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Stata Technical Bulletin

. tab married, summ(mhi3mo)

I Summary of Mental Health at 3 months

The first measurement (mhiθ) is available on a random half of the sample only, but mhi3mo is available on just about everybody.
Between 3 months and one year, approximately half of the sample was discarded by the original investigators. There is additional
attrition during the follow-up period.

It appears that married persons have “better” mental health (higher values), but that the gap may be narrowing over
time. One purpose of longitudinal studies is to distinguish cohort effects—relationships that appear to be present but are really
manifestations of group associations—from causal effects or trends. For example, it could be that marriage produces good mental
health—a real effect—or it could be that people with good mental health tend to get married—a manifestation. If the latter is
the case, scores would regress toward the mean over time.

A multivariate examination is now warranted. I will begin with a multivariate examination of the cross-sectional effects:

. corr married imale Iagecont Inonwht
(obs=3691)

I married imale iagecont inonwht
--------₊------------------------------------
married I   1.0000

imaleI   0.2456   1.0000

iagecontI   0.0663   0.0872   1.0000

inonwht∣  -0.0749  -0.0814  -0.0904   1.0000

Fortunately, there does not appear to be much intercorrelation between the demographic variables so we do not have to be overly
concerned with which variables we include in the model. Even if we omitted a relevant variable, it would have little effect on
the estimated coefficients of the others.

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