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Re: st: how to us prais in a situation with comparison group
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: how to us prais in a situation with comparison group
Date
Wed, 2 May 2012 17:21:52 +0100
Naturally, if you have panel data, you need to specify that too.
Nick
On Wed, May 2, 2012 at 4:53 PM, Nick Cox <[email protected]> wrote:
> 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)
> <[email protected]> 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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