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st: xtmixed with autoregression--mostly equal time intervals, but a few unequal
From
Jordan Silberman <[email protected]>
To
[email protected]
Subject
st: xtmixed with autoregression--mostly equal time intervals, but a few unequal
Date
Tue, 16 Jul 2013 19:42:28 -0400
I'm using xtmixed to estimate a longitudinal model. Each subject was
measured on 16 occasions, so we have 15 intervals between time points.
Twelve of the 15 intervals between time points are all equal in
duration (each time interval is 1 day). The other 3 are not equal
(each of these time intervals is about 4 days). I want to estimate
this model with autoregressive residuals (including autoregressive
residuals significantly improves the model fit). But my understanding
is that this is not "kosher" with unequally spaced time points. Is
there a way to model autoregressive residuals in xtmixed, but not for
all time points? Or are there other ways to address this problem? Any
advice would be greatly appreciated. Thanks, Jordan
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