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Re: st: Discrete time with shared frailty

From   Steve Samuels <>
Subject   Re: st: Discrete time with shared frailty
Date   Wed, 4 Apr 2012 17:55:47 -0400

A "search, all" for "frailty discrete" turns up: -hshaz- , -pgmhaz-, and -pgmhaz8-, all by Stephen Jenkins, all at SSC. If you look at the "See also" section of the -help- for -cloglog-, you will be directed to -xtcloglog- and, from there, to -xtgee-; both fit population-averaged and random effects cloglog models. Another possibility is -gllamm- (from SSC), which can fit multi-level cloglog models.


On Apr 4, 2012, at 3:43 AM, Jorge Luis Castaaeda Nuaez wrote:

Dear statalisters.

I am trying to estimate the dropout of a social program as a discrete time duration model. I've already performed preliminary cloglog estimations assuming multiple functional forms for the hazard function. However, it is possible that there might be some unobserved heterogeneity in particular for some groups of individuals (say municipalities).

I've seen that a shared frailty model could deal with this but I'm not sure how to run it on stata for a discrete model. On the other hand, I thought of including a dummy for each group, but in that case I would find myself dealing with a very large dataset that stata wouldn't be able to handle.

I would appreciate any suggestion.


Jorge Luis

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