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Re: st: how to us prais in a situation with comparison group

From   Nick Cox <>
Subject   Re: st: how to us prais in a situation with comparison group
Date   Wed, 2 May 2012 16:53:15 +0100

No; "repeated time values in sample" refers only to the variable you
offer to -tsset-. If it occurs with ties, then it cannot be used to
-tsset- your dataset.


On Wed, May 2, 2012 at 4:44 PM, Li, Rui (CDC/ONDIEH/NCCDPHP)
<> wrote:
> I am doing a segmented linear regression, the model is
> Yt=β0 + β1*group + β2timet + β3*policy1t + β4 *policy2t + β5*time after policy2t + β6*group* timet + β7*group* policy1t  + β8*group* policy2t  + β9*group* time after policy2t  +  et
> I want to use prais to take into account of the autocorrelation, however, when I use tsset time, the program gave me error message "repeated time values in sample". It is because I have a comparison group and it has the same time variable as the treatment group. What should I do in this case? Also, if I use tsset time, should time still be a variable in the model or should it be left out of the model?

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