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Re: st: autoregressive conditional poisson (ACP) model


From   Robert A Yaffee <[email protected]>
To   [email protected]
Subject   Re: st: autoregressive conditional poisson (ACP) model
Date   Mon, 28 Feb 2011 21:45:23 -0500

Kristen,
   Have you thought of constructing the  ACP out of a finite mixture model?   You could
optimize the mixing to accomodate the data.
          - Robert

Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Kristen Shorette <[email protected]>
Date: Monday, February 28, 2011 1:14 pm
Subject: st: autoregressive conditional poisson (ACP) model
To: [email protected]

> Hi, I have Poisson-distributed count data over time and therefore need 
> to
> account for serial correlation in addition to the standard issues with
> count data. Does Stata have a function for running autoregressive
> conditional poisson (ACP) models?
> Thanks,
> Kristen
> 
> 
> 
> 
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