Hi All:
I want to investigate the causality relationship between work and health. My model is like this:
health (i=work(it-1)+xb+e (1)
work(it)=work(it-1)+xb+u (2)
Health is continuous variable, work is categorical variable. It is a typical cross-lagged panel model. I know -xtdpdml-, -xtabond- and -cmp- can help me with this model. But I don't know which is more suitable.
If use -xtabond-, then I will use one lagged or twice lagged work value with first difference (FD) method, at the cost of losing two waves due to the lagged values.
If use-xtdpdml-, with fixed effect, it seems lagged work variable is still related with error term as lagged work is related with average error.
If use-cmp-, it seems fixed effect or first difference is not allowed. I am not sure whether Mundlak random effect is possible in -cmp-.
I would appreciate if you can give some suggestions on this.
Thank you,
Connie
Related Posts with -xtdpdml-, -xtabond- or -cmp-?
Is iweight command suitable for analyses on oversampled populations?Hello, I was hoping you may be able to advise on this I am running analyses on a simple exposure ou…
Mediation analysis with -gsem-Dear all, I am doing a mediation analysis with -gsem- in Stata 15. The sem model includes models tha…
Plotting only a part of a map (such as a plotregion, or defined by x-y) using -spmap- or the graph editorHello everyone. This time I am involved in producing maps through spmap. I've had no major problems…
Country-Specific time trends in a fixed effects modelDear all, I am running a two-way fixed effects regression: Code: xtreg rate fertility unemp yout…
Interpreting P values in Sqreg versus QregHello, I am trying to understand how to interpret the p values I get after using sqreg versus qreg.…
Subscribe to:
Post Comments (Atom)
0 Response to -xtdpdml-, -xtabond- or -cmp-?
Post a Comment