STQUANT: Stata module to estimate quantiles for survival time

Enzo Coviello ()
Additional contact information
Enzo Coviello: Dipartimento di Prevenzione Az. USL Ba/1

Statistical Software Components from Boston College Department of Economics

Abstract: stquant presents point and interval estimates of quantiles for survival time. Confidence intervals are obtained by two methods: large sample normal distribution of the estimated quantile and that one proposed by Brookmeyer and Crowley. Both show limits. The first one has not yet been fully studied and I noted some inconsistencies for small samples in the right tail of the survivorship function. The latter method is recommended in the literature to be employed when there are no tied survival times. This is version 2.01 of the software.

Language: Stata
Requires: Stata version 6.0
Keywords: survival analysis; quantile estimation (search for similar items in EconPapers)
Date: 1999-10-11, Revised 2000-02-24
Note: This module may be installed from within Stata by typing "ssc install stquant". 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.
References: Add references at CitEc
Citations:

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

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s392601

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().