Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 17:38:37 -0400

Ayman Farahat <ayman.farahat@yahoo.com>:
A little googling found
http://www.stata.com/meeting/germany12/abstracts/desug12_bartus.pdf
which suggests -cmp- (SSC) is one reasonable approach.

On Fri, Apr 26, 2013 at 5:35 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> 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
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index