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


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu, lisayarnell@yahoo.com
Subject   Re: st: Does xtreg (or xtivreg) assume equally spaced time points?
Date   Tue, 7 Aug 2012 15:19:29 -0400

In a purely static model, which assumes that all causal effects are
contemporaneous, not lagged, the waves need not be evenly spaced. If
you start putting in lagged effects, they would be. It is not
mathematically necessary to put in fixed effects for the waves, but it
is often a good idea, in order to take into account temporal variation
that effects all of your units of analysis in the same way. You can
try putting them in; creating them and adding them your model is easy
enough. If, collectively, they do not make a significant difference,
then you can legitimately drop them. David Greenberg, Sociology
Department, New York University

On Tue, Aug 7, 2012 at 10:31 AM, Lisa Marie Yarnell
<lisayarnell@yahoo.com> wrote:
> 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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