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Re: st: Help for survial analysis


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Help for survial analysis
Date   Mon, 20 Aug 2007 15:56:27 -0400

As has been noted on a number of occasions in the past, when citing a publication, full information regarding the publication shoujld be provided. Some of us are not economists, and I, for one, have never heard of McQueen and Thorley (1994). Information about the publication would save those of us interested in this method for studying duration dependence from having to do a literature search. David Greenberg, Sociology Department,  New York University

----- Original Message -----
From: khan ali <economichust@yahoo.com>
Date: Monday, August 20, 2007 7:44 am
Subject: st: Help for survial analysis
To: statalist@hsphsun2.harvard.edu


> 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
> 
> 
> 
> 
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