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

Author

Listed:
  • Stephen P. Jenkins

    (London School of Economics and Political Science)

Programming Language

Stata

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.

Suggested Citation

  • Stephen P. Jenkins, 2004. "PGMHAZ8: Stata module to estimate discrete time (grouped data) proportional hazards models," Statistical Software Components S438501, Boston College Department of Economics, revised 17 Sep 2004.
    • Handle: RePEc:boc:bocode:s438501
    Note: This module may be installed from within Stata 8 by typing "ssc install pgmhaz8". 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.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/p/pgmhaz8.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/pgmhaz8_ll.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/pgmhaz8.hlp
    File Function: help file
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