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RE: st: left censoring in discrete-time duration model

From   Steven Samuels <[email protected]>
To   [email protected]
Subject   RE: st: left censoring in discrete-time duration model
Date   Tue, 28 Nov 2006 13:29:52 -0500

On 11/16/06, Daniel Simon <[email protected]> wrote: Hi - I'm using - hshaz- to estimate a discrete-time hazard model. I have some left censoring that I'm not sure how to deal with. I am looking at firms establishing websites. I can only observe the introduction of websites from 1996 onwards. However, I know that some firms established websites prior to 1996, but I'm not sure which ones. Currently, I have tried three approaches: (1) Treat all firms that had a website in 1996 as if they adopted in 1996 (the first year of the sample period), whether they adopted in 1996 or adopted earlier; (2) Exclude 1996 from the sample (begin the analysis with 1997); (3) Drop all observations from 1996 for firms that had websites.

Daniel, you do NOT have left censoring OR truncationy, because you do not have a natural ZERO starting time. Your time-dimension is calendar time. Therefore your only analysis choice is number (3). However if all you have is the year of startup, then you cannot distinguish firms with websites at the start of 1996 and firms whose websites appeared first in 1996, so you must choose option (2). If you do have calendar dates of web site startup, use a continuous rather than discrete-time model with day or week as a time-unit.

You have to decide how to deal with firms who began publishing after 1996. Many of them will START with web sites, so calendar year of start will be a strong predictor of start of a website.

You can compare characteristics of firms with and without websites in 1996, but you cannot say anything about the duration of time with web site for firms with websites in 1996.


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