Being relatively new to using STATA, I would appreciate input regarding
whether and how STATA can be used to estimate discrete-time competing
risk hazard models(3-4 states) where the unobserved heterogeneity is
modeled as random errors drawn from finite distributions having
relatively small (possibly unknown) numbers of points of support. In
particular, it would be fine to employ a multinomial logit specification
conditional on the unobserved heterogeneity and step functions allowing
duration dependence. The model I have in mind is a special case of the
model in Blau and Riphahn, "Labor force transitions of older married
couples" in Labour Economics, 1999, pp. 229-251.
Thanks in advance for your input.
Hamp Lankford
Hamilton Lankford
Department of Economics
University at Albany
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