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HSHAZ: Stata module to estimate discrete time (grouped data) proportional hazards models

Author

Listed:
  • Stephen P. Jenkins

    (London School of Economics and Political Science)

Programming Language

Stata

Abstract

-hshaz- estimates, using ML, two discrete time (grouped data) proportional hazards regression models, one of which incorporates a discrete mixture distribution to summarize unobserved individual heterogeneity (or 'frailty'). More specifically, the models are (1) the Prentice-Gloeckler (1978) model; and (2) the Prentice-Gloeckler (1978) model incorporating a discrete mixture distribution to summarize unobserved individual heterogeneity, as proposed by Heckman and Singer (1984). Cf. -pgmhaz8- which estimates discrete time proportional hazards models with a Gamma distribution to characterize frailty.

Suggested Citation

  • Stephen P. Jenkins, 2004. "HSHAZ: Stata module to estimate discrete time (grouped data) proportional hazards models," Statistical Software Components S444601, Boston College Department of Economics, revised 25 Jan 2006.
    • Handle: RePEc:boc:bocode:s444601
    Note: This module should be installed from within Stata 8 by typing "ssc install hshaz". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/h/hshaz.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/hshaz_ll.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/hshaz.hlp
    File Function: help file
    Download Restriction: no
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