Dear all,
I'm struggling to figure out how to set up my data to perform a survival analysis when I have a panel dataset with time-varying covariates and two possible types of failures.
Also, I want my time-varying covariate to be interacting with time (ie allowing for the effect to be different at different points in time).
My objective is to estimate how both the time-varying covariate and the passage of time itself can contribute to the likelihood of failure 1 or failure 2.
In particular, my data looks like something like this:
A firm ID can be present in different Quarters, can become at risk at a certain moment ("Is at risk"), and can experience a failure of type "1" or type "2". The firm can also experience no failures and be censored.
My questions are:
What is the proper way to stset this type of data?
Which Stata command(s) should I consider to perform regressions?
Are there online available resources that can train me in this specific situation?
Thank you very much
I'm struggling to figure out how to set up my data to perform a survival analysis when I have a panel dataset with time-varying covariates and two possible types of failures.
Also, I want my time-varying covariate to be interacting with time (ie allowing for the effect to be different at different points in time).
My objective is to estimate how both the time-varying covariate and the passage of time itself can contribute to the likelihood of failure 1 or failure 2.
In particular, my data looks like something like this:
| ID | Quarter | Is at risk | Failure | Time-Varying covariate |
| A | 2000Q1 | 0 | 0 | 2 |
| A | 2000Q2 | 1 | 0 | 3 |
| A | 2000Q3 | 1 | 0 | 4 |
| B | 1999Q2 | 0 | 0 | 1 |
| B | 1999Q3 | 1 | 0 | 1 |
| B | 1999Q4 | 1 | 0 | 3 |
| B | 2000Q1 | 1 | 2 | 5 |
| C | 2000Q1 | 0 | 0 | 2 |
| C | 2000Q2 | 0 | 0 | 2 |
| C | 2000Q3 | 1 | 0 | 3 |
| C | 2000Q4 | 1 | 1 | 4 |
My questions are:
What is the proper way to stset this type of data?
Which Stata command(s) should I consider to perform regressions?
Are there online available resources that can train me in this specific situation?
Thank you very much
