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

[Daniel Simon <dhs29@cornell.edu>]

Austin - thanks for the response.  In fact, I have done what you propose. 
My point (3) where I said "I drop all observations from 1996 for firms that
had websites" is actually what you are proposing, because once a firm has 
established a website (transitioned), they are excluded from the analysis 
sample thereafter.  I did not think about that when I wrote the sentence. 
My apologies for not being clear. Thanks again for your response, which 
reminded me of what I was actually doing.

Moreover, as Austin says, I would also like to hear whether others also 
this is a sensible approach. thanks.

Daniel

At 12:00 PM 11/16/2006 -0500, Austin Nichols wrote:

> Daniel Simon--
> It seems to me that your estimates can only apply to introductions
> ("failures") after 1996, since you cannot distinguish pre-1996 and
> 1996 introductions, and you should drop firms (in all years) that had
> websites in 1996, while keeping data on all other firms from 1996,
> though I would be interested to hear from someone who actually runs
> these sorts of models, e.g. Stephen Jenkins.
>
> On 11/16/06, Daniel Simon <dhs29@cornell.edu> 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.
> > All three approaches give me quite similar results, so it does not appear
> > that the censoring is a major issue. But, I'm wondering if there is a
> > better way to deal with it. Thanks. Daniel
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