st: RE: RE: Poisson estimators for space time series in Stata

[Chandy C John <chandy.john@case.edu>]

Title: RE: RE: Poisson estimators for space time series in Stata

> Dear JP and Scott,
>
> Thanks very much for your input. JP, you are correct that since the data is spatial, I need to use a method that allows for cross-sectional correlation. Right now I am using the villages within the area as the cross-sectional areas, and occurrence of malaria in them is highly correlated. So it appears that xtgls would be the code to use, because with xtgee independence of observations across villages is assumed.
>
> If I express the malaria cases as incidence/area (rather than cases/area), will this get around the problem of xtgls not being usable with count data?
>
> The other choice is to use ARIMA, but as best I can tell, this would allow me to only use the aggregate data for the whole area (there’s no “cluster” command, which would allow me to use the data for individual villages), and I’m not sure of the minimum number of observations that would be considered appropriate if one wants to use ARIMA.
>
> Any further input greatly appreciated!
>
> Chandy
>
>
> Hi,
>
> If my understand is correct xtgee does not allow for cross-sectional
> correlation, which might be a relevant issue if you are using spatial data.
>
> In order to take that into account you would have to use either xtgls (if
> N<T) or Timothy Conley's code, presented in his paper "GMM estimation with
> cross sectional dependence" Journal of Econometrics (92), 1999, and
> available for download from his website (try to "Google" his name). The
> problem with both codes is they are not for count data.
>
> My guess is that Stata does not have a straight forward solution for your
> problem.
>
> All the best,
>
> JP
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [ mailto:owner-statalist@hsphsun2.harvard.edu ] On Behalf Of Scott Merryman
> Sent: Friday, May 14, 2004 5:06 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Poisson estimators for space time series in Stata
>
>
> How about -xtgee-? 
>
> Something like: 
> xtgee var1 var2, link(log) family(poisson) i(id) corr(ar1) t(time)
>
>
> Scott
>
> ________________________________________
> From: owner-statalist@hsphsun2.harvard.edu
> [ mailto:owner-statalist@hsphsun2.harvard.edu ] On Behalf Of Chandy C John
> Sent: Thursday, May 13, 2004 9:24 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Poisson estimators for space time series in Stata
>
> Are there any ado files or other programs that will allow Poisson estimators
> for space time series in Stata? I have some rain and temperature data that I
> wish to compare to malaria incidence over time, and with regular Poisson or
> negative binomial regression, I face the problem of autocorrelation between
> months of malaria incidence. I have done time series analysis with the ARIMA
> command, but I am not sure if it is entirely appropriate for the relatively
> small dataset I have (rain, temp, malaria cases over 36 months).
>
> I have found a program within R that will do Poisson estimators for time
> series (PESTS), but I'm not familiar enough with R to know how to input my
> data. Does anyone know of any Stata programs that will incorporate moving
> averages and autoregression into Poisson estimations?
>
> Thanks,
> Chandy John