Re: st: polynomial distributed lag models error message

[Svendsgaard.David@epamail.epa.gov]

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/