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st: Competing risks model and unobserved heterogeneity


From   Sridhar Telidevara <sridhar.telidevara@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Competing risks model and unobserved heterogeneity
Date   Sun, 18 Apr 2010 03:02:28 -0400

What does it mean if the likelihood value does not converge in a
competing risks model with unobserved heterogeneity? There is no
non-concavity. The parameter estimates of all the explanatory
variables except the parameters for the gamma distribution
(heterogeneity) remained the same over all the iterations (over 300
iterations). The estimates for the gamma distribution however are
increasing with each iteration. Improvement in the likelihood value is
approximately about 0.01 for every 12 iterations

Competing risks model with no heterogeneity model did not have any
convergence problems.

I know that stata 11 has competing risks module but it does not handle
heterogeneity. Has anybody implemented log-logistic accelerated
failure model with unobserved heterogeneity?

Thanks,

Sridhar
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