st: Question about how streg using the constant-only model for starting values

[Jonathan Eggleston <eggleston@email.virginia.edu>]

I have a question about how Stata uses the constant-only model in 
streg.  My understanding is that Stata uses the constant-only model to 
generate starting values for the main model.  I've used the "trace" 
option to see how this works, but I'm confused about how this works when 
I use frailty.  If I do

webuse bc, clear
stset t, fail(dead)

and then I run

streg age smoking, d(weibull)  trace

I get this as part of my output

-------------+----------------------------------------------------------------
Iteration 4:
Coefficient vector:
           _t:      ln_p:
        _cons      _cons
r1  -.6860931  -.3380965
                                                   log likelihood = 
-138.83047

-------------+{hline 64


Fitting full model:

--------------------------------------------------------------------------------------------------------------------------
Iteration 0:
Parameter vector:
           _t:        _t:        _t:      ln_p:
          age    smoking      _cons      _cons
r1          0          0  -.6860931  -.3380965

                                                   log likelihood = 
-138.83047


So without frailty, it makes sense how Stata uses the constant-only 
model.  However, when I add frailty with the command

streg age smoking, d(weibull) frailty(gamma) trace

I get this for the output

Iteration 4:
Parameter vector:
           _t:      ln_p:    ln_the:
        _cons      _cons      _cons
r1  -2.368818   .2681029   .9247814

                                                   log likelihood = 
-136.01201
--------------------------------------------------------------------------------------------------------------------------

Fitting full model:

--------------------------------------------------------------------------------------------------------------------------
Iteration 0:
Parameter vector:
           _t:        _t:        _t:      ln_p:    ln_the:
          age    smoking      _cons      _cons      _cons
r1   .1644213   .9056537  -11.20242   .3633523          0

                                                   log likelihood = 
-85.933969


Without a clear connection between these two iterations.  Does anyone 
know how Stata uses the constant-only model with frailty? Thank you.



--
Jonathan Eggleston
PhD Candidate
Department of Economics
University of Virginia

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