With many thanks to Kit Baum, my program -hshaz- is now available for
download from the SSC archive. A description follows below. To install
the program,
ssc install hshaz
Please email me with comments and suggestions.
DESCRIPTION
-hshaz- estimates, using ML, two discrete time (grouped data)
proportional hazards regression models, one of which incorporates
a discrete mixture distribution to summarize unobserved
individual heterogeneity (or 'frailty'). More specifically, the
models are (1) the Prentice-Gloeckler (1978) model; and (2) the
Prentice-Gloeckler (1978) model incorporating a discrete mixture
distribution to summarize unobserved individual heterogeneity, as
proposed by Heckman and Singer (1984). Cf. -pgmhaz8- which
estimates discrete time proportional hazards models with a Gamma
distribution to characterize frailty.
Note. Similar models can also be estimated using -gllamm-, which also
has other features not in -hshaz- (e.g. Gateaux derivatives). -hshaz- is
a simpler one-task program.
Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
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