------------------------------------------------------------------------------------------------------ log: c:\Imbook\bwebpage\Section4\mma19p1comprisks.txt log type: text opened on: 19 May 2005, 17:52:44 . . ********** OVERVIEW OF MMA18P1COMPRISKS.DO ********** . . * STATA Program . * copyright C 2005 by A. Colin Cameron and Pravin K. Trivedi . * used for "Microeconometrics: Methods and Applications" . * by A. Colin Cameron and Pravin K. Trivedi (2005) . * Cambridge University Press . . * Chapter 19.5 pages 658-62 . * Competing Risks Example with censoring mechanism each of the three risks . * (1A) Table 19.2 p.659 Exponential . * (1B) Table 19.2 p.659 Exponential with IG frailty . * (2A) Table 19.3 p.659 Weibull . * (2B) Table 19.3 p.659 Weibull with IG frailty . * (2C) Table 19.3 p.660 Cox model . * (2D) Graph the resulting Cox baseline survival and cumulative hazards . * Figure 19.1: (combined_bsf.wmf) baseline survival functions . * Figure 19.2: (combined_cbh.wmf) baseline cumulative hazards . . * To run this program you need data file . * ema1996.dta . . * NOTE: The IG Heterogeneity estimation was unsuccessful for exponential . * but successful for Weibull . . ********** SETUP ********** . . set more off . version 8 . set scheme s1mono /* Used for graphs */ . set matsize 80 /* Needed for this program */ . . ********** DATA DESCRIPTION ********** . . * The data is from . * B.P. McCall (1996), "Unemployment Insurance Rules, Joblessness, . * and Part-time Work," Econometrica, 64, 647-682. . . * There are 3343 observations from the CPS Displaced Worker Surveys . * of 1986, 1988, 1990 and 1992 on 33 variables including . * spell = length of spell in number of two-week intervals . * CENSOR1 = 1 if re-employed at full-time job . * CENSOR2 = 1 if re-employed at part-time job . * CENSOR3 = 1 if re-employed but left job: pt-ft status unknown . * CENSOR4 = 1 if still jobless . . * See program mma17p4duration.do for further description of the data set . . ********** READ DATA and CREATE ADDITIONAL VARIABLES ********** . . use ema1996.dta (Sample for 1996 EMA paper: part-time= worked part-time last week) . . gen RR = reprate . gen DR = disrate . gen UI = ui . gen RRUI = RR*UI . gen DRUI = DR*UI . gen LOGWAGE = logwage . sum Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- spell | 3343 6.247981 5.611271 1 28 censor1 | 3343 .3209692 .4669188 0 1 censor2 | 3343 .1014059 .3019106 0 1 censor3 | 3343 .1717021 .3771777 0 1 censor4 | 3343 .3754113 .4843014 0 1 -------------+-------------------------------------------------------- ui | 3343 .5527969 .4972791 0 1 reprate | 3343 .4544717 .1137918 .066 2.059 logwage | 3343 5.692994 .5356591 2.70805 7.600402 tenure | 3343 4.114867 5.862322 0 40 disrate | 3343 .1094376 .0735274 .002 1.02 -------------+-------------------------------------------------------- slack | 3343 .4884834 .4999421 0 1 abolpos | 3343 .1456775 .3528354 0 1 explose | 3343 .5025426 .5000683 0 1 stateur | 3343 6.5516 1.803825 2.5 13 houshead | 3343 .6120251 .4873617 0 1 -------------+-------------------------------------------------------- married | 3343 .5860006 .4926221 0 1 female | 3343 .3478911 .4763725 0 1 child | 3343 .4501944 .4975876 0 1 ychild | 3343 .1956327 .3967463 0 1 nonwhite | 3343 .1390966 .3460991 0 1 -------------+-------------------------------------------------------- age | 3343 35.44331 10.6402 20 61 schlt12 | 3343 .2811846 .4496446 0 1 schgt12 | 3343 .3356267 .4722797 0 1 smsa | 3343 .7241998 .4469835 0 1 bluecoll | 3343 .6036494 .489212 0 1 -------------+-------------------------------------------------------- mining | 3343 .029315 .1687132 0 1 constr | 3343 .1480706 .3552231 0 1 transp | 3343 .0646126 .2458778 0 1 trade | 3343 .1848639 .3882452 0 1 fire | 3343 .0514508 .2209484 0 1 -------------+-------------------------------------------------------- services | 3343 .1699073 .3756075 0 1 pubadmin | 3343 .0095722 .097383 0 1 year85 | 3343 .2677236 .442839 0 1 year87 | 3343 .2174693 .4125862 0 1 year89 | 3343 .1998205 .3999251 0 1 -------------+-------------------------------------------------------- midatl | 3343 .1088842 .3115405 0 1 encen | 3343 .1429853 .3501103 0 1 wncen | 3343 .0643135 .2453472 0 1 southatl | 3343 .2375112 .4256217 0 1 escen | 3343 .0532456 .2245564 0 1 -------------+-------------------------------------------------------- wscen | 3343 .1441819 .3513266 0 1 mountain | 3343 .1079868 .3104102 0 1 pacific | 3343 .0260245 .159232 0 1 RR | 3343 .4544717 .1137918 .066 2.059 DR | 3343 .1094376 .0735274 .002 1.02 -------------+-------------------------------------------------------- UI | 3343 .5527969 .4972791 0 1 RRUI | 3343 .2478687 .2380667 0 2.059 DRUI | 3343 .0602776 .0754261 0 .824 LOGWAGE | 3343 5.692994 .5356591 2.70805 7.600402 . . ********* COMPETING RISKS FOR UNEMPLOYMENT DURATION ********** . . * Stata analysis requires using stset to define the dependent variable . * and the censoring variable if there is one . . * For the competing risks model there are three censoring variables . * CENSOR1 = 1 if re-employed at full-time job . * CENSOR2 = 1 if re-employed at part-time job . * CENSOR3 = 1 if re-employed but left job: pt-ft status unknown . . * Define $xlist = list of regressors used in subsequent regressions . global xlist RR DR UI RRUI DRUI LOGWAGE /* > */ tenure slack abolpos explose stateur houshead married /* > */ female child ychild nonwhite age schlt12 schgt12 smsa bluecoll /* > */ mining constr transp trade fire services pubadmin /* > */ year85 year87 year89 midatl /* > */ encen wncen southatl escen wscen mountain pacific . . *** (1A) EXPONENTIAL WITH NO HETEROGENEITY Table 19.2 . . stset spell, fail(censor1=1) failure event: censor1 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 1073 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nolog nohr robust dist(exponential) failure _d: censor1 == 1 analysis time _t: spell Exponential regression -- log relative-hazard form No. of subjects = 3343 Number of obs = 3343 No. of failures = 1073 Time at risk = 20887 Wald chi2(40) = 565.24 Log pseudo-likelihood = -2700.6903 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | .4720235 .6005534 0.79 0.432 -.7050396 1.649087 DR | -.5756396 .7624489 -0.75 0.450 -2.070012 .9187327 UI | -1.424561 .2493917 -5.71 0.000 -1.91336 -.9357622 RRUI | .9655904 .6118408 1.58 0.115 -.2335956 2.164776 DRUI | -.1990635 1.019118 -0.20 0.845 -2.196498 1.798371 LOGWAGE | .3508005 .115598 3.03 0.002 .1242327 .5773684 tenure | -.0001462 .0064637 -0.02 0.982 -.0128147 .0125224 slack | -.2593666 .0759363 -3.42 0.001 -.4081991 -.1105342 abolpos | -.1550897 .0953306 -1.63 0.104 -.3419342 .0317549 explose | .198458 .0648354 3.06 0.002 .071383 .3255331 stateur | -.064626 .0229903 -2.81 0.005 -.1096862 -.0195659 houshead | .3812208 .0836602 4.56 0.000 .2172499 .5451918 married | .369552 .0786145 4.70 0.000 .2154705 .5236335 female | .1164067 .0852986 1.36 0.172 -.0507754 .2835888 child | -.0333008 .0794577 -0.42 0.675 -.1890352 .1224335 ychild | -.1449722 .1022781 -1.42 0.156 -.3454336 .0554892 nonwhite | -.6692066 .1188272 -5.63 0.000 -.9021037 -.4363095 age | -.0220821 .0039256 -5.63 0.000 -.0297762 -.0143879 schlt12 | -.1231414 .0966102 -1.27 0.202 -.3124939 .066211 schgt12 | .1114395 .082945 1.34 0.179 -.0511297 .2740087 smsa | .1922291 .0799904 2.40 0.016 .0354508 .3490075 bluecoll | -.2033718 .085129 -2.39 0.017 -.3702215 -.036522 mining | -.1205818 .1973575 -0.61 0.541 -.5073955 .2662319 constr | -.04475 .1081519 -0.41 0.679 -.2567237 .1672238 transp | -.1786694 .156034 -1.15 0.252 -.4844906 .1271517 trade | -.0345159 .1019152 -0.34 0.735 -.234266 .1652341 fire | .1120549 .1386716 0.81 0.419 -.1597365 .3838462 services | .1840002 .0983911 1.87 0.061 -.0088428 .3768432 pubadmin | .1090606 .2954211 0.37 0.712 -.4699541 .6880752 year85 | .2147661 .0888664 2.42 0.016 .0405911 .388941 year87 | .3541162 .0948499 3.73 0.000 .1682139 .5400186 year89 | .467082 .1104355 4.23 0.000 .2506325 .6835316 midatl | .0264112 .1465647 0.18 0.857 -.2608503 .3136727 encen | .0043916 .1502813 0.03 0.977 -.2901544 .2989375 wncen | .1724311 .1607689 1.07 0.283 -.1426703 .4875324 southatl | .2638807 .1183726 2.23 0.026 .0318747 .4958867 escen | .35414 .19317 1.83 0.067 -.0244664 .7327463 wscen | .3385896 .1433308 2.36 0.018 .0576664 .6195128 mountain | .0063693 .1538821 0.04 0.967 -.2952341 .3079727 pacific | .0770202 .2393505 0.32 0.748 -.3920982 .5461385 _cons | -4.079107 .8767097 -4.65 0.000 -5.797426 -2.360788 ------------------------------------------------------------------------------ . estimates store bexpr1 . . stset spell, fail(censor2=1) failure event: censor2 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 339 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nolog nohr robust dist(exponential) failure _d: censor2 == 1 analysis time _t: spell Exponential regression -- log relative-hazard form No. of subjects = 3343 Number of obs = 3343 No. of failures = 339 Time at risk = 20887 Wald chi2(40) = 227.08 Log pseudo-likelihood = -1250.5446 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | -.0928628 .9761428 -0.10 0.924 -2.006068 1.820342 DR | -.9600127 1.246692 -0.77 0.441 -3.403483 1.483458 UI | -1.047747 .5236826 -2.00 0.045 -2.074146 -.021348 RRUI | -.6698307 1.191869 -0.56 0.574 -3.005851 1.666189 DRUI | 1.987208 1.726509 1.15 0.250 -1.396688 5.371105 LOGWAGE | -.2577715 .1793075 -1.44 0.151 -.6092077 .0936646 tenure | .0053684 .0125538 0.43 0.669 -.0192366 .0299734 slack | -.2636908 .1311029 -2.01 0.044 -.5206477 -.0067339 abolpos | -.5626836 .202701 -2.78 0.006 -.9599703 -.1653969 explose | .0490271 .1130116 0.43 0.664 -.1724715 .2705258 stateur | -.1032439 .0406788 -2.54 0.011 -.182973 -.0235148 houshead | -.073544 .1343412 -0.55 0.584 -.3368479 .18976 married | -.0618813 .1339552 -0.46 0.644 -.3244287 .2006661 female | .4531912 .1384047 3.27 0.001 .181923 .7244594 child | -.2164986 .1452571 -1.49 0.136 -.5011973 .0682002 ychild | .149031 .1815684 0.82 0.412 -.2068365 .5048986 nonwhite | -.4563527 .1820135 -2.51 0.012 -.8130927 -.0996127 age | -.001781 .0064207 -0.28 0.781 -.0143653 .0108033 schlt12 | -.1803101 .1661528 -1.09 0.278 -.5059636 .1453433 schgt12 | -.0534463 .1462829 -0.37 0.715 -.3401555 .2332629 smsa | .1295376 .1384588 0.94 0.349 -.1418367 .400912 bluecoll | .0088207 .1510547 0.06 0.953 -.2872411 .3048825 mining | -.0141252 .4078632 -0.03 0.972 -.8135225 .785272 constr | .1867498 .1896106 0.98 0.325 -.1848802 .5583799 transp | -.402533 .2898061 -1.39 0.165 -.9705426 .1654766 trade | .1106678 .1735195 0.64 0.524 -.2294241 .4507598 fire | -.3396026 .3006096 -1.13 0.259 -.9287865 .2495813 services | .1619867 .1705571 0.95 0.342 -.172299 .4962724 pubadmin | .7445446 .5413463 1.38 0.169 -.3164746 1.805564 year85 | -.0548375 .149323 -0.37 0.713 -.3475052 .2378301 year87 | -.12113 .1616797 -0.75 0.454 -.4380164 .1957563 year89 | .1244437 .1950397 0.64 0.523 -.257827 .5067144 midatl | -.3969537 .2577568 -1.54 0.124 -.9021477 .1082403 encen | -.5115788 .2576815 -1.99 0.047 -1.016625 -.0065323 wncen | -.0674875 .257402 -0.26 0.793 -.5719862 .4370113 southatl | -.2719375 .1944647 -1.40 0.162 -.6530813 .1092062 escen | .065407 .3099463 0.21 0.833 -.5420766 .6728905 wscen | -.0941963 .2338712 -0.40 0.687 -.5525754 .3641827 mountain | .2287682 .2264905 1.01 0.312 -.215145 .6726814 pacific | -.2060074 .3970221 -0.52 0.604 -.9841563 .5721415 _cons | -.8636363 1.325425 -0.65 0.515 -3.461421 1.734148 ------------------------------------------------------------------------------ . estimates store bexpr2 . . stset spell, fail(censor3=1) failure event: censor3 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 574 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nolog nohr robust dist(exponential) failure _d: censor3 == 1 analysis time _t: spell Exponential regression -- log relative-hazard form No. of subjects = 3343 Number of obs = 3343 No. of failures = 574 Time at risk = 20887 Wald chi2(40) = 372.34 Log pseudo-likelihood = -1742.3964 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | -.6011551 .724665 -0.83 0.407 -2.021472 .8191621 DR | 1.121525 .9012528 1.24 0.213 -.6448975 2.887948 UI | -.9672682 .4486302 -2.16 0.031 -1.846567 -.0879691 RRUI | -.4326869 1.014413 -0.43 0.670 -2.4209 1.555526 DRUI | 2.102012 1.302564 1.61 0.107 -.450967 