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

[Lisa Marie Yarnell <lisayarnell@yahoo.com>]

Hi Mark,

Thank you for your response.  I graciously disagree with your view.  I believe that the xtreg and xtivreg models DO have time dimensions because these are models for panel data, in which variables are measured multiple times, at multiple time points. The model is for panel data.

I believe that we should add ", i(id)" at the end of our model.  Then time points will be nested in persons and the model will have a time dimension.

My concern is that the time points are not equally spaced.

Lisa


----- Original Message -----
From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To: statalist@hsphsun2.harvard.edu 
Sent: Tuesday, August 7, 2012 9:49 AM
Subject: st: RE: RE: Does xtreg (or xtivreg) assume equally spaced time points?

Lisa,

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

> ----- 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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