Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: selection in continuous time survival framework without instruments


From   "Heather Gold" <heg2001@med.cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: selection in continuous time survival framework without instruments
Date   Thu, 29 Aug 2002 10:05:42 -0400

Alex Cowell asked:
1. Does anyone know of a way of using an individual fixed-effects (in
economics lingo) that would help handle this bias in a continuous time
framework?
2. Any other ideas on controlling for this kind of unobserved heterogeneity
bias? Again, remember there are no obvious identifying instruments. And
note that I think this is subtly different from modeling 'frailty' (could be
wrong on that though).
-----------------
This is something I've been interested in, too. Take a look at Hamilton & Hamilton (1997) "Estimating surgical volume - outcome relationships applying survival models: accounting for frailty and hospital fixed effects" Health Economics v. 6:383-395, which is based on the work of Heckman and Singer (1984) "A method for minimizing the impact of distributional assumptions in econometric models for duration data" Econometrica v. 62:271-320.

I could never get this programmed into Stata. (Hamilton and Hamilton's work was done in .tsp) Frailty is, I believe, identical to unobserved heterogeneity, and there are some frailty survival models canned in Stata that might work for you, if you want to work in a discrete-time framework (which it sounds like you don't).

Good luck - wish I could be more helpful,
Heather Gold

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index