Time series regression ; ordinal scale dependent variable

[olivia schuter]

Dear all,

I read about the time series operators and options in the STATA manuel.

They do say, that OLS can be applied to a time-series structure.

They dont say anything about ologit or logistic regression in a time-series structured dataset. Does anyone know whether it is possible? I would like to know it for a binary and an ordinal scaled dependent variable...
Thank you.

[Phil Bromiley]

You'll increase your changes of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

You certainly can estimate logit, ordinal logit and OLS with time series data, but you run into possible problems of serial correlation. I'm not sure whether robust standard errors handle the problem in ordinal logit.

[Richard Williams]

Do you mean time series or cross-sectional time series? There are things like xtologit. I am not aware of something like tsologit.