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Re: st: st :Endogenous variables in Survival analysis


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: st :Endogenous variables in Survival analysis
Date   Fri, 26 Apr 2013 17:35:45 -0400

Ayman Farahat <ayman.farahat@yahoo.com>:
There are various approaches e.g. http://ftp.iza.org/dp831.pdf
but no canned package AFAIK.

You can always specify a discrete time hazard model, estimate as a
linear model with time controls, then use -ivreg2-, but there is no
guarantee you will be better off estimating a linear approximation of
the nonlinear model using IV relative to ignoring the endogeneity.

On Fri, Apr 26, 2013 at 5:11 PM, Ayman Farahat <ayman.farahat@yahoo.com> wrote:
> Hello ;
> I am performing a survival analysis. I suspect that some of my variables are endogenous and i can instrument for them.
> My question is how do i incorporate my instruments in survival analysis using Stat.
> There was a previous post on the list but i was not able to find any responses or followups to the question.
> Best
> Ayman
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