Longitudinal Data Analysis in Stata
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Transcript of Longitudinal Data Analysis in Stata
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Longitudinal Data
Analysis in Stata
William JohnstonMarch 5, 2013
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Accessing Workshop Materials
Go to:
isites.harvard.edu/research_technologies
– Click on Workshops tab (on the left) and then the Longitudinal Analysis with Stata folder (near the bottom)
– Save all of the files to the desktop (right click and ‘Save Link As’)
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Agenda• Pre-Estimation Data Setup
• xtmixed Estimation
• xtmelogit Estimation & Post-Estimation
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Data Preparation for xt___ Commands
• Data needs to be in long format• The append command adds the new
data file to the bottom, rather than the right, of your current dataset.
• Prior to appending, make sure time-varying variables are in this format:• var1 (in the first wave) • var2 (in the second wave) • var3 (in the third wave), etc.
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Data Preparation, cont’d• Please refer to the syntax and Powerpoint slides from my Data Management workshop for more info• Merging to make a wide data file.• Reshaping data from wide to long or
vise-versa. • Looping commands over multiple
variables• Many other tips and tricks
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Is Missing Data an Issue? • Chances are, you have missing data.
• The bad news:• You can’t ignore it, entirely.• If it’s non-random it can lead to
bias. • There is no one right way to
handle this issue. • The good news
• mi estimate works with most xt commands
• The multilevel model for change can accommodate missingness.
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Estimation with xtmixedAnatomy of an xt command:
xtmixed y x || id: z, cov(un) variance mle
outcome
predictorDivider
between fixed and random portions
Cluster variable (random
intercepts)
Variable across which
random slopes are estimated
Allow covariances to be estimated
Display variance
rather than variation
Maximum likelihood estimation (default)
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An example of xtmixed• Chapter 4 from ALDA / Stice et al. (1997)
• Outcome: alcuse• Predictors: age, coa, peer
• Model A: unconditional means (p. 92)• xtmixed alcuse || id: , variance mle
• Model B: unconditional growth model (p. 99)• xtmixed alcuse age_14|| id: age_14 , cov(un) variance mle
• Model F: final conditional model with centered predictors cpeer and ccoa (p. 114)
• xtmixed alcuse ccoa cpeer age_14 c.cpeer#c.age_14 || id: age_14, cov(un) variance mle
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Interpreting Results
To the handout!!!
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An example of xtmelogitThe data -- toenails!!!!
• This is the example from chapter 10 of Rabe-Hesketh & Skrondal (2012). Multilevel and Longitudinal Data Analysis Using Stata v. 2
• outcome: outcome (onycholysis--separation of nail plate from nail bed)
• treatment: treatment (0: itraconazole; 1: terbinafine)
• visit: visit number (1, 2, 3, .... 7)• month: exact timing of visit in months
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xtmelogit, continued• xtdescribe what are the missing data patterns? • MLE allows for all data to be used...no
list-wise deletion! (MAR is assumed)• What is the nature of the outcome, across
the treatment groups? • See .do file
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xtmelogit, continued• We want to relax the assumption of conditional
independence among the outcome responses for each person• We want a patient-specific random intercept
gen trt_month = treatment*month
xtmelogit outcome treatment month trt_month || patient: ,
• The or option provides odds ratios rather than log odds
xtmelogit outcome treatment month trt_month || patient: , or
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xtmelogit: Post-Estimation
• How do the two groups compare, over time? margins treatment, at(month=(1(2)18)) predict(mu fixedonly) vsquish
marginsplot
• Is there a difference between the two groups after 10 months?
lincom 1.treatment + trt_month*10, orlincom 0.treatment + trt_month*10, or
(lincom 1.treatment + trt_month*10) – (lincom 1.treatment + trt_month*10), or
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An example of xtmepoisson
The data - Breslow & Clayton (1993)
use http://www.stata-press.com/data/r12/epilepsy
• subject (n=59)• seizures: number of seizures• treat: 1=medication 0=placebo• visit: doctor visit • lage: log of age• lbas: log(.25*baseline seizures)• lbas_trt: lbas x treatment• v4: 4th visit indicator
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xtmepoisson, continuedModel 1: Random intercepts, fixed effects for 4th
visit
xtmepoisson seizures treat lbas lbas_trt lage v4 || subject:
Model 2: Remove fixed effect of v4, add random slopes for each visit
xtmepoisson seizures treat lbas lbas_trt lage visit || subject: visit, cov(unstructured) intpoints(9)
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xtmepoisson, continuedOther display possibilities
• variance option will display variances instead of variation
• irr option will display incidence-rate ratios
Interpretation of Model 1:• Significant drop in number of seizures at
the fourth visit• Treatment group has fewer seizures than
placebo group