File racd7.1st July 1998 This file describes all data and programs for chapter 7 of A.C. Cameron and P.K. Trivedi (1998) REGRESSION ANALYSIS OF COUNT DATA Econometric Society Monograph No.30, Cambridge University Press. --------- Complete lists of chapter 7 files --------- racd7.1st Description of chapter 7 data and programs racd7.asc Formatted (and also space delimited) ascii data set. racd7p1.lim Limdep program that does all chapter 7 analysis racd7p1.out Output from Limdep program racd7p1.lim racd7.dat Gauss data set with exactly same data as racd7.asc racd7.dht Gauss data set names racd7p2.gau Gauss program for Poisson PMLE on Table 7.2 p.232. racd7p2.out Output from Gauss program racd7p2.gau --------- Summary of chapter 7 data --------- File racd7.asc has 108 observations from 1968(1) to 1976(12) and 4 variables. Variables are: STRIKES,ACTIVITY,CONSTANT Each observation takes one line (20 columns) and is formatted as: F5.0,F10.5,2F5.0 --------- Details on chapter 7 data, including variable definitions --------- The data is the same data as originally used in J. Kennan, "The Duration of Contract strikes in U.S. Manufacturing", Journal of Econometrics, 1985, Vol. 28, pp.5-28. The data is monthly U.S. data from 1968(1) to 1976(12) 1. OUTPUT is level of economic activity (measured as cyclical departure of aggregate production from its trend level) 2. STRIKES is number of strikes (number of contract strikes in U.S. manufacturing beginning each month) 3. TIME is a time trend from 1 to 108 4. CONSTANT is unity The data are from Kennan (1985, Table 1). For five observations where STRIKES = 0 the data on OUTPURT are not given. These data were interpolated by averaging adjacent observations, giving OUTPUT = .06356, -.07430, .04591, -.4998, and -.06035 in months 1969(12), 1970(12), 1972(11), 1974(12) and 1975(9) The data are also used in A. Colin Cameron and Pravin K. Trivedi "Regression Based Tests for Overdispersion in the Poisson Model" Journal of Econometrics, December 1990, Vol.46, pp.347-364 --------- Descriptive statistics for the data set racd7.asc --------- ***** Descriptive Statistics for RACD chapter 7 data set. Descriptive Statistics Variable Mean Std. Dev. Skew. Kurt. Minimum Maximum Cases ÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄÄ STRIKES 5.2407 3.7513 0.9 3.6 0.0000 18.0000 108 OUTPUT -0.0037 0.0546 -0.4 2.5 -0.1400 0.0855 108 TIME 54.5000 31.3209 0.0 1.8 1.0000 108.0000 108 CONSTANT 1.0000 0.0000 0.0 0.0 1.0000 1.0000 108