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Re: st: 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>, "dg4@nyu.edu" <dg4@nyu.edu>, "M.E.Schaffer@hw.ac.uk" <M.E.Schaffer@hw.ac.uk>
Subject   Re: st: Does xtreg (or xtivreg) assume equally spaced time points?
Date   Tue, 7 Aug 2012 13:55:21 -0700 (PDT)

Thank you all so much--I believe that I have gained some clarity

I suppose that my last question is whether I can specify the model as a Random Effects rather then Fixed Effects panel model, perhaps with the dummies and perhaps without, i.e., 

xtivreg depper wave2 wave3 wave4 (bmi = momobes), i(id) re

I don't want to specify it as FE because I don't want to assume that all tme-invariant characteristics are differenced out, which I know is an aspect of the fixed effects model. So would the RE take into account that the DV "depper" and the BMI predictor are measured multiple times per person across the four waves in panel form?  So time points are nested within persons.  Here, Wave I would be the omitted category for the wave dummies.  And it would not matter that the time points are unequally spaced?

Is this a viable model and understanding?

Many thanks,
Lisa


----- Original Message -----
From: David Greenberg <dg4@nyu.edu>
To: statalist@hsphsun2.harvard.edu; lisayarnell@yahoo.com
Cc: 
Sent: Tuesday, August 7, 2012 12:19 PM
Subject: Re: st: Does xtreg (or xtivreg) assume equally spaced time points?

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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