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Re: st: Competing risks models with discrete time data


From   Antoine Terracol <Antoine.Terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Competing risks models with discrete time data
Date   Wed, 12 Mar 2008 15:45:12 +0100

Dear Luis,

I have written a program for a model with two dependant competing risks and discrete time observations (i.e. you know if an individual has exited in a given time interval, but not the exact date). The model uses a bivariate discrete distribution for the heterogeneity terms in order to correlate the risks. It does not handle stock sampling. If this is what you are looking for, email me privately and I will send you the code.

Best,
Antoine

Luis Ortiz wrote:

Dear Statalisters,

I am running an event-history (survival) analysis with discrete time (panel)
data. My risk period may potentially end in different, concurring events.
They might not be independent. I am almost sure they are not.

It seems that modelling competing risks with discrete time data is "rather
complex". Stephen Jenkins says so in one of its lessons, generously provided
on-line.

Do you happen to know if STATA10 provides any improvement in this regard;
that is, if there is any improvement that allows for modelling competing
risks with discrete time panel data?

Many thanks for your attention

Luis Ortiz


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