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From |
Steve Samuels <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Survival Analysis: How to solve the problem of endogeneity of an explanatory variable |

Date |
Wed, 20 Nov 2013 14:19:45 -0500 |

I should have been a little more careful in the person-time definitions. See below where I replace "<" with "<=" in the first ptime equation. SS Ingrid: I've no personal experience with endogeneity and selection models, but Bartus's presentation about -cmp- inspired me to look into Stata 13's Structual Equation Modeling (SEM) features, surely the new features that he was alluding to. It turns out that -gsem- can fit a piecewise exponential model via the equivalent Poisson regression. (http://stats.stackexchange.com/questions/2092/relationship-between- poisson-and-exponential-distribution) Therefore piecewise exponential regression can be part of a system of linked equations. In other words, you don't need to rely on the lognormal distribution for the spell data. Here is a simple example of linked piecewise exponential and logit models. You can elaborate as needed, for example by adding interactions of covariates and time to the -poisson- equation. I use Stata's survival commands to set up the spell data and to demonstrate that the piecewise Poisson and exponential regressions are equivalent. Note that Selection and treatment effects models are demonstrated in examples 45f and 45g of the SEM manual. Steve [email protected] *************CODE BEGINS************* webuse brcancer,clear rename censrec event /* Convert from days to years */ gen ty = rectime/365.25 stset ty, failure(event) id(id) /* stsplit to one year intervals */ stsplit tx , every(1) replace event=0 if event==. /* calculate person-time in each interval */ gen ptime = 0 if ty<= tx replace ptime = 1 if ty>=tx+1 replace ptime = ty - tx if ty> tx & ty< tx +1 drop if tx == 7 /* no events */ /* Piecewise exponential & Poisson: Same */ streg ibn.tx, nocons d(exponential) poisson event ibn.tx, nocons exp(ptime) irr /* Now GSEM linked equations */ gsem /// (event <- ibn.tx hormon, poisson exp(ptime) nocons) /// (hormon <- x7, f(binomial) link(logit)) estat eform event hormon **************CODE ENDS************** > > > On Nov 19, 2013, at 10:32 AM, Bartus Tamás wrote: > > Dear Ingrid, > > If you find the assumption of lognormal distribution realistic in your resarch, you might check the following > presentation: > > http://www.stata.com/meeting/germany12/abstracts/desug12_bartus.pdf > > > You might also be interested in the new features of Stata 13.1 which were advertised recently on the list. > > > > (The above presentation does not deal with multispell data but I currently work on this extension) > > > > Tamas > > > > On 13/11/19, Ingrid Hohenleitner <[email protected]> wrote: > Dear community, > > I am working on a problem in survival analysis, trying to find out the > difference in transition rate from unemployment to employment (<- time to > event), between two groups: people who are sanctioned, and those who are not > sanctioned. Where “sanctioned” means that the amount of unemployment > benefit payment is reduced for a certain period as a punishment, for example > if the unemployed does not show enough effort to search a job. The > probability of being sanctioned as well as the probability to find a job > depends on unobserved characteristics like a person’s attitude to work. > > Thus, I face the problem that the variable “sanctioned” is dependent upon > observed as well as of unobserved determinants. And furthermore, the > explanatory variable “sanctioned” is endogenous and the process of being > sanctioned is not exogenous with respect to the transition from unemployment > to employment. > > I am not an expert in STATA and was wondering how to deal with this problem. > Should I handle the problem by simultaneously modeling two parallel > processes, the sanctioning and the transition-into-employment process; or by > some other way? > In either case, can you suggest me the inbuilt STATA commands, or freely > available routines that I can use to address this problem. > > I would be very grateful for your help, > Ingrid Hohenleitner > > > > Hamburgisches WeltWirtschaftsInstitut gemeinnützige GmbH (HWWI) > Hamburg Institute of International Economics (HWWI) > Heimhuder Str. 71 > 20148 Hamburg > Tel +49-(0)40-340576-338 > Fax +49-(0)40-340576-776 > Internet: www.hwwi.org > Email: [email protected] > > Amtsgericht Hamburg HRB 94303 > Geschäftsführer: Prof. Dr. Thomas Straubhaar, Gunnar Geyer > Umsatzsteuer-ID: DE 241849425 > > > > * > * 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/ > > -- Tamás Bartus, PhD Associate Professor, Deputy Director Institute of Sociology and Social Policy Program Director, Doctoral School of Sociology Corvinus University, Budapest 1093 Budapest, Közraktár utca 4-6. Room 424. Phone: +36-1-482-7301 Fax: +36-1-482-7348 Homepage: http://web.uni-corvinus.hu/bartus * * 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/ * * 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/

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