st: RE: RE: Does xtreg (or xtivreg) assume equally spaced time points?

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Lisa,

> -----Original Message-----
> From: Lisa Marie Yarnell [mailto:lisayarnell@yahoo.com]
> Sent: 07 August 2012 16:52
> To: statalist@hsphsun2.harvard.edu; Schaffer, Mark E
> Subject: st: RE: Does xtreg (or xtivreg) assume equally spaced time points?
> 
> Hi Mark,
> 
> Thank you for your response.  Our data are in long format with four lines per
> person (one line for each time point).
> 
> I think we should add ", i(id)" at the end of our model.
> 
> I think I forgot that.  Time points are nested within persons, so once we add
> the code above, it will have a time dimension.
> 
> However, the time points are not equally spaced.  How can we account for
> that in an xtivreg model?

Your data have a time dimension, but the model apparently doesn't:

> > Our model is: xtivreg depper (bmi = momobes)

So irregular spacing over time is a non-issue - there's nothing you need to do.  Just estimate as is.

--Mark

> 
> Thanks for your help,
> Lisa
> 
> 
> ----- Original Message -----
> From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
> To: statalist@hsphsun2.harvard.edu
> Cc:
> Sent: Tuesday, August 7, 2012 8:27 AM
> Subject: st: RE: Does xtreg (or xtivreg) assume equally spaced time points?
> 
> Lisa,
> 
> The model you specify below,
> 
> > Our model is: xtivreg depper (bmi = momobes)
> 
> has no apparent time dimension, i.e., it seems to be a static model.  If so, the
> spacing between consecutive periods is irrelevant and you don't need to do
> anything.
> 
> HTH,
> Mark
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> > statalist@hsphsun2.harvard.edu] On Behalf Of Lisa Marie Yarnell
> > Sent: 07 August 2012 15:32
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Does xtreg (or xtivreg) assume equally spaced time
> points?
> >
> > 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
> >
> > *
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> 
> 
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-- 
Heriot-Watt University is the Sunday Times
Scottish University of the Year 2011-2012

We invite research leaders and ambitious early career researchers to 
join us in leading and driving research in key inter-disciplinary themes. 
Please see www.hw.ac.uk/researchleaders for further information and how
to apply.

Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
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