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Re: st: panel data with AFT models


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: panel data with AFT models
Date   Thu, 18 Feb 2010 17:03:03 +0000 (GMT)

--- On Thu, 18/2/10, Yanling Wang wrote:
> Would somebody please answer how
> "streg" handle time-varying covariates in AFT
> models? Thank you.

There is a lot of useful material on that here:
http://www.iser.essex.ac.uk/study/resources/module-ec968

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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