st: Marginal effects from discrete-time duration model with Gamma distributed random variable for unobserved heterogeneity.

["Getinet A. Haile" <haileg@psi.org.uk>]

Dear Statalist,

I have a query re computing marginal effects from discrete-time duration
model with Gamma distributed random variable for unobserved heterogeneity. I
understand that the gamma variance term needs to be taken into account while
computing marginal effects but not sure how to implement this. The
discrete-time hazard function has the form
hj(Xij)=1-exp{-exp[Xij'B+Vj+log(ei)]}, Vj is the log of the integral of the
baseline hazard over interval j and ei is the unobserved heterogeneity term.
Any help on this is appreciated very much.

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