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From |
José Maria Pacheco de Souza <jmpsouza@usp.br> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xtreg - continuous or discrete time |

Date |
Tue, 16 Aug 2011 18:10:09 -0300 |

Em 16/08/2011 15:45, Ricardo Ovaldia escreveu:

I have a longitudinal data on children measured at ages 5, 10, 15 and 20. They were all measured within two weeks of their birthday. When using -xtreg-, I get very different results depending of whether I use time as a continuous or categorical variable. I am tempted to use time as continuous, but I am not sure which to use. Any suggestions will be appreciated. Below is my output from the two models. I am interested in the group differences: Than you, Ricardo Ricardo Ovaldia, MS Statistician Oklahoma City, OK xtreg instad group##time ses Random-effects GLS regression Number of obs = 1413 Group variable: id Number of groups = 360 R-sq: within = 0.1989 Obs per group: min = 1 between = 0.0435 avg = 3.9 overall = 0.1426 max = 4 Wald chi2(12) = 275.48 corr(u_i, X) = 0 (assumed) Prob> chi2 = 0.0000 ------------------------------------------------------------------------------ instad | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- group | 2 | -.3593535 .8898889 -0.40 0.686 -2.103504 1.384797 3 | -1.664428 .8971943 -1.86 0.064 -3.422897 .0940402 | time | 10 | 5.120189 .786916 6.51 0.000 3.577862 6.662516 15 | 6.054063 .7869046 7.69 0.000 4.511758 7.596368 20 | .6104585 .7870224 0.78 0.438 -.932077 2.152994 | group#time | 2 10 | -1.245678 1.122178 -1.11 0.267 -3.445106 .9537501 2 15 | -1.581695 1.126637 -1.40 0.160 -3.789864 .6264734 2 20 | -2.830481 1.12774 -2.51 0.012 -5.04081 -.6201511 3 10 | -.3909519 1.135047 -0.34 0.731 -2.615604 1.8337 3 15 | -.7709906 1.134923 -0.68 0.497 -2.995398 1.453417 3 20 | -.5713752 1.135312 -0.50 0.615 -2.796547 1.653796 | ses | -.0209192 .0203155 -1.03 0.303 -.0607368 .0188984 _cons | 104.1393 1.187133 87.72 0.000 101.8125 106.466 -------------+---------------------------------------------------------------- sigma_u | 3.1002125 sigma_e | 6.1590537 rho | .20215091 (fraction of variance due to u_i) ------------------------------------------------------------------------------ . xtreg instad group##c.time ses Random-effects GLS regression Number of obs = 1413 Group variable: id Number of groups = 360 R-sq: within = 0.0049 Obs per group: min = 1 between = 0.0414 avg = 3.9 overall = 0.0193 max = 4 Wald chi2(6) = 21.62 corr(u_i, X) = 0 (assumed) Prob> chi2 = 0.0014 ------------------------------------------------------------------------------ instad | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- group | 2 | .4061883 1.137796 0.36 0.721 -1.823851 2.636228 3 | -1.590677 1.146674 -1.39 0.165 -3.838116 .656763 | time | .0580776 .0553659 1.05 0.294 -.0504374 .1665927 | group#c.time | 2 | -.1741696 .079296 -2.20 0.028 -.329587 -.0187523 3 | -.0427001 .079865 -0.53 0.593 -.1992325 .1138324 | ses | -.0261362 .0206384 -1.27 0.205 -.0665867 .0143142 _cons | 106.608 1.288649 82.73 0.000 104.0823 109.1337 -------------+---------------------------------------------------------------- sigma_u | 2.6938033 sigma_e | 6.8485734 rho | .1339852 (fraction of variance due to u_i) ------------------------------------------------------------------------------ Ricardo Ovaldia, MS Statistician Oklahoma City, OK * * 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/

Dear Ricardo:

FRegards, josé maria -- Jose Maria Pacheco de Souza Professor Titular (aposentado), Colaborador Senior Departamento de Epidemiologia/Faculdade de Saude Publica, USP Av. Dr. Arnaldo, 715 01246-904 - S. Paulo/SP - Brasil fones (11)3061-7747; (11)3768-8612 www.fsp.usp.br/~jmpsouza * * 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/

**Follow-Ups**:**Re: st: xtreg - continuous or discrete time***From:*Ricardo Ovaldia <ovaldia@yahoo.com>

**References**:**Re: st: xtreg - continuous or discrete time***From:*Ricardo Ovaldia <ovaldia@yahoo.com>

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