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st: System of Cox Regressions?


From   asb stata <asb.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: System of Cox Regressions?
Date   Wed, 29 Sep 2010 14:27:08 -0400

Is it possible to estimate a system of cox proportional hazard
regressions in STATA?

The problem is as follows:

There are two Cox regressions modeling firm exits in two different but
related markets with market specific explanatory variables. But in
each regression, being alive in the other market is also an
explanatory variable.

Equation 1: Survival in Market 1 at time t = function (Survival in
Market 2 at time t, Market 1 Specific Factors at time t)
Equation 1: Survival in Market 2 at time t = function (Survival in
Market 1 at time t, Market 2 Specific Factors at time t)

I am estimating the two equations separately now but I have a feeling
they have to be estimated simultaneously. Please advise.
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