Define an autocorrelation in some meaningful way for Poisson
regression, and we'll see whether that's testable. I can think of at
least three various flavors, but I'd like to see which one is making
sense in your particular application.
On Mon, Aug 4, 2008 at 5:52 PM, Antonio Silva <[email protected]> wrote:
>
>
> I am doing a Poisson regression analysis on event count data (my dependent variable is number of events per year) for a 40 year period. I am no methods maven, and I wonder: How should I test for autocorrelation? Is autocorrelation even an issue in Poisson regression? If so, does Stata have a test for it?
>
>
> Thanks.
>
>
> A. Silva
>
> _________________________________________________________________
> Your PC, mobile phone, and online services work together like never before.
> http://clk.atdmt.com/MRT/go/108587394/direct/01/
> *
> * 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/
>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* 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/