PGMHAZ8: Stata module to estimate discrete time (grouped data) proportional hazards models
pgmhaz8 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.
|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: |
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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