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

["Li, Rui (CDC/ONDIEH/NCCDPHP)" <eok8@cdc.gov>]

Nick,

Thanks! 

Since I have both intervention and comparison group, I have two groups of time series data in the same dataset. Based on your response, I cannot use tsset. But when I use prais with corc option, I got error message " time variable not set, use -tsset varname ...-". How can I use prais in this situation?

Many thanks!

Rui


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Wednesday, May 02, 2012 11:53 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: how to us prais in a situation with comparison group

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.

Nick

On Wed, May 2, 2012 at 4:44 PM, Li, Rui (CDC/ONDIEH/NCCDPHP) <eok8@cdc.gov> 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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