Re: st: Han and Hausman (1990) Nonparametric Baseline Hazard

["Irwin T.S. Wang" <irwintswang@gmail.com>]

Stephen,

Thank you so much for your information. I also read up the material
you pointed to and they are very helpful since I have to account for
competing risks later on in my analysis. All in all, thanks so much.

T.S. Wang

On Wed, Dec 8, 2010 at 4:55 AM, Stephen P. Jenkins <stephenj@essex.ac.uk> wrote:
>
> ===============================
> Date: Tue, 7 Dec 2010 08:00:03 -0500
> On Dec 6, 2010, at 8:56 PM, Irwin T.S. Wang wrote:
>
> Dear All,
>
> Has anyone tried estimating the nonparametric baseline hazard
> discussed in Han and Hausman (1990) in Stata? I browsed through the
> archive but did not find relevant discussion. Any thoughts will be
> much appreciated.
>
> Han, A. and J.A. Hausman. 1990. Flexible Parametric Estimation of
> Duration and Competing Risk Models. Journal of Applied Econometrics
> 5(1):1-28.
>
> Thanks,
>
> T.S. Wang
> ================================
>
> My understanding is that H & H provided a way of estimating the
> discrete time proportional hazard regression model using an 'ordered
> logit' type regression applied to reorganised data. They also extend
> that approach to fit a model with Gamma distributed frailty.
>
> However you can estimate the same model in other ways. Without
> frailty, the model can be estimated using -cloglog-, and the Gamma
> frailty version of the model can be fitted using -pgmhaz8- (on SSC).
> See the 'unobserved heterogeneity' material in the MS and Lessons at
> the URL below.
>
> I conjecture that the H&H approach is not commonly used is because
> they never explicitly provide the expression for the likelihood
> contribution for right-censored spells in their article.  So, work by
> e.g. Meyer (Econometrica 1990) has become more commonly followed.  See
> the references cited in the previous paragraph.
>
> My discussion in the previous paragraphs refers to the single
> destination case -- not competing risks. For some discussion of
> competing risk models in the discrete time (grouped survival time)
> case, see the materials cited in para 2
>
> Stephen
> -------------------------------------------------------------
> Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
> Institute for Social and Economic Research
> University of Essex, Colchester CO4 3SQ, U.K.
> Tel: +44 1206 873374.  Fax: +44 1206 873151.
> http://www.iser.essex.ac.uk
> Survival Analysis using Stata:
> http://www.iser.essex.ac.uk/survival-analysis
> Downloadable papers and software: http://ideas.repec.org/e/pje7.html
>
>
>
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