PGMHAZ8: Stata module to estimate discrete time (grouped data) proportional hazards models
Abstractpgmhaz8 estimates by ML two discrete time (grouped data) proportional hazards regression models, one of which incorporates a gamma mixture distribution to summarize unobserved individual heterogeneity (or 'frailty'). Covariates may include regressor variables summarizing observed differences between persons (either fixed or time-varying), and variables summarizing the duration dependence of the hazard rate. With suitable definition of covariates, models with a fully non-parametric specification for duration dependence may be estimated; so too may parametric specifications. pgmhaz8 thus provides a useful complement to stcox (for continuous survival time data), and related programs.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S438501.
Programming language: Stata
Requires: Stata version 8.0
Date of creation: 13 Apr 2004
Date of revision: 17 Sep 2004
Note: This module may be installed from within Stata 8 by typing "ssc install pgmhaz8". 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
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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