[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Request to guide for survival analysis

From   haque abdul <>
Subject   st: Request to guide for survival analysis
Date   Sun, 19 Aug 2007 21:34:11 -0700 (PDT)

Dear Stata list members,
I am using parametric models for a survival analysis.
I have a sequence of runs and want to test duration
dependence, a technique developed by McQueen and
Thorley (1994) to test the bubbles in stock prices.
They contend that if prices contain bubbles, then runs
of positive returns will exhibit negative duration
dependence, i.e., an inverse relation exists between
the probability of a run ending and the length of the
run. They adopted log-logistic model for testing.
I am little confused while estimating  log-logistic,
weibull model.
I am using foloowing commands
stset curun
streg curun, dist(llogistic) time
streg curun, dist(weibull) time
The attached file contains the data set. 
I appreciate any answer and help.

Moody friends. Drama queens. Your life? Nope! - their life, your story. Play Sims Stories at Yahoo! Games.  

Attachment: RUNS.dta
Description: 1951027721-RUNS.dta

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index