An easy way to create duration variables in binary cross-sectional time-series data

• Autores: Andrew Q. Philips
• Localización: The Stata journal, ISSN 1536-867X, Vol. 20, Nº. 4, 2020, págs. 916-930
• Idioma: inglés
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• Resumen

  • In cross-sectional time-series data with a dichotomous dependent variable, failing to account for duration dependence when it exists can lead to faulty inferences. A common solution is to include duration dummies, polynomials, or splines to proxy for duration dependence. Because creating these is not easy for the common practitioner, I introduce a new command, mkduration, that is a straightforward way to generate a duration variable for binary cross-sectional time-series data in Stata. mkduration can handle various forms of missing data and allows the duration variable to easily be turned into common parametric and nonparametric approximations.