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Re: st: count time series model
From
"Ikuho Kochi" <[email protected]>
To
"<[email protected]>" <[email protected]>
Subject
Re: st: count time series model
Date
Thu, 30 Jan 2014 00:07:58 +0000
Thank you very much Robert and Andrew for your help! I will check the models you suggested!
Ikuho
On Jan 29, 2014, at 4:57 PM, "[email protected]" <[email protected]> wrote:
> Hello Ikuho,
>
> The easiest thing is to run the Poisson or negbinom regressions using
> -glm- which allows Newey-West error structure:
>
> glm count a b c, family(Pois) link(log) vce(hac nwest n)
>
> where the n can be estimated with -ivreg2- (from SSC) using the bw(auto) option.
>
> IIRC the same models can be obtained using -arpois- (SSC), but
> optimization and reporting are less well developed.
>
> Hope this helps; there's surprising little published on such models!
>
> cheers-
> Andrew Lover
>
> ___________________________________________________
> Epidemiologist
> Centre for Infectious Disease Epidemiology Research (CIDER)
> Saw Swee Hock School of Public Health
> National University of Singapore
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