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st: xtgee: time series analysis?


From   [email protected]
To   [email protected]
Subject   st: xtgee: time series analysis?
Date   Wed, 11 Dec 2002 15:44:50 -0500

I have stress measures (continuous measures between 0 and 10 scales) and would like to see if the stress measures show any relationships with time, air temperature, activity, dehydration, and possibly interactions between these variables.  Fifteen subjects, who involved in consistent working, were simultaneously measured (all variables mentioned above) every 5 minute for 2 hours in the morning, then 2 hours intermission, then 5 minute for 2 hours in the afternoon. Missing values existed due to long-hour fieldwork. The dehydration variable was ordinal (0 – 4) and the rest of explanatory variables (weather, activity) are continuous.  The original data look like this: 

Time  subject    temp  activity  stress dehydration
0   27  17.513  6022    3.60    0
0   13  17.513  4224    3.31    0
0   23  17.513  5941    3.86    0
0   7   17.513  6501    3.44    0
0   11  17.513  6031    2.40    0
5   1   17.513  7249    4.26    0
5   21  17.513  8871    0.16    0
5   7   17.513  7141    2.79    0
5   13  17.513  4621    2.25    0
5   12  17.513  9642    3.48    0
10  10  17.513  6389    4.19    0
10  7   17.513  5363    3.70    0
(continues..)

I thought generalize estimating equation (xtgee) might be useful [like “xtgee: stress temperature activity dehydration (and interaction terms) i(subject) t(time)”], although I have never used this analysis before and am not sure if this idea is on the right track.  Is it appropriate to use this analysis under the condition of time break (2 hours) in the experiment?  In addition, exchangeable correlation matrix is appropriate to use in this case?  Finally, should I create categorical variables in activity and temperature (e.g. high, medium, low) to simplify interactions?  
.

Thank you

Miyo


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