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Re: st: st :Endogenous variables in Survival analysis
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: st :Endogenous variables in Survival analysis
Date
Fri, 26 Apr 2013 17:38:37 -0400
Ayman Farahat <[email protected]>:
A little googling found
http://www.stata.com/meeting/germany12/abstracts/desug12_bartus.pdf
which suggests -cmp- (SSC) is one reasonable approach.
On Fri, Apr 26, 2013 at 5:35 PM, Austin Nichols <[email protected]> wrote:
> Ayman Farahat <[email protected]>:
> There are various approaches e.g. http://ftp.iza.org/dp831.pdf
> but no canned package AFAIK.
>
> You can always specify a discrete time hazard model, estimate as a
> linear model with time controls, then use -ivreg2-, but there is no
> guarantee you will be better off estimating a linear approximation of
> the nonlinear model using IV relative to ignoring the endogeneity.
>
> On Fri, Apr 26, 2013 at 5:11 PM, Ayman Farahat <[email protected]> wrote:
>> Hello ;
>> I am performing a survival analysis. I suspect that some of my variables are endogenous and i can instrument for them.
>> My question is how do i incorporate my instruments in survival analysis using Stat.
>> There was a previous post on the list but i was not able to find any responses or followups to the question.
>> Best
>> Ayman
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