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st: Specification of Parametric Hazard Models in Stata
From
Pedro Gardete <[email protected]>
To
statalist <[email protected]>
Subject
st: Specification of Parametric Hazard Models in Stata
Date
Wed, 18 Sep 2013 13:03:26 -0700
I've been playing with the hazard models in Stata, and have been
comparing the results to some code of my own. What follows is for the
log-logistic, but I assume it applies to the Weibull distribution as
well.
In building the likelihood function, it appears Stata introduces the
parameter "p" of the distribution in the lambda(.) function (as
defined in Table 1 of the [st] manual) that goes into the survival
function, but not into the pdf or the hazard functions. I can't find a
good justification for this...
Thanks,
Pedro
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