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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: correct for the inclusion of generated regressors in survival analysis
Date   Tue, 11 May 2010 17:25:34 +0200

<> 


You may want to look at http://www.stata-press.com/books/mus.html, chapter
13.4.5, where Cameron and Trivedi -bootstrap- for the standard error of a
two-step estimator. Note there is a second edition out.



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Marguerite
Duponchel
Gesendet: Dienstag, 11. Mai 2010 17:19
An: statalist@hsphsun2.harvard.edu
Betreff: st: correct for the inclusion of generated regressors in survival
analysis

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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