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st: panel data with AFT models


From   Yanling Wang <yanling_wang@carleton.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: panel data with AFT models
Date   Thu, 18 Feb 2010 10:50:29 -0500 (EST)

Would somebody please answer how "streg" handle time-varying covariates in AFT
models? Thank you.

Yanling

------------------------------
Yanling Wang
President-Elect
Chinese Economists Society
Associate Professor
School of Int'l Affairs
Carleton University
http://www.carleton.ca/~ywang1

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