Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Svendsgaard.David@epamail.epa.gov |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: polynomial distributed lag models error message |
Date | Wed, 27 Oct 2010 14:47:25 -0400 |
Hi Steve, Thanks for introducing me to stata. It sounds like you want a GAM or GLM that is available in R. It can do all those things you want: Poisson, distributed lags, and so on. You might have to write you own PLD variables. It can also do over-dispersed Poisson. David J Svendsgaard, PhD Biostatistician EPA/ORD/NCEA/RTP, Mail Drop B-243-01 Research Triangle Park, NC 27711 Phone (919) 541-4186 Fax (919) 541-1818 From: "Steve Rothenberg" <drlead@prodigy.net.mx> To: <statalist@hsphsun2.harvard.edu> Date: 10/27/2010 01:40 PM Subject: st: polynomial distributed lag models error message Sent by: owner-statalist@hsphsun2.harvard.edu We are trying to reproduce the analysis for using polynomial distributed lag models found in SJ(2004) 4, Number 2, pp. 180-189, by Allen McDowell of StataCorp. When we try to form the Vandermonde matrix using the supplied program -vandermonde-, the program returns an error message: 'namelist' invalid name r(198); The issued command is: vandermonde V, n(0/12) exactly as suggested in the article. Though we are using Stata 11.1, the program -vandermonde- is stored as an ado file with a version control statement "version 8.2", exactly as copied from the SJ article. We've tried using another name for the generated matrix instead of "V" when running the command, as we see that V is now defined in Mata as a built-in Vandermonde matrix, but we receive the same error message. We have four questions: 1. Can anyone advise us why the program -vandermonde- returns the error message? 2. Can we achieve the same results by running the Mata Vandermonde command and if so, can you provide the proper syntax to set up the matrix and then use the Mata generated matrix in the following Stata matrix manipulation commands for polynomial distributed model in the SJ article? 3. Given eventual success with working through the example in the SJ article, can we use these procedures to construct a Poisson model with distributed lags of one of the independent variables and if so, how? 4. Since Allen McDowell wrote the article as a tutorial instead of providing polished production code, does anyone know if there is newer provision for running distributed lag models in independent variables, especially models with count data dependent variables? Stephen Rothenberg Instituto Nacional de Salud Publica Cuernavaca, Mexico. * * 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/ * * 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/