st: xtnbreg question, part 2

["Jennifer S. Earl" <jearl@soc.ucsb.edu>]

Hi, I posted the following message on Friday and it was suggested by a list 
member that I should be using the time series modules, not the panel 
modules. I was also referred to a Stata volume on time series models.

I am still uncertain about the answer though: my dependent variable is 
count data, which is not appropriately analyzed by linear models. I looked 
at the table of contents and index for the time series volume before I sent 
my original message and I did not see any commands for count data (such as 
negative binomial models). However, the xt series does have xtnbreg.

So, my questions still remain: (1) is there a time series (but not cross 
sectional time series) command in stata for negative binomial models of 
count data (and if so, what is the command); and (2) if there is not, can I 
approximate this by manipulating how i and t are set in the xtnbreg command?

Cheers,

Jennifer


> ------------------------------
>
> Date: Fri, 12 Mar 2004 16:44:18 -0800
> From: "Jennifer S. Earl" <jearl@soc.ucsb.edu>
> Subject: st: xtnbreg question
>
> 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...
>
> produce appropriate results?
>
> Thanks in advance,
>
> Jennifer
>
>
> *
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>
> ------------------------------
>
> Date: Fri, 12 Mar 2004 20:03:13 -0500
> From: David Greenberg <dg4@nyu.edu>
> Subject: Re: st: xtnbreg question
>
> If you have data for a singlenation for multiple years, you should be
> estimating time series models, not models for panel data. Stata Press
> publishes an entire manual devoted to such models.

*
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