Hello Stata enthusiasts,
I would like to fit a parametric (Weibull) or semi-parametric (Cox) duration model with time-dependent covariates using Stata.
My data has one specificity: it is right-truncated (and there is not much I can do about it).
I believe the biomedical and the marketing literatures have come up with solutions:
- "Using Advance Purchase Orders to Forecast New Product Sales", Wendy W. Moe and Peter S. Fader, Marketing Science, Vol. 21, No. 3 (Summer, 2002), pp. 347-364
- "Tricked by Truncation: Spurious Duration Dependence and Social Contagion in Hazard Models", Christophe Van den Bulte & Raghuram Iyengar, Marketing Science (2011)
- "Cox regression model with doubly truncated data.", Rennert L and Xie SX, Biometrics, 74(2):725-733.(2017)
- "Cox Regression Model under Dependent Truncation", Lior Rennert and Sharon X. Xie (2018)
- “Inverse Probability Weighting Methods for Cox Regression with Right-Truncated Data.”, Vakulenko-Lagun, B., M. Mandel, and R. A. Betensky. (2019)
I took a look at stata's survival analysis reference manual. It appears that Stata only handles left-truncation.
Therefore I have two questions:
1. Am I right in believing so?
2. Has someone already dealt with a similar issue and found a work-around?
Thanks for taking the time to read this post.
Best regards,
Germain
PS: I think the two first papers from Marketing Science are closer to my empirical application than the additional references I provided.
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