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st: command: stpiece


From   "Mussida Chiara" <chiara.mussida@unicatt.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: command: stpiece
Date   Fri, 22 Feb 2008 10:58:48 +0100

Hi guys,
I'm trying to sort out a specification issue for stpiece analysis.
More precisely I must estimate a piecewise constant hazard model for U duration (survival analysis). This, as you know, means to specify piece in which the dependent variable (for my model it is the unemployment duration, measured in months) is constant. The problem arise since, as stata help suggests: 
The data must be st. In order to create time pieces, an id variable
must be declared with stset. See st and stset. 
Now: is the id variable an additional variable to ne generated, or it simply refers to my dependent variable and therefore to the precise turning point that I want to specify?? this point for me is the median of the dependent variable distrn, and in a successive estimations there will be more time intervals dictated by the relative frequency of the observations...
Thanks for your attention,
chiara

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