# st: streg

 From "mujde erten" To statalist@hsphsun2.harvard.edu Subject st: streg Date Mon, 3 Nov 2008 22:33:31 -0500

```Hi all,

I am trying to learn how to use streg for generalized gamma
estimation. So far i  have been unsuccessful in doing so because i am
unable to get convergent solution. My question to you all is whether
i am missing smt out while invoking streg or using it improperly.
Below i have attached the small piece of code i have been working
with. It tries to generate log normal data and then tries to fit
generalized gamma model to it. (lognormal is a special case of
generalized gamma)

set obs 10000
obs was 0, now 10000

. set seed 753

. gen x = 2*uniform()

. quietly summ x

. local meanx r(mean)

. gen e1 = invnormal(uniform())

. gen e2 = 2*invnormal(uniform())

. local b01 = ln(1)- `meanx' - 0.5*1

. local b02 = ln(1)- `meanx' - 0.5*2

. forvalues i = 1/2 {
2.         gen y`i' = exp(`b0`i'' + x + e`i')
3. }

. forvalues j = 1/2 {
2.         stset y`j'
3.         streg y`j' x, d(gamma) robust skip difficult nonrtolerance
4.         matrix beta`j' = e(b)
5.         matrix stdev`j' = vecdiag(e(V))
6. }

failure event:  (assumed to fail at time=y1)
obs. time interval:  (0, y1]
exit on or before:  failure

------------------------------------------------------------------------------
10000  total obs.
0  exclusions
------------------------------------------------------------------------------
10000  obs. remaining, representing
10000  failures in single record/single failure data
11958.73  total analysis time at risk, at risk from t =         0
earliest observed entry t =         0
last observed exit t =  56.57502

failure _d:  1 (meaning all fail)
analysis time _t:  y1

Iteration 0:   log pseudolikelihood = -21029.662  (not concave)
Iteration 1:   log pseudolikelihood = -17755.326  (not concave)
Iteration 2:   log pseudolikelihood = -11915.691  (not concave)
Iteration 3:   log pseudolikelihood = -9081.0115
Iteration 4:   log pseudolikelihood = -7834.9916
discontinuous region encountered
cannot compute an improvement
r(430);

end of do-file

r(430);
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
```