, you can (and should) check for autocorrelation in each group
individually, which can be done via -dfuller-, - wntestq- ,  -abar- (user
written program) or -ivactest- (user written program). You may have to find
the correct form/structure for each group separately and then put apply the
statistical model to the corrected data

I hope this helps...

Ariel

Date: Wed, 2 May 2012 20:32:56 +0100
From: Nick Cox <njcoxstata@gmail.com>
Subject: Re: st: how to us prais in a situation with comparison group

I don't know what autoreg in SAS does, so can't comment much, except for
this.

If you can explain how autoreg calculates serial correlation of
residuals for your model, then somebody well qualified may be able to
comment. You could try betting that someone on this list knows what
autoreg in SAS does, but you're less likely to get a good answer.

You can't easily have it both ways. If your data are time series, it
is hard to bootstrap them meaningfully, at least in Stata.

Nick


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