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Re: st: stock sample duration model with no follow-up
Margherita,
I might have misunderstood your problem, but here are my two cents:
If you only have one observation per individual, I don't think you can
estimate any duration model.
If the ongoing duration if t at the time of the survey, and you observe
no exit and have no follow-up for any individual , the likelihood for
each spell will be one, because it is the probability that the duration
is greater than t, conditionnal on the duration being greater that t :
Pr[T>t|T>t]=1
The conditionning part is the stock sampling correction.
If your survey contains a retrospective calendar, you might be able to
construct complete spells and get a sample on which you can estimate
something.
Best,
Antoine
[email protected] wrote:
Dear statalister,
I have data on unemployment spells for all individuals who happen to be unemployed at the time of the survey. Thus, all observations are censored and I have no follow up.
how can I estimate this duration model in STATA?
thanks alot
Margherita
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