Re: st: xtmixed with autoregression--mostly equal time intervals, but a few unequal

[Jordan Silberman <silberman.stata@gmail.com>]

Thanks Sam.

On Tue, Jul 16, 2013 at 7:47 PM, Lucas <lucaselastic@gmail.com> wrote:
> 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
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