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st: Revised version of -hshaz- on SSC


From   "Stephen P. Jenkins" <[email protected]>
To   [email protected]
Subject   st: Revised version of -hshaz- on SSC
Date   Wed, 25 Jan 2006 14:50:49 +0000

With thanks to Kit Baum, a revised version of -hshaz- is now downloadable from
SSC.

This version fixes a bug in the display of the standard errors of the estimated
mass point probabilities of the discrete frailty distribution. The SEs in the
originally-estimated metric (transformations of the probabilities) were
correct, but I had used an incorrect formula when displaying the SEs of the
probabilities. Thanks to Arne Uhlendorff and Peter Haan of DIW Berlin for
alerting me to this.

TITLE
      'HSHAZ': module to estimate discrete time (grouped data) proportional
hazards models

DESCRIPTION/AUTHOR(S)

      -hshaz- estimates, using ML, two discrete time (grouped data)
      proportional hazards regression models, one of which incorporates
      a discrete mixture distribution to summarize unobserved
      individual heterogeneity (or 'frailty'). More specifically, the
      models are (1) the Prentice-Gloeckler (1978) model; and (2) the
      Prentice-Gloeckler (1978) model incorporating a discrete mixture
      distribution to summarize unobserved individual heterogeneity, as
      proposed by Heckman and Singer (1984). Cf. -pgmhaz8- which
      estimates discrete time proportional hazards models with a Gamma
      distribution to characterize frailty.

      KW: duration data
      KW: survival
      KW: proportional hazards
      KW: frailty

      Requires: Stata version 8.2

      Distribution-Date: 20060125

      Author: Stephen P. Jenkins, University of Essex
      Support: email [email protected]


----------------------------------------------------------------------------------------------------
(type -ssc install hshaz- to install)




--
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/

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