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st: tvc option in stcox
From
Kai Huang <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: tvc option in stcox
Date
Mon, 7 Oct 2013 21:07:55 +0000
Dear all,
I'm going to estimate Cox models on unemployment duration and include family income as one of the time-varying regressors. I know there are two approaches for doing so in stcox: 1) stsplit the data at failure times first and generate time-varying family-income variable manually 2) use the tvc() option. If I choose to use tvc() option, should the values of family income be those at the start of spells or at the end of spells (regardless of censorship or not)? Also, does the setting of the default texp(_t) after tvc() option imply interacting the variable with elapsed duration? Thank you very much in advance.
Best regards,
Kai Huang
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