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Re: st: left censoring in discrete-time duration model


From   Daniel Simon <dhs29@cornell.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: left censoring in discrete-time duration model
Date   Thu, 16 Nov 2006 13:14:32 -0500

Austin - thanks for the response. In fact, I have done what you propose. My point (3) where I said "I drop all observations from 1996 for firms that
had websites" is actually what you are proposing, because once a firm has established a website (transitioned), they are excluded from the analysis sample thereafter. I did not think about that when I wrote the sentence. My apologies for not being clear. Thanks again for your response, which reminded me of what I was actually doing.

Moreover, as Austin says, I would also like to hear whether others also this is a sensible approach. thanks.

Daniel

At 12:00 PM 11/16/2006 -0500, Austin Nichols wrote:

Daniel Simon--
It seems to me that your estimates can only apply to introductions
("failures") after 1996, since you cannot distinguish pre-1996 and
1996 introductions, and you should drop firms (in all years) that had
websites in 1996, while keeping data on all other firms from 1996,
though I would be interested to hear from someone who actually runs
these sorts of models, e.g. Stephen Jenkins.

On 11/16/06, Daniel Simon <dhs29@cornell.edu> wrote:
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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