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st: command for IV regression where first stage is survival data


From   Karen Ruckman <ruckman@sfu.ca>
To   "statalist " <statalist@hsphsun2.harvard.edu>
Subject   st: command for IV regression where first stage is survival data
Date   Fri, 22 Mar 2013 14:41:51 -0700 (PDT)

hello!

i have a quick question: i am trying to run a two-stage system (IV estimation) where the first stage is a survival estimation and the main stage is OLS.  does anyone know of a command which can handle this situation?  IVREGRESS assumes both stages are OLS.  the user-written command CMP would seem like an obvious choice as it offers many different estimators (logit, probit, truncated dept variables) for two-stage models but it doesn't offer a survival estimation such as cox or loglogistic.

thanks so much for your time!

karen

Karen Ruckman
Associate Professor
Beedie School of Business, SFU
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