thank you so much for your answer! yes i do have some "good" instruments in my mind for my covariates, however, iam not sure if stata has IV estimation in duration models..there are some papers about that issue (in particular "the linear rank iv estimator") but i am not sure if stata has iv estimation...
ioanna
----- Original Message -----
From: Robert A Yaffee <[email protected]>
Date: Sunday, January 25, 2009 11:22 am
Subject: Re: st: endogeneity in duration models
To: [email protected]
> Ionna,
> You might want to try to consider the use of strong instrumental variables.
> - Regards,
> Robert
>
> Robert A. Yaffee, Ph.D.
> Research Professor
> Silver School of Social Work
> New York University
>
>
> Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf
>
> CV: http://homepages.nyu.edu/~ray1/vita.pdf
>
> ----- Original Message -----
> From: IOANNA MARIOU STYLIANOU <[email protected]>
> Date: Saturday, January 24, 2009 3:00 pm
> Subject: st: endogeneity in duration models
> To: [email protected]
>
>
> > Hi all!
> >
> > does anyone know how we can deal with endogeneity in simple
> duration
> > models
> > (Cox PH, exponential Log Logistic,..etc)?
> >
> > thank you!
> >
> > Ioanna
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/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/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
