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Re: st: conception confusion - "fixed effects" and time effect on data with time factor


From   House Wang <jwanghouse@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: conception confusion - "fixed effects" and time effect on data with time factor
Date   Fri, 21 Oct 2011 11:58:13 -0500

Sorry for the confusion.
When you said "Time can have an effect on your outcome in
the sense of aging or decay or it can be a proxy for everything that
happened in a given year that in turn may have influenced your outcome
variable." I think the time effect can be both. If so, should I have
two separate models: one is for the sense of aging, the other is for a
proxy for everything?
May I put them together? What I did is like this: xttobit y1 x1 x2 x3
year, i(year) ll(0)  ul(1).
I write this model to see 1) random effects for year and  2) trend
effect for year.
The model works. The results show that there are no random effects for
year, but some small but significant trend effects for the variable
year. My interpretation about random effects is that there is no
effect due to year as a proxy for everything that are confounding
variable. If this is correct, I will not add year as a categorical
variable. And I will go back to normal tobit model  and add year as a
trend variable.
But I am still not sure whether this model make sense.
Thanks.

JWang




On Fri, Oct 21, 2011 at 2:38 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Thu, Oct 20, 2011 at 10:50 PM, House Wang wrote:
>> Yes, I think the the variable I am by proxy controlling for is in fact
>> intervening dependent variables.
>
> In that case you should definatively _not_ control for year.
>
>> I have a related question. Is it O.K. that I directly add year as a
>> variable in the model, instead of i.year?
>
> It is legal stata syntax, but whether it makes sense depends on the
> substantive background. Adding year means you estimate a linear trend,
> while adding i.year means you add a dummy/indicator-variable for every
> year. Only you can decide which one makes sense.
>
> 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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