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st: command for IV regression where first stage is survival data
From
Karen Ruckman <[email protected]>
To
"statalist " <[email protected]>
Subject
st: command for IV regression where first stage is survival data
Date
Fri, 22 Mar 2013 14:41:51 -0700 (PDT)
hello!
i have a quick question: i am trying to run a two-stage system (IV estimation) where the first stage is a survival estimation and the main stage is OLS. does anyone know of a command which can handle this situation? IVREGRESS assumes both stages are OLS. the user-written command CMP would seem like an obvious choice as it offers many different estimators (logit, probit, truncated dept variables) for two-stage models but it doesn't offer a survival estimation such as cox or loglogistic.
thanks so much for your time!
karen
Karen Ruckman
Associate Professor
Beedie School of Business, SFU
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