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


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Does xtreg (or xtivreg) assume equally spaced time points?p
Date   Tue, 7 Aug 2012 18:00:15 +0100

This is the same kind of question as before. If you think that (relative) time is an influence, you should consider including it (e.g.) as a predictor, except then you would then need to think of the appropriate specification. But if there are no explicit or implicit assumptions about time in your model, there is nothing to correct.

On 7 Aug 2012, at 16:51, Lisa Marie Yarnell <lisayarnell@yahoo.com> wrote:

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?


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