Title
msdthaz -- Multiply-specified discrete-time event history analysis
Syntax
msdthaz using filename [, options]
options Description ------------------------------------------------------------------------- Model tpar(#) select alternative parameterizations of time link(linkname) link function; default is logit hazard
SE/Robust cluster(varname) adjust standard errors for intragroup correlation
Reporting baseline include baseline estimates model output model estimate level(#) set confidence level; default is level(95)
Graph options graph(#) conditional hazard, survival, or cumulative incidence curves
Miscellaneous copyleft display license information -------------------------------------------------------------------------
linkname Description ------------------------------------------------------------------------- logit logit hazard probit probit hazard cloglog complimentary log log hazard -------------------------------------------------------------------------
fweights, iweights, and pweights are allowed; see weight.
Description
msdthaz uses dthaz to perform discrete time analyses with multiply-specified models, returning the matrix e(MSHazard) that contains conditional hazard and survival probabilities for all specifications of a given model. The model is estimated once, and probabilities for different specifications of that model are calculated thereafter. A strength of msdthaz is that multiple conditional hazard or survival curves may be overlaid on the same graph.
The required using filename statement directs the program to an arbitrarily named ASCII text file containing the predictor variable names and specification values desired by the user. The first line of this file must contain the predictor variable names, separated by spaces. Each line thereafter contains exactly one set of comma or space separated specified values for these variables. In this way the effects of predictors upon conditional hazard and survival probabilities may be evaluated. The discrete time model to be estimated is specified in the options as per dthaz. Because msdthaz obtains its specified values from the file, the specify() option cannot be used with msdthaz.
msdthaz accepts the same arguments as dthaz, excepting grtwoway options which the program will not accept.
Options
+-------+ ----+ Model +------------------------------------------------------------
tpar(#) selects alternative parameterizations of time. Such time parameterizations allow a parsimonious smoothing of the effects of time, and are as follows:
-1 Fully discrete time parameterization. This setting is the default, and reflects unique effects of time for each period.
0 Constant time parameterization. This model constrains the effect of time to be constant across all periods. The model includes a prespecified constant term, is used in the following models, and permits model nesting.
N Polynomial time parameterization. This model constrains the effect of time as a polynomial function of order N. If the representation of time is over-specified (i.e. has more predictors than the number of periods in the dataset, or than the number the analysis has been truncated to) then the user will be warned and the parameterization will be reset to its maximum. Lower order models nest within higher order ones. N > 0.
-2 Root time parameterization. This model constrains the effect of time as a square-root function of period (plus constant plus linear terms)
link(linkname) switches between different models of the hazard function: logit, probit or complimentary log log hazards. The default is the logit hazard model. See dthaz for more details.
+-----------+ ----+ SE/Robust +--------------------------------------------------------
cluster(varname) adjusts the standard errors of the estimates for person-level (between person) variance in repeated measures designs by specifying the id variable used to construct the person-period dataset.
+-----------+ ----+ Reporting +--------------------------------------------------------
baseline includes baseline (i.e. unconditional) hazard and survival probabilities and graphs in the output.
model displays the estimated model in the output.
level(#); see [R] estimation options.
+---------------+ ----+ Graph options +----------------------------------------------------
graph(#) graphs conditional hazard probabilities (1), survival probabilities (2), both (3) or (4) cumulative incidence probabilities (i.e. 1 - survival) against discrete time periods. Graphing options available to graph_twoway are available. The default setting is no graph. Different colors are automatically assigned to each line.
+---------------+ ----+ Miscellaneous +----------------------------------------------------
copyleft msdthaz is free software, licensed under the GPL. The copyleft option displays the copying permission statement for msdthaz. The full license can be obtained by typing:
. net describe dthaz, from (http://www.doyenne.com/stata)
and clicking on the click here to get link for the ancillary file.
Examples
The following example illustrates the specification plaint text file format, with the first line containing variable names separated by spaces, and subsequent four lines containing bespoke values for each variable:
female age 0 20 1 20 0 30 1 30
--------------------------------------------------------------------------- . msdthaz using ":Path:myfile"
--------------------------------------------------------------------------- . msdthaz using ":Path:myfile" truncate(6)
--------------------------------------------------------------------------- . msdthaz using ":Path:myfile" link(cloglog) model tp(3) ---------------------------------------------------------------------------
Author
Alexis Dinno Portland State University alexis dot dinno at pdx dot edu
Saved results
msdthaz returns e(MSHazard) with period and each of the hazard and survival probabilities for each specified prediction (including baseline if that option is set).
Also See
Help: dthaz, prsnperd