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st: Basic notation for discrete times unevenly spaced


From   Giuliana De Luca <[email protected]>
To   [email protected]
Subject   st: Basic notation for discrete times unevenly spaced
Date   Thu, 1 Jul 2010 11:58:35 +0200

Dear All,
I am interested in estimating a discrete time survival model with unequal interval length (i.e. 0-1 year; 1-3 year; 3-5 years). I am trying to re-write the likelihood function using a generalization of the notation used first in Jenkins (1995) based on unit length. Does anybody know how to deal with this issue and at the same time preserve simplicity and clearness?
Thank you very much.

Giuliana.

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