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From |
Tashi Lama <ltashi32@hotmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Slope of a univariate time series |

Date |
Sat, 9 Jun 2012 12:36:14 -0400 |

Sure thanx, i will def read poisson regression. Sent from my iPad On Jun 9, 2012, at 12:13 PM, Nick Cox <njcoxstata@gmail.com> wrote: > On your thoughts > > 1. I think you are confusing fitting a Poisson distribution with > Poisson regression, which is a much more general procedure. This may > be because you have not yet read the documentation for -poisson- or > any of the supporting references. > > 3. This is a matter of taste. My own taste is that if the idea of an > overall slope makes sense then it makes sense to estimate it with a > model. The slope between neighbouring data points may seem closer to > the data but it is in fact more sensitive to individual errors. > Testing whether slopes are genuine (meaning, not zero) is a problem > that has served as a sandpit for mathematical statisticians, but data > analysts in my experience are usually happy to settle the question > from a plot of the data. > > At a wild guess the most common decay rate problems are those of > exponential or power-law declines, which are most commonly regarded as > regression problems. The time series aspect of the data is quite > secondary. When particular functions arise in theoretical discussions > or are customary in the literature (e.g. exponential decay to a > positive asymptote) then often -nl- is needed. > > The problem with a straight linear regression fitted to a declining > series is that it predicts negative values beyond some finite time, > which usually makes neither theoretical or practical sense whenever > what is being measured is a count or amount. This doesn't bite with > Poisson regression, but that nice property does not guarantee that > Poisson regression is what you need. > > All that said, the data you posted in > http://www.stata.com/statalist/archive/2012-06/msg00486.html are not > even approximately linearized by thinking in terms of log(hits), as a > plot shows. So you may need some special-purpose model. > > Nick > > On Sat, Jun 9, 2012 at 2:37 PM, Tashi Lama <ltashi32@hotmail.com> wrote: >> Three thoughts >> 1. I have never looked at any distribution as a measure to find slope or rate for that matter. I looked distribution more of finding probability, mean and deviation. How it generates slope is sth i need to go back and do some reading but i do see that the data spread in my dataset resembles that of a poisson. >> 2. I was actually thinking of running regression which will give me "beta" which is a slope mathematically. But i suspect that would be a overkill. Honestly, i don't even know i use regression although mathematically speaking it could. >> 3. May be i can find slope at each two consecutive data points and find median or mean. >> >> In any case, what is the most common way of finding slope or a decay rate in a univariate time series in stata? > > On Jun 9, 2012, at 9:11 AM, Nick Cox <njcoxstata@gmail.com> wrote: > >>> Yes, but Tashi's context implies that linear decline is not a good >>> model. I earlier recommended Poisson regression, for which see >>> -poisson-. > > On Sat, Jun 9, 2012 at 2:00 PM, Muhammad Anees <anees@aneconomist.com> wrote: >>>> Do you mean d(x)/d(t)? >>>> Then I guess simple OLS will do that >>>> >>>> reg x t >>>> b is the slope then assuming above. >>> >>> On Sat, Jun 9, 2012 at 5:51 PM, Tashi Lama <ltashi32@hotmail.com> wrote: >>> >>>>> Is there a stata command or a module to find the slope of a univariate time series? > > * > * 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/

**References**:**st: Slope of a univariate time series***From:*Tashi Lama <ltashi32@hotmail.com>

**Re: st: Slope of a univariate time series***From:*Muhammad Anees <anees@aneconomist.com>

**Re: st: Slope of a univariate time series***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Slope of a univariate time series***From:*Tashi Lama <ltashi32@hotmail.com>

**Re: st: Slope of a univariate time series***From:*Nick Cox <njcoxstata@gmail.com>

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