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st: panel data with AFT models
From
Yanling Wang <[email protected]>
To
[email protected]
Subject
st: panel data with AFT models
Date
Thu, 18 Feb 2010 10:50:29 -0500 (EST)
Would somebody please answer how "streg" handle time-varying covariates in AFT
models? Thank you.
Yanling
------------------------------
Yanling Wang
President-Elect
Chinese Economists Society
Associate Professor
School of Int'l Affairs
Carleton University
http://www.carleton.ca/~ywang1
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