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Re: st: competing risks model - unobserved heterogeneity


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: competing risks model - unobserved heterogeneity
Date   Mon, 12 Sep 2011 03:58:21 -0400

Benodet Karia <[email protected]>:
Can you estimate 2 (or M-1) different models treating the excluded
failures as censoring and using -hshaz- on SSC to account for
unobserved heterogeneity?
How do individual logits from a similar approach without unobserved
heterogeneity compare to your -mlogit- results?

On Sun, Sep 11, 2011 at 6:55 AM, Benodet Karia <[email protected]> wrote:
>
> Dear statalisters,
>
> I am running a multinominal (mnl) regression for a competing risks model.
>
> It is a panel data and I do have more than one observation for each individual. But it is not a repeated spell.
>
> Which comment / code is used to account for the unobserved heterogeneity in stata regarding this?
>
> Any suggestions, text-paper recommedations are welcome.
>
> BK
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