This was posted earlier, but got no response,
perhaps because it isn't clear what you seek.
You state that you are a "little confused",
but about what precisely?
Nick
[email protected]
khan ali (a.k.a. ABDUL-HAQUE)
> I am using parametric models for a survival analysis.
> I have a sequence of runs and want to test duration
> dependence, a technique developed by McQueen and
> Thorley (1994) to test the bubbles in stock prices.
> They contend that if prices contain bubbles, then runs
> of positive returns will exhibit negative duration
> dependence, i.e., an inverse relation exists between
> the probability of a run ending and the length of the
> run. They adopted log-logistic model for testing.
> I am little confused while estimating log-logistic,
> weibull model.
> I am using following commands
>
> stset curun
> streg curun, dist(llogistic) time
> streg curun, dist(weibull) time
>
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