I have time series data on a set of variables for one nation for a period
of about 40 years. My dependent variable is a count variable. After looking
over the Stata manuals for xtnbreg, I am not sure how to accommodate the
fact that while I have time series data, these data are not composed of
cross-sections with multiple units in each cross section (e.g. I do not
have data for multiple nations in each year, just data on one nation for
multiple years).
The manuals seems to suggest that Stata wants to handle data where i=panel
identifier (e.g., an id number for a person who contributes data for
multiple years, or a country id when multiple countries are present in the
time series) and t=time identifier (e.g., year) in xtnbreg. Further xtnbreg
*requires* that "i" is set either in the xtnbreg command or using "iis
(varname)", even though it does not require "t" to be set.
I have two questions: (1) should I be using a command other than xtnbreg to
analyze this time-series count data; and (2) if xtnbreg is appropriate,
will using the following settings:
iis year
tis year
xtnbreg dep_count_var ind_var1 ind_var2...
