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Re: st: time in xtmixed


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: time in xtmixed
Date   Tue, 26 Mar 2013 10:41:22 +0000

You think that a good idea when Megan has three time points? I've seen
nothing to indicate stationarity, but the number of time points is a
challenge here.

Nick

On Tue, Mar 26, 2013 at 10:32 AM, Chao Wang <[email protected]> wrote:
> I think you can also try modelling the temporal effects as an autoregressive (AR) or moving average (MA) process, e.g., xtmixed depvar indepvar ||ptid:, residuals(ar1, t(time)).
>
> Chao Wang
>
>
> Date: Mon, 25 Mar 2013 17:06:56 +1000
> From: megan rossi <[email protected]>
> Subject: st: time in xtmixed
>
> Hi Stata Guru's,
> Can anyone advise me on whether I need to include time variable as a categorical variable (ie. have a prefix i.) in xtmixed or can it be treated as a continous variable even though the data was collected at only three time points (evenly spaced). My research question: is depvar associated with indepvar independent of time ie. is syntax a or b most appropriate:
> a) xtmixed depvar indepvar time||ptid:time,cov(uns)
> or
> b) xtmixed depvar indepvar i.time||ptid:time,cov(uns)
> I noticed that the stata youtube video on this doesn't include i. however it was from 9 time points, not 3.

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