A note on the use of anticipatory covariates in event history analysis

Authors

• Juha M. Alho

DOI: https://doi.org/10.23979/fypr.44915

Keywords:

anticipatory covariates, event history analysis

Abstract

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.