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st: correct for the inclusion of generated regressors in survival analysis


From   Marguerite Duponchel <Marguerite.Duponchel@malix.univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: correct for the inclusion of generated regressors in survival analysis
Date   Tue, 11 May 2010 17:19:16 +0200

Hi,

I am running a duration model (log-normal distribution) with some generated
regressors as explanatory variables (constructed using OLS).

Does anyone have an idea on how to correct the standard errors for the inclusion
of such regressors in an streg regression?

Thanks
--
Marguerite

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