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


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: Does xtreg (or xtivreg) assume equally spaced time points?
Date   Tue, 7 Aug 2012 19:00:42 +0100

I think you are saying the same thing as Mark in different words, so
there is no reason to regard your positions as disagreeing. Otherwise
put, to bolster your claim of disagreement you have to show in what
sense the Stata commands you mention are paying regard to the time
variable and the answer is that they don't.

Whether your model is a good one for your data is a different question.

I don't think anyone can pull an alternative specification out of the
air for you because that requires a scientific or substantive
understanding of your data and project aims, which we don't have.

Nick

On Tue, Aug 7, 2012 at 6:34 PM, Lisa Marie Yarnell
<lisayarnell@yahoo.com> wrote:

> Thank you for your response.  I graciously disagree with your view.  I believe that the xtreg and xtivreg models DO have time dimensions because these are models for panel data, in which variables are measured multiple times, at multiple time points. The model is for panel data.
>
> I believe that we should add ", i(id)" at the end of our model.  Then time points will be nested in persons and the model will have a time dimension.
>
> My concern is that the time points are not equally spaced.

 From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

> Your data have a time dimension, but the model apparently doesn't:
>
>> > Our model is: xtivreg depper (bmi = momobes)
>
> So irregular spacing over time is a non-issue - there's nothing you need to do.  Just estimate as is.

"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

>> 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.

 Lisa Marie Yarnell

>> > 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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