Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Discrete time with shared frailty

From   Jorge Luis Castaaeda Nuaez <>
Subject   st: Discrete time with shared frailty
Date   Wed, 04 Apr 2012 02:43:01 -0500

Dear statalisters.

I am trying to estimate the dropout of a social program as a discrete time duration model. I've already performed preliminary cloglog estimations assuming multiple functional forms for the hazard function. However, it is possible that there might be some unobserved heterogeneity in particular for some groups of individuals (say municipalities).

I've seen that a shared frailty model could deal with this but I'm not sure how to run it on stata for a discrete model. On the other hand, I thought of including a dummy for each group, but in that case I would find myself dealing with a very large dataset that stata wouldn't be able to handle.

I would appreciate any suggestion.


Jorge Luis

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index