version 12.1

use "lecture3.dta", clear

xi: regress phys i.mo
predict imean
mkspline mo_cubic = mo, cubic nknots(5)
regress phys mo_cubic*
predict lowout
*
*	Slide 11
*
twoway (scatter phys mo, sort msize(tiny)) (line imean mo, sort), ytitle(Physical Scale) xtitle(Month in Study) scheme(s1color) legend(order( 2 "Mean by Month"))
*
*	Slide 13
*
twoway (scatter phys mo, sort msize(tiny)) (line lowout mo, sort), ytitle(Physical Scale) xtitle(Month in Study) scheme(s1color) legend(order( 2 "Cubic Spline"))

mkspline mosp1 6 mosp2 = mo
regress phys mosp*
predict splinephys
*
*	Slide 14
*
twoway (scatter phys mo, sort msize(tiny)) (line lowout mo, sort) (line splinep mo, sort), ytitle(Physical Scale) xtitle(Month in Study) scheme(s1color) legend(order( 2 "Cubic Spline" 3 "Linear Spline"))


forvalues k=0(1)2 {
regress phys mo_cubic* if depress==`k'
predict lowd`k'
regress phys mosp* if depress==`k'
predict spl`k'
}
*
*	Slide 16
*
# delimit ;
twoway (scatter phys mo, sort msize(tiny)) (line lowd0 mo,sort) (line lowd1 mo,sort) 
(line lowd2 mo,sort), ytitle(Physical Scale) xtitle(Month in Study) scheme(s1color) 
legend(order( 2 "No Depression" 3 "Minor Depression"  4 "Major Depression"));
# delimit cr

*
* Slides 18 and 19
*

reg phys i.depress if mm==0
reg phys i.depress if mm==4

*
*	Slide 20
*
# delimit;
twoway (scatter phys mo, sort msize(tiny)) (line spl0 mo,sort) (line spl1 mo,sort) 
(line spl2 mo,sort), ytitle(Physical Scale) xtitle(Month in Study) scheme(s1color) 
legend(order( 2 "No Depression" 3 "Minor Depression"  4 "Major Depression"));
# delimit cr

*
* Slides 21 to 23
* 

regress phys mosp1 mosp2 if depress==0
regress phys mosp1 mosp2 if depress==1
regress phys mosp1 mosp2 if depress==2

destring idno, force replace
xtgee phys mosp1 mosp2 if dep==2, family(normal) link(identity) i(idno) t(mo) corr(indep) robust
*
*	Slide 32
*
destring idno, force replace
xtgee phys c.mosp1##dep c.mosp2##dep, family(normal) link(identity) i(idno) t(mo) corr(indep) robust


*
*	Slide 38 and 39
*
xtmixed phys c.mosp1##dep c.mosp2##dep || idno:, residual(ar 1, t(mo))

*
*	Slide 40 and 41
*
xtmixed phys c.mosp1##dep c.mosp2##dep || idno: