Statalist


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

st: Help for survial analysis


From   khan ali <economichust@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Help for survial analysis
Date   Sun, 19 Aug 2007 21:16:22 -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 following 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.
 
Thanks
ABDUL-HAQUE




      ____________________________________________________________________________________
Fussy? Opinionated? Impossible to please? Perfect.  Join Yahoo!'s user panel and lay it on us. http://surveylink.yahoo.com/gmrs/yahoo_panel_invite.asp?a=7 



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index