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From | Michael Mulcahy <mulcahy_uconn@yahoo.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Autocorrelated overdispersed panel count data, and no "xtzinb"... |
Date | Wed, 30 Nov 2011 10:20:23 -0800 (PST) |
Hi all, Another user posted a similar question a while back, but I couldn't really extract much guidance from that exchange, so... I have a count dependent variable and IV's measured annually on about 600 cities over 12 consecutive years (balanced panel). The dependent variable is over-dispersed and zero-inflated (about 40% of obs on dependent variable are zero's). Based on xtserial, there is evidence of autocorrelation. I know that stata doesn't offer anything like a "xtzinb" model (yet?). (My focal independent variable is a 5-category class variable indicating single years in the 5-year period that brackets the city government's decision on a piece of citizen-initiated legislation (0= no decis, 1=L2.decis, 2 = L.decis, 3 = decis, 4=f.decis, 5=f2.decis). Are counts of the dep. var. significantly different in run up to, in the year of, and/or in the wake of a decision? I used a zinb model with L1.dv and L2.dv in both the "inflate" and the nbreg models, and clustered on city, exposure(year). L1.dv and L2.dv are significant at p < .0001 in the "inflate" model, only L1. is significant in the nbreg model. One reviewer questions the use of a lagged dependent variable as potentially biasing coefficients downwards, citing Keele and Kelly 2001: "Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables" Political Analysis (Spring 2006) 14 (2). Their argument doesn't really address count models explicitly. For comparison, I also tried a hurdle model: the results for the central IV of interest are not substantially different. Is the zinb approach described above defensible? What other model comparisons should I do to help evaluate / shore up this approach? If the criticism is valid, what's the best alternative that addresses autocorrelation, zero-inflation and overdispersion? Any help is greatly appreciated! Mike * * 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/