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STGENREG: Stata module to fit general parametric survival models

Author

Listed:
  • Michael J. Crowther

    (Karolinska Institutet)

  • Paul Lambert

    (University of Leicester)

Programming Language

Stata

Abstract

stgenreg fits parametric survival models using any user-defined [log] baseline hazard fuction. Gaussian quadrature is used to evaluate the cumulative hazard function and consequently the survival function allowing the estimation of a parametric survival model with almost any form. The [log] hazard function must be written in Mata code using colon operators. Each parameter defined in a [log] hazard function can include components, whereby each component can contain variables, user-defined functions of time, restricted cubic spline functions and/or fractional polynomial functions. Time-dependent effects can be included in any component. Relative survival models can also be fitted.

Suggested Citation

  • Michael J. Crowther & Paul Lambert, 2013. "STGENREG: Stata module to fit general parametric survival models," Statistical Software Components S457579, Boston College Department of Economics, revised 06 Feb 2014.
    • Handle: RePEc:boc:bocode:s457579
    Note: This module should be installed from within Stata by typing "ssc install stgenreg". 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/s/stgenreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stgenreg_gaussquad.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stgenreg_d0.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stgenreg.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stgenreg_pred.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stgenreg_postestimation.sthlp
    File Function: help file
    Download Restriction: no
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