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Re: st: selection correction in survival models


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: selection correction in survival models
Date   Thu, 11 Sep 2008 09:59:58 -0400

Murali Kuchibhotla <muralik@iastate.edu>:
A better question might be: Is there a way to correct for this in the
real world?  Probably not, in most senses.  Think of it as a
logit/probit regressing "survival" on the k variables in X and a
training dummy T and the k interactions T*X, so you have at least k+1
endogenous variables measuring the effects of training.  You could
switch to an -ivprobit- model if you had a large number of
instruments, but that seems unlikely (plus, I think you would want an
-ivcloglog- command which does not exist).  One way forward is to
reweight the samples so they look identical on observables, using
propensity scores, as described in
http://www.stata-journal.com/article.html?article=st0136 and elsewhere
(the sample will look identical in the sense that a -hotelling- test
would fail to reject the null that the mean of X is the same in the
training group and the non-training group--the distributions may
differ in other ways).  But this corrects only for selection on
observables, not unobservable differences--for the latter, you need
training to be randomly assigned, for a start.  Or you need a very
convincing natural experiment.

On Wed, Sep 10, 2008 at 11:22 PM, Murali Kuchibhotla
<muralik@iastate.edu> wrote:
>
> Hello,
>      I am interested in estimating separate Cox regression models for 2
> groups of individuals- trainees and non-trainees. The problem is that the
> training decision is endogenously determined, so that the differences
> between the 2 sets of parameter estimates may well be driven by the
> differences in the unobservable characteristics between the 2 groups of
> respondents. Is there a way to correct for this in Stata?
>
> Murali Kuchibhotla
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