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st: Duration models with stock samples (Was: stset Command)


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Duration models with stock samples (Was: stset Command)
Date   Tue, 2 Sep 2003 16:21:12 +0100 (GMT Daylight Time)

On Tue, 2 Sep 2003 06:37:39 -0700 (PDT) Davood Souri <dsouri@yahoo.com> 
wrote:

> Yes, I don't have "Failure" in my data set.
> Lancestar(1990) has called this type of data as stock
> samples. How can I use Stata to estimate duration
> models with stock samples?

It's not just the stock sampling aspect per se. Lancaster 
(Econometrica, 1979) worked with stock sample data, but with interviews 
at a later date, by which time some people had left unemployment. (This 
is an example of 'stock sample with follow-up' otherwise known as 
'delayed entry' or 'left truncation'.)
If there is stock sampling and no follow-up, then modelling is a very 
complex business (you have to model differences in entry rates too) -- 
have a look at the likelihood that Nickell (Econometrica, 1979) writes 
down to model his data.
But Nickell's data did include some spells that were completed (this 
could occur because of the nature of his data, drawn from a national 
household survey, rather than a sample from benefit administration 
records).
You appear to have stock sampling and no failures. I don't see how you 
can estimate duration models with this information alone.

Stephen
----------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk

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