st: Duration dependence in survival analysis

[Kai Huang <demonsecret@hotmail.com.hk>]

Dear all,

I would like to ask whether there is any multicollinearity problem in including a duration term in survival analysis (let's say in the Cox model). Many literature include a continuous duration term (sometimes in natural logarithm) in the estimation of Cox regressions, but I wonder other regressors may somehow affect the duration and have effects on the hazards at the same time. Also, exogeneity of variables seems unable to be achieved because duration of spells are not pre-determined before the start of the spells. Do I understand the things correctly? Thank you very much in advance.

Best regards,
Kai Huang 		 	   		  

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