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STPIECE: Stata module to estimate piecewise-constant hazard rate models

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Author Info

  • Jesper B. Sorensen

    ()
    (University of Chicago Graduate School of Business)

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    Abstract

    stpiece is a wrapper that uses a number of existing Stata routines to estimate piecewise-constant hazard rate models. A piecewise-constant model is an exponential hazard rate model where the constant rate is allowed to vary within pre-defined time-segments. Estimation of this model in Stata is usually a multi-step process, since one must manually define the time pieces and if necessary split the spells. stpiece automates this process.

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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpiece.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/stpiece.hlp
    File Function: help file
    Download Restriction: no

    Bibliographic Info

    Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S396901.

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    Programming language: Stata
    Requires: Stata version 6.0
    Date of creation: 17 Nov 1999
    Date of revision:
    Handle: RePEc:boc:bocode:s396801

    Note: This module may be installed from within Stata by typing "ssc install stpiece". Windows users should not attempt to download these files with a web browser.
    Contact details of provider:
    Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
    Phone: 617-552-3670
    Fax: +1-617-552-2308
    Email:
    Web page: http://fmwww.bc.edu/EC/
    More information through EDIRC

    Order Information:
    Web: http://repec.org/docs/ssc.php

    Related research

    Keywords: survival; hazard models;

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