Hello:
Today, I followed some of your advice. The arpois program does indeed work with the new stata and I downloaded it. Running the model using arpois seems to help...but only a very little bit. I have run the model with ar(1) all the way through ar(10), and only when we get to very large ar numbers does the autocorrelation of residuals begin to abate seriously. So I suppose I could do this...but the results are unwieldy, as the results have 10 ar coefficients in the printout.
As for including a lagged dependent variable on the right side of the equation, it does help. But not enough to overcome the very serious autocorrelation of residuals. Finally, I also ran a nbreg, but it reduces to the Poisson, I assume because there is no overdispersion present.
Robust standard errors help too, but still not enough.
I am trying more, and I keep on learning more, so thanks a lot!
Antonio
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