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Re: st: duration analysis in gllamm


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: duration analysis in gllamm
Date   Tue, 13 Jul 2010 05:54:56 +0000 (GMT)

On 12/07/2010 17:57, Maarten buis wrote:
> > continuous unobserved variable. I have recently done
> > some simulations where I found that especially the two
> > class case tends to exhibit behaviour that is unique
> > to a grouped distribution: over time the negative
> > correlation between the observed and unobserved
> > variables first increased and than decreased again.
> > The latter decrease was due to the fact that at later
> > points in time "frail" class became almost empty.

--- On Mon, 12/7/10, Antoine Terracol wrote:
> Maarten, just to be sure I get your point, I am correct in
> assuming that you started with independant observed and
> unobserved variables (as is assumed by single spells PH
> duration models), and the correlation pattern you're
> describing is among the survivors at each point in time?

That is correct. To be exact, I have been playing around
with my -seqlogit- command, where selection on the unobserved
variables over transitions plays a similar role as selection
on these variables over time in survival models. A small 
example that reproduces this behaviour is given below, which
requires the -seqlogit- package. You can download it by typing
in Stata -ssc install seqlogit-.

*----------------- begin example ----------------
sysuse nlsw88, clear
gen ed = cond(grade< 12, 1, ///
         cond(grade==12, 2, ///
         cond(grade< 16, 3,4))) if grade < .
gen byr = (1988-age-1950)/10
gen white = race == 1 if race < .

seqlogit ed byr south,                   ///   
         ofinterest(white) over(byr)     ///
         tree(1 : 2 3 4, 2 : 3 4, 3 : 4) ///
         or pr(.5 .5) sd(3)
uhdesc
*----------------- end example -------------------
(For more on examples I sent to the Statalist see: 
http://www.maartenbuis.nl/example_faq )

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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