It was pointed out to me that I misspelt Wiener as Weiner, so this has
been changed in the help file and option names. Also, the original help
file described a parameter as a variance when it is in fact a standard
deviation, and the program now finds better starting values for the
two-parameter gamma distribution.
Thank-you to Kit Baum for putting these revised files on SSC.
Jamie Griffin.
>>> [email protected] 06/17/05 6:31 pm >>>
Thanks to Kit Baum, a new program called -intcens- is available on SSC
for interval-censored survival analysis.
Type -ssc describe intcens- in Stata to find it. It's written for
version 8.
This program fits various distributions by maximum likelihood to
non-negative data which can be left-, right- or interval-censored or
point data. The supported distributions are exponential, Weibull,
Gompertz, log-logistic, log-normal, 2 and 3 parameter gamma, inverse
Gaussian (which is the time to reach a certain distance from the
origin
for a Weiner process) and an extension of the inverse Gaussian which
is
the time to reach a certain point for a Weiner process with random
drift.
The last one is described in: Aalen O.O. & Gjessing H.K. (2001)
Understanding the shape of the hazard rate: A process point of view.
Statistical Science, 16, 1.
The program doesn't use -St.- settings but needs two variables to
specify the left and right hand ends of the interval, as in the
official
Stata program -intreg-.
Please report any problems to me.
Jamie Griffin
[email protected]
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