Thanks for the suggestion. Is such a model appropriate for count data? The library you reference seems to just be form standard regressions (ie those with continuous dependent variables).
Thanks, Brett On 7/16/05, Spencer Graves <[EMAIL PROTECTED]> wrote: > Have you considered "lme" in library(nlme)? If you want to go this > route, I recommend Pinheiro and Bates (2000) Mixed-Effect Models in S > and S-Plus (Springer). > > spencer graves > > Brett Gordon wrote: > > > Hello, > > > > I'm trying to model the entry of certain firms into a larger number of > > distinct markets over time. I have a short time series, but a large > > cross section (small T, big N). > > > > I have both time varying and non-time varying variables. Additionally, > > since I'm modeling entry of firms, it seems like the number of > > existing firms in the market at time t should depend on the number of > > firms at (t-1), so I would like to include the lagged cumulative count. > > > > My basic question is whether it is appropriate (in a statistical > > sense) to include both the time varying variables and the lagged > > cumulative count variable. The lagged count aside, I know there are > > standard extensions to count models to handle time series. However, > > I'm not sure if anything changes when lagged values of the cumulative > > dependent variable are added (i.e. are the regular standard errors > > correct, are estimates consistent, etc....). > > > > Can I still use one of the time series count models while including > > this lagged cumulative value? > > > > I would greatly appreciate it if anyone can direct me to relevant > > material on this. As a note, I have already looked at Cameron and > > Trivedi's book. > > > > Many thanks, > > > > Brett > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! > > http://www.R-project.org/posting-guide.html > > -- > Spencer Graves, PhD > Senior Development Engineer > PDF Solutions, Inc. > 333 West San Carlos Street Suite 700 > San Jose, CA 95110, USA > > [EMAIL PROTECTED] > www.pdf.com <http://www.pdf.com> > Tel: 408-938-4420 > Fax: 408-280-7915 > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
