> Date: Mon, 3 Jan 2005 16:16:55 +0100
> From: "Ralph Setzer" <[email protected]>
> Subject: st: pgmhaz with multiple failures
>
> Dear Stata-listers,
>
> does anyone know whether it is possible to use the discrete
> duration data
> model command "pgmhaz" in the multiple failure case?
Strictly speaking, the answer is "no". See the following article:
Ondrich, J. and Rhody, S. (1999), "Multiple spells in the
Prentice-Gloeckler-Meyer likelihood with unobserved heterogeneity",
Economics Letters, 63: 139-144.
NB: if you have Stata 8, you should be using -pgmhaz8- rather than
-pgmhaz-. (Use the -ssc install- command to get it.)
Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
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