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st: stset with multiple spells

From   Juan Manuel Jauregui <[email protected]>
To   [email protected]
Subject   st: stset with multiple spells
Date   Sun, 23 Apr 2006 19:32:24 -0700

My fellow Stata lovers,

I'm trying to stset my dataset, and I'm having trouble. I already read the [st]
manual, the great book by Cleves et al (2004) and also his excelent review of
this issue at the FAQ (reproducing the STB-49) and even a search of the
Statalist history and other websites wasn't fruitful.

Here is my problem:

I have an unbalanced panel of almost 200 individuals (countries in this case)
with 100 records each (25 years of quarterly data) and I want to study the
duration of some periods of financial distress. I have an event that marks the
begining of each crisis, and another event that marks its end. This crises
periods appear more than once for each country and they are separated from each
other by periods of tranquility, that is, analysis time should begin from 0 when
a new crisis begins.

The closest thing I think I can do is to take each episode as an individual and
take countries as groups and use a shared frialty model, but that wouldn't be
exactly what I want to do. I'd prefer to take it as repeated episodes of the
same individual.

Any help will be greatly appreciated.

Thanks a lot!

Juan Manuel Jauregui
Doctoral Student
Global Economics and Management
UCLA Anderson School of Management
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