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

Author

Listed:
  • Jesper B. Sorensen

    (University of Chicago Graduate School of Business)

Programming Language

Stata

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.

Suggested Citation

  • Jesper B. Sorensen, 1999. "STPIECE: Stata module to estimate piecewise-constant hazard rate models," Statistical Software Components S396901, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s396801
    Note: This module may be installed from within Stata by typing "ssc install stpiece". 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.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/stpiece.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stpiece.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Gunnar Andersson & Kirk Scott, 2007. "Childbearing dynamics of couples in a universalistic welfare state: the role of labor-market status, country of origin, and gender," MPIDR Working Papers WP-2007-016, Max Planck Institute for Demographic Research, Rostock, Germany.

    More about this item

    Keywords

    survival; hazard models; Stata;
    All these keywords.

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