st: Goodness of fit for discrete hazard model with unobserved heterogeneity

[Urmi Bhattacharya <ub3@indiana.edu>]

Hi All,

I am estimating a discrete hazard model with unobserved heterogeneity
( which is statistically significant). Is there any test for goodness
of fit for such a model? I generated the fitted survival function and
compared it with the sample survivor function but it is hardly
satisfactory because a) using the below model I get a predicted hazard
 which assumes that the random effect is 0 and b) It is only a visual
comparison and hence not very convincing.


xtlogit school_left childage i.childfemale i.urban i.scstobc
i.casteother i.dadp i.dadm i.momp i.momm wagep wage5 wage8 wage9 distp
distm disth percapcons durat1 durat2 durat3 durat4 durat5 durat6
durat7 durat8 durat9 durat10 durat11, nocons nolog i(childcaseid)

Any suggestions would be really helpful.

Best

Urmi Bhattacharya
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/