Open AccessA note on the use of anticipatory covariates in event history analysis
Author(s) -
Juha M. Alho
Publication year - 1996
Publication title -
finnish yearbook of population research
Language(s) - English
Resource type - Journals
eISSN - 1796-6191
pISSN - 1796-6183
DOI - 10.23979/fypr.44915
Subject(s) - covariate , econometrics , event (particle physics) , regression analysis , statistics , regression , psychology , mathematics , quantum mechanics , physics
Anticipatory covariates are regressors whose values become known only after the value of the dependent variable has been ascertained. Hoem (1995) has given an informal discussion concerning the possible pitfalls in the use of such covariates in event history analysis. This paper complements Hoem’s findings by using simple linear regression as the framework. It turns out that complex patterns of bias may be introduced by the use of anticipatory covariates. In all cases it may not be possible to guarantee that the magnitude of the bias remains small. Therefore, extreme care is needed in interpreting results from studies that have relied on anticipatory covariates.