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

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 8.2
Keywords: duration data; survival; proportional hazards; frailty (search for similar items in EconPapers)
Date: Written 2004-07-22
Note: This module may be installed from within Stata 8 by typing "ssc install hshaz". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/h/hshaz.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hshaz_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hshaz.hlp help file (text/plain)

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