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

Jesper B. Sorensen ()
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Jesper B. Sorensen: University of Chicago Graduate School of Business

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 6.0
Keywords: survival; hazard models (search for similar items in EconPapers)
Date: Written 1999-11-17
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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/stpiece.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stpiece.hlp help file (text/plain)

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