Hello everyone,
I am trying to replicate a part of this paper for my master thesis. In the paper, the authors state: "The last two columns of Table 7 report the regression results from a proportional hazard Cox model. We use a sample of 765 successful mergers(..). The dependent variable is the number of days to complete the deal between the announcement date and the effective date."
https://pdf.sciencedirectassets.com/...qb&type=client
I have created a similar dependent variable for my own study which solely consists of days to deal completion. As in the original study, I did not include incomplete or withdrawn mergers.
However, when setting up the Cox model, stata is asking me to define a failure condition. As all of my included deals were completed and therefore belong to the survival condition, I do not get any meaningful results when running the model this way (coefficient is one, no p-value).
My question is now if there is any way of using the Cox model with the described variable. If the authors of the study managed to do it, there must be a way. i just haven't been able to figure out exactly to do it.
Thank you for your help,
Julia
Related Posts with Cox proportional hazard model
Saving F stat after RegressionHi All, I have data that resembles the following: Code: * Example generated by -dataex-. To in…
Calcule Overlap between two variablesI need to calculate the overlap of two variables (time series). I saw that in R, the command is "cal…
Sample size for cox proportional hazards model with multiple covariatesThis is my first time using power cox, and I would like confirmation of my code. HTML Code: power…
Deciding between RE and FEI have a theoretical question concerning usage of the FE model for panel data regression. I'm curre…
Matching datesHi all, I need the iv_spread value of option expiration date (exdate) closest (during or after) to …
Subscribe to:
Post Comments (Atom)
0 Response to Cox proportional hazard model
Post a Comment