When it comes to abbreviations of Latin words or phrases (e.g., etc., et al., sic.), wise writers use them sparingly (i.e., primarily when documenting resources and then only parenthetically) or not at all. [E.g. means for example, and it is usually better to use the English phrase, for example. I.e. means that is. Because both abbreviations are almost invariably introductory modifiers, they are usually followed by a comma. Do not underline or italicize either of them.]

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Guide to Grammar and Writing