Back to the Future: Modeling Time Dependence in Binary Data

Since Beck, Katz, and Tucker (1998), the standard method for modeling time dependence in binary data has been to incorporate time dummies or splined time in logistic regressions. Although we agree with the need for modeling time dependence, we demonstrate that time dummies can induce estimation problems due to separation. Splines do not suffer from these problems. However, the complexity of splines has led substantive researchers (1) to use knot values that may be inappropriate for their data and (2) to ignore any substantive discussion concerning temporal dependence. We propose a relatively simple alternative: including t, t 2 , and t 3 in the regression. This cubic polynomial approximation is trivial to…

• NS
  National Science Foundation

  Awards: 0413381, 0213771