Dear Statalist,
I am using four years of a panel data set (waves 11-14). I am trying to capture change in my focal independent variable (job status) between the first two years (waves 11-12), while holding that change constant over the following years to observe the lasting effect that change has on my dependent variable (satisfaction). Also, I only want to keep observations that maintain the same category of job status following wave 12. Basically, I want to observe respondents that may, or may not have changed job status between the first two years, but do not experience change in job status over the years thereafter.
I have set my data set tas time series:
tsset pid wave
tsspell, cond(wave> 10 & wave < 15)
by pid: egen maxrun = max(_seq)
gen wave11_14 = maxrun if maxrun==4
tab maxrun
keep if wave11_14==4
I cannot figure out if my issue would best be resolved through coding (i.e. generating a variable for change in job status) or through Time Series tools (i.e. using some sort of tsspell specification)?
I intend to use a fixed effects regression, which was favored over a random effects model, per the results of a Hausman test. However, I'm not sure if using another model, or lag variable, would be more appropriate to solve my issue?
I am new to the stata forum, so I hope this an appropriate question to ask here. Furthermore, I hope I've made my question clear. Please let me know if I should provide additional information.
Thank you in advance for any assistance or insight you can provide!
Best,
Wyatt
I am using four years of a panel data set (waves 11-14). I am trying to capture change in my focal independent variable (job status) between the first two years (waves 11-12), while holding that change constant over the following years to observe the lasting effect that change has on my dependent variable (satisfaction). Also, I only want to keep observations that maintain the same category of job status following wave 12. Basically, I want to observe respondents that may, or may not have changed job status between the first two years, but do not experience change in job status over the years thereafter.
I have set my data set tas time series:
tsset pid wave
tsspell, cond(wave> 10 & wave < 15)
by pid: egen maxrun = max(_seq)
gen wave11_14 = maxrun if maxrun==4
tab maxrun
keep if wave11_14==4
I cannot figure out if my issue would best be resolved through coding (i.e. generating a variable for change in job status) or through Time Series tools (i.e. using some sort of tsspell specification)?
I intend to use a fixed effects regression, which was favored over a random effects model, per the results of a Hausman test. However, I'm not sure if using another model, or lag variable, would be more appropriate to solve my issue?
I am new to the stata forum, so I hope this an appropriate question to ask here. Furthermore, I hope I've made my question clear. Please let me know if I should provide additional information.
Thank you in advance for any assistance or insight you can provide!
Best,
Wyatt
Comment