Help using Base SAS procedures

instrument variable in LIFEREG procedure

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instrument variable in LIFEREG procedure

Hello,

I am studying the determinants of the adoption of a technology by firms. I first used a Cox model through the PHREG procedure. The thing is that one of my explanatory variables may be endogeneous. That is a variable that tracks the change in internal organization of the firms (year the firm changed its organization MINUS year the first firm changed its organization). Factually in order to fully use the new technology the firms need to change their organization. In the same time if the firms had already changed their organization previous to the release of the new technology they would adopt the new tech more rapidly.

In order to fix this problem I would like to use my variable orgchange that tracks the changes in internal organization as an instrument.

I understand that the Cox model cannot give me estimated time to event so that I will have to use another model like Weibull. Here is what I am thinking of doing:

proc lifereg data=draft2;

model orgchange*censor(0) = X2 X3 X4  ....

run;

get estimated time to event orgchangeHAT and then do:

proc lifereg data=draft2;

model newtech*censor(0) = orgchangeHAT X2 X3 X4  ....

run;

Would this work as an instrument ? If yes, would you know how to get the estimated time to event ?

Thank you very much for your help and time,

FJ

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