PGMHAZ8: Stata module to estimate discrete time (grouped data) proportional hazards models

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 8.0
Keywords: duration data; survival; proportional hazards; frailty (search for similar items in EconPapers)
Date: Written 2004-04-13
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.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/pgmhaz8.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pgmhaz8_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pgmhaz8.hlp help file (text/plain)

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