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st: RE: Does xtreg (or xtivreg) assume equally spaced time points?


From   Lisa Marie Yarnell <lisayarnell@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "M.E.Schaffer@hw.ac.uk" <M.E.Schaffer@hw.ac.uk>
Subject   st: RE: Does xtreg (or xtivreg) assume equally spaced time points?
Date   Tue, 7 Aug 2012 08:51:31 -0700 (PDT)

Hi Mark,

Thank you for your response.  Our data are in long format with four lines per person (one line for each time point).

I think we should add ", i(id)" at the end of our model. 

I think I forgot that.  Time points are nested within persons, so once we add the code above, it will have a time dimension.

However, the time points are not equally spaced.  How can we account for that in an xtivreg model?

Thanks for your help,
Lisa


----- Original Message -----
From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To: statalist@hsphsun2.harvard.edu
Cc: 
Sent: Tuesday, August 7, 2012 8:27 AM
Subject: st: RE: Does xtreg (or xtivreg) assume equally spaced time points?

Lisa,

The model you specify below,

> Our model is: xtivreg depper (bmi = momobes)

has no apparent time dimension, i.e., it seems to be a static model.  If
so, the spacing between consecutive periods is irrelevant and you don't
need to do anything.

HTH,
Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Lisa Marie Yarnell
> Sent: 07 August 2012 15:32
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Does xtreg (or xtivreg) assume equally spaced time
points?
> 
> Hi Statalisters,
> 
> Does xtreg (or really, what we are using, xtivreg--the extension of
xtreg that
> allows for an instrument) asusme equally-spaced time points in the
panel
> model?
> 
> We have four waves of data.
> Wave I and Wave II are 1.5 years apart.
> Wave II and Wave III are 5.5 years apart.
> Wave III and Wave IV are 6 years apart.
> 
> Is it wrong to put data from these time points into the xtivreg model?
Is
> there a way to adjust the model for unequally spaced time points?
> 
> Our model is: xtivreg depper (bmi = momobes)
> 
> How can we alter the model to account for the unequal spacing?
> 
> Thanks,
> Lisa
> 
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