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st: Survival analysis: repeated spells


From   "V. Martini" <[email protected]>
To   Statalist <[email protected]>
Subject   st: Survival analysis: repeated spells
Date   Fri, 25 Sep 2009 18:07:17 +0100

Hello,

this is maybe a trivial question for some of you:

how does stata account for the presence of repeated spells?

I know that, in order to account for different spells that refers to the same unit, stata requires to specify the id( ) option when the data are stset-ted. But my question is about how stata deals with this problem in the estimation.

For instance, suppose the contribution to the loglikelihood (with right censoring) is given by:

L(i)=  c log h(t)+log S(t)

where c is a censoring variable (c=1 if spell is complete), h is the hazard function and S the survival function.

How the contribution to the likelihood changes when unit i has repeated spells? In my case this is relevant because I have to program the likelihood function by myself.


Many thanks,

Vinicio
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