I normally use xtmixed in Stata to test hierarchical linear models (e.g. performance of students nested in schools).

Now it's the first time I need to test a longitudinal model where I have 3 waves of repeated measures. My measured variables refer to students' characteristics (i.e. sex, performance in each wave, hours of study in each wave, etc..) . I'd like to build a model where the first level is repeated time measures and the second level is each student. I have two problems:

  • Not every students participated to all the three waves;
  • The three waves are not equally spaced in time (i.e second one is 1 year after the first one and the third one is 6 months after the second one).

I would need your help to know if:

  • having not equally spaced waves is a problem? Do I need to specify it in some way in Stata?
  • how do I handle missing data? Can I just put 2 observations for one student (who missed the second wave) and 3 for another (who did not miss any wave)?

  • Can I build a model like this? xtmixed performance sex studyhours || StudentID:, var ml Or do I need to include a variable taking into account the time?

Actually, I don't really care about the influence of time. My research question is about sex and study hours influencing performance. But I saw many cases where researchers include interactions with a variable specifying time.

  • $\begingroup$ Did you ask at Statalist.org? It may be a better forum for this kind of question. If you do ask there, go back to edit your question and provide the link to that discussion. $\endgroup$ – StasK Jan 27 '15 at 14:10
  • $\begingroup$ Tanks @StasK. I also asked there as for your suggestion: link. I hope to get an answer there. For conceptual answers I usually trust Cross Validated and I love it. $\endgroup$ – Forinstance Jan 27 '15 at 17:31
  • $\begingroup$ It seems that this question is relevant to all mixed models, not just for Stata $\endgroup$ – Jeremy Miles Jan 27 '15 at 18:23

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