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Re: st: Left truncation in survival analysis


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Left truncation in survival analysis
Date   Thu, 28 Apr 2011 12:47:13 -0400

Yigit-
Rather than assuming a distribution for unobserved ongoing durations,
it is probably better to use only new spells (i.e. throw out all
truncated cases), which loses efficiency but more correctly reflects
the uncertainty inherent in your data.

On Thu, Apr 28, 2011 at 11:32 AM, Steven Samuels <sjsamuels@gmail.com> wrote:
> Yigit-
>
> Actually, there is an approach to left-truncation when start times are not known. It is outlined Wooldridge (2002), pp 703 & 718 (problem 20.8).  This approach requires a parametric model for the distribution of the unobserved starting times. It is not implemented in Stata.
>
> In addition to describing this problem as one of "left-truncation", Wooldridge also uses the term "left censoring".  I believe that this usage is incorrect.
>
> Reference: Wooldridge, Jeffrey M. 2002. Econometric Analysis of Cross Section and Panel Data. Cambridge, Mass.: MIT Press.  (There is also a 2010 edition of this fine book.)
>
> Steve
> sjsamuels@gmail.com
>

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