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From |
"Murali Kuchibhotla" <muralik@iastate.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: selection correction in survival models |

Date |
Thu, 11 Sep 2008 10:23:37 -0500 (CDT) |

Austin, Thank you for your suggestions. A follow up question-are you aware of the existence of Heckman style corrections in the context of duration models? Murali > 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 > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > Murali Kuchibhotla Department of Economics Iowa State University Office:75,Heady Phone:515-294-5452 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: selection correction in survival models***From:*"Austin Nichols" <austinnichols@gmail.com>

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