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Re: st: panel data with AFT models
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: panel data with AFT models
Date
Thu, 18 Feb 2010 17:03:03 +0000 (GMT)
--- On Thu, 18/2/10, Yanling Wang wrote:
> Would somebody please answer how
> "streg" handle time-varying covariates in AFT
> models? Thank you.
There is a lot of useful material on that here:
http://www.iser.essex.ac.uk/study/resources/module-ec968
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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