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st: MLE Estimation of Poisson process


From   <S.Jenkins@lse.ac.uk>
From   Sarit Weisburd <sarit.weisburd@mail.huji.ac.il>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: MLE Estimation of Poisson process
Date   Fri, 11 Nov 2011 11:44:06 -0000
Date   Thu, 10 Nov 2011 13:57:55 +0200

Dear statalist,

I think I have figured out how to run the MLE via MATA - but am
surprised the results are different from streg.
Does anyone know of a way to get a clear explanation of how streg
manages estimation with time varying covariates?
Or have any suggestions about what could be going on?
=========================

To use time-varying covariates with -streg-, one typically has to do
"episode splitting" prior to running -streg- itself. The sub-episodes
are survival time intervals within which the tvcs are assumed constant.

Stephen
-------------------------------------
Professor Stephen P. Jenkins  <s.jenkins@lse.ac.uk>
Department of Social Policy 
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, U.K.
Tel. +44 (0)20 7955 6527
Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP
2011, http://ukcatalogue.oup.com/product/9780199226436.do
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/survival-analysis
Downloadable papers and software: http://ideas.repec.org/e/pje7.html


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