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Nick
On Wed, May 2, 2012 at 7:51 PM, Li, Rui (CDC/ONDIEH/NCCDPHP) <[email protected]> wrote:
> 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: [email protected]
> [mailto:[email protected]] On Behalf Of Nick Cox
> Sent: Wednesday, May 02, 2012 11:53 AM
> To: [email protected]
> 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) <[email protected]> wrote:
>> I am doing a segmented linear regression, the model is
>>
>> Yt=â0 + â1*group + â2timet + â3*policy1t + â4 *policy2t + â5*time
>> after policy2t + â6*group* timet + â7*group* policy1t + â8*group*
>> policy2t + â9*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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