Dear all:
I am new to survival analysis and Stata. I have been thinking how to
control for endogenous covariates in the duration analysis of
firm-level data.
So far, I have only obtained Cox partial likelihood estimates without
controlling for potential endogeneity bias. I have some instruments
for the endogenous regressors but simple 2-step procedures do not work
in this context and specifying a joint likelihood is a pain.
It would be great if someone more experienced with survival analysis
could guide me to the appropriate methods and/or Stata commands.
I have to finish this paper by the end of next week. Please HELP!
Thanks,
Farooq
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