With thanks to Kit Baum, a revised version of -hshaz- is now downloadable from
SSC.
This version fixes a bug in the display of the standard errors of the estimated
mass point probabilities of the discrete frailty distribution. The SEs in the
originally-estimated metric (transformations of the probabilities) were
correct, but I had used an incorrect formula when displaying the SEs of the
probabilities. Thanks to Arne Uhlendorff and Peter Haan of DIW Berlin for
alerting me to this.
TITLE
'HSHAZ': module to estimate discrete time (grouped data) proportional
hazards models
DESCRIPTION/AUTHOR(S)
-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.
KW: duration data
KW: survival
KW: proportional hazards
KW: frailty
Requires: Stata version 8.2
Distribution-Date: 20060125
Author: Stephen P. Jenkins, University of Essex
Support: email [email protected]
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(type -ssc install hshaz- to install)
--
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/
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