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

Andrew Q. Philips ()
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Andrew Q. Philips: University of Colorado Boulder

Stata Journal, 2020, vol. 20, issue 4, 916-930

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.

Keywords: mkduration; binary cross-sectional time series; event history; duration (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1177/1536867X20976322

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