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st: RE: Help for survial analysis


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Help for survial analysis
Date   Mon, 20 Aug 2007 13:03:28 +0100

This was posted earlier, but got no response, 
perhaps because it isn't clear what you seek. 

You state that you are a "little confused", 
but about what precisely? 

Nick 
n.j.cox@durham.ac.uk 

khan ali (a.k.a. ABDUL-HAQUE) 
  
> 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
>  

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