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From | Lucas <lucaselastic@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: xtmixed with autoregression--mostly equal time intervals, but a few unequal |
Date | Tue, 16 Jul 2013 16:47:31 -0700 |
Dear Jordan, I've never done this, but perhaps the cov(pattern) subcommand of mixed (stata 13) would get you what you want. Sam On Tue, Jul 16, 2013 at 4:42 PM, Jordan Silberman <silberman.stata@gmail.com> wrote: > I'm using xtmixed to estimate a longitudinal model. Each subject was > measured on 16 occasions, so we have 15 intervals between time points. > Twelve of the 15 intervals between time points are all equal in > duration (each time interval is 1 day). The other 3 are not equal > (each of these time intervals is about 4 days). I want to estimate > this model with autoregressive residuals (including autoregressive > residuals significantly improves the model fit). But my understanding > is that this is not "kosher" with unequally spaced time points. Is > there a way to model autoregressive residuals in xtmixed, but not for > all time points? Or are there other ways to address this problem? Any > advice would be greatly appreciated. Thanks, Jordan > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/