panel data with irregular spacing

dshills — Fri, 12 Feb 2016 15:41:40 GMT

I have am using survey data where the population is surveyed once every three years (either in the 2nd or 4th qtr of the year). So for instance for data in 2005, the individuals could have been surveyed once during any of the periods 2002Q4-2005Q2. Then again in 2008, the individuals could have been surveyed once during any of the periods 2005Q4-2008Q2. So the spacing between any two observations varies from individual to individual. What set of models should I be looking at to analyze this data?

Thanks

Re: panel data with irregular spacing

SteveDenham — Mon, 15 Feb 2016 19:56:58 GMT

You may be able to analyze these data using a mixed model approach. GLIMMIX offers more flexibility in this, where you could model the correlation between the multiple response variables using a G side matrix, and the correlation over time using an R side matrix, with a type appropriate for uneven spacing of the data. Can't guarantee anything though--it may be difficult to obtain convergence.

Steve Denham

topic Re: panel data with irregular spacing in Statistical Procedures

panel data with irregular spacing

Re: panel data with irregular spacing