An easy way to create duration variables in binary cross-sectional time-series data. (December 2020)

• Record Type: Journal Article
• Authors: Philips, Andrew Q.
• Is Part Of: Stata journal. Volume 20:Number 4(2020)
• Page Start: 916
• Page End: 930
• Publication Date: 2020-12
• Subjects: st0621 -- mkduration -- binary cross-sectional time series -- event history -- duration; Statistics -- Periodicals; Statistics -- Computer programs -- Periodicals; 001.422
• DOI: 10.1177/1536867X20976322
• Languages: English
• ISSNs: 1536-867X

Abstract

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.