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Re: st: Competing risks models with discrete time data
From
Antoine Terracol <[email protected]>
To
[email protected]
Subject
Re: st: Competing risks models with discrete time data
Date
Wed, 12 Mar 2008 15:45:12 +0100
Dear Luis,
I have written a program for a model with two dependant competing risks
and discrete time observations (i.e. you know if an individual has
exited in a given time interval, but not the exact date). The model uses
a bivariate discrete distribution for the heterogeneity terms in order
to correlate the risks. It does not handle stock sampling. If this is
what you are looking for, email me privately and I will send you the code.
Best,
Antoine
Luis Ortiz wrote:
Dear Statalisters,
I am running an event-history (survival) analysis with discrete time (panel)
data. My risk period may potentially end in different, concurring events.
They might not be independent. I am almost sure they are not.
It seems that modelling competing risks with discrete time data is "rather
complex". Stephen Jenkins says so in one of its lessons, generously provided
on-line.
Do you happen to know if STATA10 provides any improvement in this regard;
that is, if there is any improvement that allows for modelling competing
risks with discrete time panel data?
Many thanks for your attention
Luis Ortiz
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