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Panel Data Econometrics
Multilevel Data/Complex Sample
posted on Thursday, March 02, 2006 - 4:00 pm
Following is the situation we have to handle ... could you tell me please whether can we estimate the model with MPlus 4 (my version is Base + Mixture)
1. We have 386 observations (Y= continuous dependent variable, X1= time dependent covariates, X2=constant covariates) over 22 Time periods.
2. For Some observations the dependent variable (Y) is interval censored.
3. The Panel is "unbalanced" in a sense that for some of the observations the relevant time period is less than 22
4. We want to estimate "fixed effect" and "random effect" both
Thanks and regards
PS: Thanks to the MPlus team for coming up with the version 4.0. Wish all of them the best in their research pursuit.
posted on Thursday, March 02, 2006 - 9:02 pm
That looks quite doable, except I don't know what interval censored y implies.
posted on Friday, March 03, 2006 - 12:55 pm
Thank you Professor ... this is what I have meant by censoring
Y's in our model represent repayment by a firm (i) ... we have data recorded from 1980 (t=0) to 2002 (t = 22)
1. There are some firms for whom who have repayment information made at t= 0 as well as t=22 ... doubly censored.... (we do not know when did they start and when could they finish)
2. Some firms are on repayment at t=0 and end their repayment at say t=15 ...left censored...(we do not know when did they start but know when did they end)
3. Some firms start their repayment at say t=10 and still keep repaying at t=22 ... right censored ...(we know when did they start but do not know when could they finish)
posted on Saturday, March 04, 2006 - 4:30 pm
Does this relate to discrete-time survival modeling? See the Muthen-Masyn (2005) JEBS paper on our web site (Recent Papers).
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