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Re: st: xtreg - continuous or discrete time


From   Ricardo Ovaldia <ovaldia@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtreg - continuous or discrete time
Date   Wed, 17 Aug 2011 01:20:48 -0700 (PDT)

Thank you Marteen. That helped a lot. I had also thought about the third option (main effect discrete and interactions continuous), but I was not sure if I was "require" to keep the parametrization the same for both terms.

You have been a great help!

Ricardo.
 
Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK


--- On Wed, 8/17/11, Maarten Buis <maartenlbuis@gmail.com> wrote:

> From: Maarten Buis <maartenlbuis@gmail.com>
> Subject: Re: st: xtreg - continuous or discrete time
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, August 17, 2011, 2:19 AM
> On Wed, Aug 17, 2011 at 2:49 AM,
> Ricardo Ovaldia wrote:
> > 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.
> <snip>
> > What I do know is which is the most appropriate
> > parametrization of time. Or how to decide.
> 
> The way to decide is to consider what it would mean when
> you enter
> time/age as a continuous variable. In that case you are
> stating that
> going from 5 to 10 years will have the same effect as going
> from 10 to
> 15 years, which will have the same effect as going from 15
> to 20
> years. Admittedly, these steps are the same in the sense
> that they are
> all 5 years apart, but if we think of a child growing up,
> than we
> would expect these steps to have wildly different
> implications for
> many aspects that we could be studying. Growing up is just
> not a
> linear process.
> 
> I don't know what you are studying, and even if I did I am
> probably
> not an expert on that issue, so I cannot give you concrete
> advise on
> what is right. However, I can make your live even harder by
> giving you
> a third option: You can enter the main effect of time/age
> as a
> discrete variable and enter the interactions as continuous
> variables:
> growing up may be wildly non-linear, but differences
> between groups
> may change (approximately) linear over time. Technically,
> you could
> also enter the main effect of time as linear and the
> interactions as
> discrete, but in my experience the interaction terms tend
> to be rather
> sensitive to misspecification of the main effect. So I use
> as a rule
> of thumb that the main effect can be more flexible (e.g.
> categorical,
> or spline, or polynomial) than the interaction effect but
> not the
> other way around. But that is just my rule of thumb.
> 
> Hope this helps,
> Maarten
> 
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> 
> http://www.maartenbuis.nl
> --------------------------
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