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Re: st: Estimating a hazard model with grouped data


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Estimating a hazard model with grouped data
Date   Fri, 6 Jul 2007 13:10:53 -0400

Chad--
No doubt Stephen P. Jenkins will have better ideas, but you might
. clogit inv xvars t1-t16, group(firm) cluster(firm)
(-clogit- is the same as -xtlogit, fe-).

On 7/6/07, Larson, Chad <larsonch@bus.umich.edu> wrote:
I'm struggling to determine the most appropriate way to estimate a
hazard model for the following data:

Dependent Variable
Yitj=1,0  where i=istitutions, t=periods from t=0, and j=firm level

(Different institutions (i) are invested in firm (j) and then at some
point in time the firms choose to sell their investment)

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