Look at:
st: Re: competing risk modells in stata 8/9, Lars Kroll (Tue Aug 16
05:20:58 2005)
URL: http://www.stata.com/statalist/archive/2005-08/msg00502.html
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Yours,
Lars
Fatma El-Hamidi schrieb:
Hello,
I'm trying to run a competing risk, proportional hazard methodology to
estimate the hazard function and the effects of the covariates on outflow
from unemployment to public sector employment, private formal sector,
private informal sector, and out of the labor force.
I have a continuous "time of unemployment variable" which I recoded it into
intervals. I have also created a status variable that runs from 0-4 =
(0=3Dunem; 1=3Dpub; 2=3Dprv; 3=3Dinf; 4=3Dolf)
my question is how do I st the data. I know I should expand the data as in:
"expand 4", but don't know exactly how I should "st" the failure variable.
any suggestion is highly appreciated.
thank you
Fatma
Fatma El-Hamidi
[email protected]
________________________________________
From: [email protected]
[mailto:[email protected]] On Behalf Of Roys, Nicolas A.
Sent: Wednesday, August 17, 2005 5:25 PM
To: [email protected]
Subject: st: bootstrap with stata (once again)
Hi everybody,
I want to bootstrap the variance of the standard deviation of "ice", and the
standard deviation of "ich"
so I think the stata command is simply :bs "summarize ice, detail" "r(sd)",
rep(1000)
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Lars E. Kroll
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