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st: left censoring in discrete-time duration model


From   Daniel Simon <dhs29@cornell.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: left censoring in discrete-time duration model
Date   Thu, 16 Nov 2006 10:21:31 -0500

Hi - I'm using -hshaz- to estimate a discrete-time hazard model. I have some left censoring that I'm not sure how to deal with. I am looking at firms establishing websites. I can only observe the introduction of websites from 1996 onwards. However, I know that some firms established websites prior to 1996, but I'm not sure which ones. Currently, I have tried three approaches: (1) Treat all firms that had a website in 1996 as if they adopted in 1996 (the first year of the sample period), whether they adopted in 1996 or adopted earlier; (2) Exclude 1996 from the sample (begin the analysis with 1997); (3) Drop all observations from 1996 for firms that had websites.
All three approaches give me quite similar results, so it does not appear that the censoring is a major issue. But, I'm wondering if there is a better way to deal with it. Thanks. Daniel

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