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Re: st: correct for selection bias in survival analysis


From   Marguerite Duponchel <Marguerite.Duponchel@malix.univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: correct for selection bias in survival analysis
Date   Wed, 05 May 2010 14:50:21 +0200

Merci beaucoup.

very helpful.

Quoting Antoine Terracol <Antoine.Terracol@univ-paris1.fr>:

> Bonjour Marguerite,
>
> as Maarten said earlier, including the IMR will not work in your setting
> because the second stage is not linear, and also because the IMR rests
> on the bivariate normality assumption, and your duration model has a
> log-logistic distribution.
>
> To my knowledge, there is no "simple" (as in "a couple of lines of
> code") way to correct for selection biais in duration models in Stata.
> You will need to write your own likelihood function, the simplest way to
> do it would be to assume a log-normal distribution for the duration
> model, and a Probit for the selection stage, taking advantage of the
> bivariate normality of your error terms. For more general setups, you
> may want to have a look at
>
> Prieger, J. E. "A flexible parametric selection model for non-normal
> data with application to health care usage" Journal of Applied
> Econometrics, 2002, 17(4), 367-392
>
> In addition, it seems you actually have a kind of double hurdle model
> with two successive selection stages: having had a civil war and,
> conditional on civil war, that peace was settled.
>
> Given your research question, I assume you do not have many data points,
> so you should try to stick to the simplest setup possible, and forget
> about the double selection...
>
> Antoine
>
> PS: I have some old code for the log-normal duration model with
> selection, feel free to send me an email privately if you're interested
> in it (ou de passer à la MSE dans le courant de la semaine prochaine)
>
> On 05/05/2010 12:44, Marguerite Duponchel wrote:
> > I am working on the duration of post civil war peace so I want to correct
> for
> > the fact that my sample is restricted to countries who 1/had a civil war,
> 2/
> > the peace was settled.
> >
> > Thanks.
> >
> > Quoting Maarten buis<maartenbuis@yahoo.co.uk>:
> >
> >> --- On Wed, 5/5/10, Marguerite Duponchel wrote:
> >>> It's just that as I am the one creating the selection bias
> >>> on a full available sample, I thought there might be a way
> >>> to correct it while using the info in the complete data
> >>> which frailty would not integrate.
> >>
> >> The easiest solution is not to make the selection or, if you
> >> want to work with a smaller dataset, make the selection
> >> random. Otherwise I don't understand why you would want to
> >> make a selection and than "correct" for the fact that you
> >> made a selection.
> >>
> >> Hope this helps,
> >> Maarten
> >>
> >> --------------------------
> >> Maarten L. Buis
> >> Institut fuer Soziologie
> >> Universitaet Tuebingen
> >> Wilhelmstrasse 36
> >> 72074 Tuebingen
> >> Germany
> >>
> >> http://www.maartenbuis.nl
> >> --------------------------
> >>
> >>
> >>
> >>
> >> *
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> >
> >
> > --
> > Marguerite Duponchel
> >
> > ----------------------------------------------------------------
> > This message was sent using IMP, the Internet Messaging Program.
> >
>
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--
Marguerite Duponchel

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