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From |
Lisa Marie Yarnell <lisayarnell@yahoo.com> |

To |
David Greenberg <dg4@nyu.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Tue, 7 Aug 2012 14:15:01 -0700 (PDT) |

Thanks, everyone. I am going to read a bit about fixed and random effects models and try to determine which is best for this data. Thanks again, Lisa ----- Original Message ----- From: David Greenberg <dg4@nyu.edu> To: Lisa Marie Yarnell <lisayarnell@yahoo.com> Cc: Sent: Tuesday, August 7, 2012 2:03 PM Subject: Re: st: Does xtreg (or xtivreg) assume equally spaced time points? A random effects model is viable in the sense that you can run it, but in doing so, you are tacitly assuming that all the predictors in your model are uncorrelated with the error terms. If there are omitted variables contributing to those error terms, they could well produce such non-vanishing correlations. You can test for these non-vanishing correlations by conducting a Hausman test. The test will tell you whether to use an RE or FE model. Ignoring the results of that test in order to get an estimate for the effect of a time-invariant predictor is making a bargain with the devil. You get your estimate, but you will be getting an inconsistent estimate. What good is that? David Greenberg, SOciology Department, NYU On Tue, Aug 7, 2012 at 4:55 PM, Lisa Marie Yarnell <lisayarnell@yahoo.com> wrote: > 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 >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Does xtreg (or xtivreg) assume equally spaced time points?***From:*Lisa Marie Yarnell <lisayarnell@yahoo.com>

**References**:**st: IV with many fixed effects***From:*Francie Streich <francie.streich@gmail.com>

**st: RE: IV with many fixed effects***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

**Re: st: RE: IV with many fixed effects***From:*Francie Streich <francie.streich@gmail.com>

**st: Does xtreg (or xtivreg) assume equally spaced time points?***From:*Lisa Marie Yarnell <lisayarnell@yahoo.com>

**Re: st: Does xtreg (or xtivreg) assume equally spaced time points?***From:*David Greenberg <dg4@nyu.edu>

**Re: st: Does xtreg (or xtivreg) assume equally spaced time points?***From:*Lisa Marie Yarnell <lisayarnell@yahoo.com>

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