4.654991 LOGWAGE | .0029166 .1448149 0.02 0.984 -.2809153 .2867485 tenure | -.0479889 .0121403 -3.95 0.000 -.0717835 -.0241942 slack | -.4583215 .097709 -4.69 0.000 -.6498277 -.2668154 abolpos | -.2736409 .1396283 -1.96 0.050 -.5473073 .0000255 explose | .0246749 .0862551 0.29 0.775 -.144382 .1937319 stateur | -.1086692 .0319298 -3.40 0.001 -.1712504 -.046088 houshead | .5298135 .1054798 5.02 0.000 .3230769 .7365501 married | .0268657 .1062998 0.25 0.800 -.1814781 .2352095 female | .2590041 .109547 2.36 0.018 .0442959 .4737122 child | -.141802 .1114763 -1.27 0.203 -.3602915 .0766876 ychild | -.0885931 .136915 -0.65 0.518 -.3569416 .1797553 nonwhite | -.4668153 .143211 -3.26 0.001 -.7475036 -.186127 age | -.0247346 .0054431 -4.54 0.000 -.0354029 -.0140662 schlt12 | -.1034495 .1224893 -0.84 0.398 -.3435241 .1366251 schgt12 | .0952043 .1081669 0.88 0.379 -.1167988 .3072075 smsa | .0128711 .1021476 0.13 0.900 -.1873344 .2130767 bluecoll | .3098248 .1110841 2.79 0.005 .0921038 .5275457 mining | .2388579 .2604652 0.92 0.359 -.2716445 .7493603 constr | .0983356 .1419787 0.69 0.489 -.1799376 .3766088 transp | -.0783446 .1897853 -0.41 0.680 -.4503169 .2936278 trade | .1033278 .1292151 0.80 0.424 -.1499291 .3565847 fire | -.3607287 .2689374 -1.34 0.180 -.8878363 .166379 services | .0248212 .1323061 0.19 0.851 -.234494 .2841363 pubadmin | -1.770536 1.040329 -1.70 0.089 -3.809544 .2684714 year85 | .295673 .1143137 2.59 0.010 .0716222 .5197237 year87 | .4303606 .1198341 3.59 0.000 .1954901 .6652311 year89 | -.1373874 .1627204 -0.84 0.398 -.4563135 .1815386 midatl | -.5339921 .2188609 -2.44 0.015 -.9629516 -.1050326 encen | -.075022 .1998626 -0.38 0.707 -.4667454 .3167014 wncen | .1239805 .2095321 0.59 0.554 -.2866948 .5346559 southatl | .1522514 .1635982 0.93 0.352 -.1683951 .472898 escen | -.5123015 .3170723 -1.62 0.106 -1.133752 .1091488 wscen | .0198459 .1898764 0.10 0.917 -.3523051 .3919968 mountain | .1999108 .1869463 1.07 0.285 -.1664972 .5663188 pacific | .4481059 .2705097 1.66 0.098 -.0820833 .9782951 _cons | -1.620926 1.072666 -1.51 0.131 -3.723312 .4814595 ------------------------------------------------------------------------------ . estimates store bexpr3 . . * Table 19.2 (page 658) first three columns . estimates table bexpr1 bexpr2 bexpr3, b(%10.3f) se(%10.3f) stats(N ll) /* > */ keep(RR DR UI RRUI DRUI LOGWAGE tenure) ----------------------------------------------------- Variable | bexpr1 bexpr2 bexpr3 -------------+--------------------------------------- RR | 0.472 -0.093 -0.601 | 0.601 0.976 0.725 DR | -0.576 -0.960 1.122 | 0.762 1.247 0.901 UI | -1.425 -1.048 -0.967 | 0.249 0.524 0.449 RRUI | 0.966 -0.670 -0.433 | 0.612 1.192 1.014 DRUI | -0.199 1.987 2.102 | 1.019 1.727 1.303 LOGWAGE | 0.351 -0.258 0.003 | 0.116 0.179 0.145 tenure | -0.000 0.005 -0.048 | 0.006 0.013 0.012 -------------+--------------------------------------- N | 3343.000 3343.000 3343.000 ll | -2700.690 -1250.545 -1742.396 ----------------------------------------------------- legend: b/se . . *** (1B) EXPONENTIAL WITH IG HETEROGENEITY Table 19.2 . . /* Did not work even though Weibull with IG heterogeneity did > > stset spell, fail(censor1=1) > streg $xlist, nohr robust dist(exponential) frailty(invgauss) > estimates store bexpigr1 > > stset spell, fail(censor2=1) > streg $xlist, nolog nohr robust dist(exponential) frailty(invgauss) > estimates store bexpigr2 > > stset spell, fail(censor3=1) > streg $xlist, nolog nohr robust dist(exponential) > estimates store bexpiggr3 > > * Table 19.2 (page 658) first three columns > estimates table bexpigr1 bexpigr2 bexpigr3, b(%10.3f) se(%10.3f) stats(N ll) /* > */ keep(RR DR UI RRUI DRUI LOGWAGE tenure) > > */ . . *** (2A) WEIBULL WITH NO HETEROGENEITY Table 19.3 . . stset spell, fail(censor1=1) failure event: censor1 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 1073 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nolog nohr robust dist(weibull) failure _d: censor1 == 1 analysis time _t: spell Weibull regression -- log relative-hazard form No. of subjects = 3343 Number of obs = 3343 No. of failures = 1073 Time at risk = 20887 Wald chi2(40) = 501.65 Log pseudo-likelihood = -2687.5995 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | .4481156 .6381895 0.70 0.483 -.8027127 1.698944 DR | -.4269187 .8086983 -0.53 0.598 -2.011938 1.158101 UI | -1.496066 .2639679 -5.67 0.000 -2.013434 -.9786984 RRUI | 1.015226 .6455611 1.57 0.116 -.2500501 2.280503 DRUI | -.2988417 1.065384 -0.28 0.779 -2.386956 1.789272 LOGWAGE | .3655253 .12212 2.99 0.003 .1261745 .6048761 tenure | -.0011127 .0068716 -0.16 0.871 -.0145809 .0123554 slack | -.2652154 .0803214 -3.30 0.001 -.4226424 -.1077883 abolpos | -.1604227 .1012942 -1.58 0.113 -.3589557 .0381103 explose | .2075085 .0684715 3.03 0.002 .0733068 .3417103 stateur | -.0708745 .0242117 -2.93 0.003 -.1183286 -.0234204 houshead | .3976626 .0887192 4.48 0.000 .2237762 .571549 married | .3786057 .0830317 4.56 0.000 .2158665 .541345 female | .1260829 .0896987 1.41 0.160 -.0497233 .301889 child | -.0336778 .0839956 -0.40 0.688 -.1983061 .1309505 ychild | -.1613066 .108947 -1.48 0.139 -.3748389 .0522256 nonwhite | -.7025504 .12426 -5.65 0.000 -.9460956 -.4590052 age | -.0235823 .0041922 -5.63 0.000 -.0317989 -.0153658 schlt12 | -.1226759 .1022762 -1.20 0.230 -.3231335 .0777816 schgt12 | .1162848 .0880692 1.32 0.187 -.0563278 .2888973 smsa | .1999567 .0841129 2.38 0.017 .0350985 .3648149 bluecoll | -.1994925 .0899354 -2.22 0.027 -.3757626 -.0232223 mining | -.1015676 .2036644 -0.50 0.618 -.5007425 .2976073 constr | -.0253737 .1135609 -0.22 0.823 -.247949 .1972016 transp | -.1981522 .1672141 -1.19 0.236 -.5258858 .1295814 trade | -.0311361 .1079502 -0.29 0.773 -.2427146 .1804423 fire | .1262153 .1492527 0.85 0.398 -.1663145 .4187452 services | .2031673 .1038945 1.96 0.051 -.0004622 .4067968 pubadmin | .1117728 .3087374 0.36 0.717 -.4933415 .716887 year85 | .2374972 .093387 2.54 0.011 .054462 .4205325 year87 | .3787397 .1011782 3.74 0.000 .1804341 .5770454 year89 | .4920278 .1180472 4.17 0.000 .2606596 .7233959 midatl | .02465 .1542139 0.16 0.873 -.2776037 .3269036 encen | -.0014111 .1579065 -0.01 0.993 -.3109023 .30808 wncen | .1844363 .1694444 1.09 0.276 -.1476687 .5165413 southatl | .2740974 .1250481 2.19 0.028 .0290076 .5191872 escen | .367742 .2024771 1.82 0.069 -.0291058 .7645899 wscen | .3440005 .1527804 2.25 0.024 .0445563 .6434446 mountain | .0159627 .1620188 0.10 0.922 -.3015883 .3335136 pacific | .0849532 .2504077 0.34 0.734 -.4058368 .5757432 _cons | -4.357886 .9196792 -4.74 0.000 -6.160424 -2.555347 -------------+---------------------------------------------------------------- /ln_p | .1215314 .0194374 6.25 0.000 .0834348 .1596281 -------------+---------------------------------------------------------------- p | 1.129225 .0219492 1.087014 1.173075 1/p | .8855632 .0172131 .8524608 .9199511 ------------------------------------------------------------------------------ . estimates store bweibr1 . . stset spell, fail(censor2=1) failure event: censor2 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 339 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nolog nohr robust dist(weibull) failure _d: censor2 == 1 analysis time _t: spell Weibull regression -- log relative-hazard form No. of subjects = 3343 Number of obs = 3343 No. of failures = 339 Time at risk = 20887 Wald chi2(40) = 222.95 Log pseudo-likelihood = -1248.6859 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | -.0855974 .9920715 -0.09 0.931 -2.030022 1.858827 DR | -.9387836 1.279111 -0.73 0.463 -3.445794 1.568227 UI | -1.110175 .5267037 -2.11 0.035 -2.142496 -.0778551 RRUI | -.6171912 1.203735 -0.51 0.608 -2.976469 1.742086 DRUI | 1.973269 1.756599 1.12 0.261 -1.469601 5.41614 LOGWAGE | -.2437885 .1833224 -1.33 0.184 -.6030938 .1155168 tenure | .0050643 .0127387 0.40 0.691 -.0199031 .0300317 slack | -.2689689 .133176 -2.02 0.043 -.529989 -.0079487 abolpos | -.5721689 .2059292 -2.78 0.005 -.9757826 -.1685551 explose | .0555267 .1147555 0.48 0.628 -.16939 .2804433 stateur | -.1087083 .0413647 -2.63 0.009 -.1897816 -.027635 houshead | -.0679894 .13661 -0.50 0.619 -.3357401 .1997613 married | -.060856 .1362403 -0.45 0.655 -.327882 .20617 female | .4583892 .1408831 3.25 0.001 .1822634 .734515 child | -.2228982 .147376 -1.51 0.130 -.5117499 .0659535 ychild | .1463598 .1844362 0.79 0.427 -.2151284 .507848 nonwhite | -.485664 .186033 -2.61 0.009 -.8502819 -.121046 age | -.0027009 .0065569 -0.41 0.680 -.0155521 .0101503 schlt12 | -.1837633 .1684487 -1.09 0.275 -.5139167 .1463901 schgt12 | -.0488958 .1485385 -0.33 0.742 -.340026 .2422343 smsa | .1380042 .1410747 0.98 0.328 -.1384971 .4145055 bluecoll | .0132584 .1537386 0.09 0.931 -.2880637 .3145805 mining | -.0138734 .4110202 -0.03 0.973 -.8194583 .7917115 constr | .1973771 .1920481 1.03 0.304 -.1790303 .5737845 transp | -.4116241 .2927848 -1.41 0.160 -.9854717 .1622234 trade | .1125741 .1765277 0.64 0.524 -.2334139 .4585621 fire | -.3378747 .3046641 -1.11 0.267 -.9350054 .2592561 services | .1700335 .1729565 0.98 0.326 -.1689551 .5090221 pubadmin | .7553679 .5487635 1.38 0.169 -.3201889 1.830925 year85 | -.0501695 .1515048 -0.33 0.741 -.3471135 .2467745 year87 | -.1116858 .1645254 -0.68 0.497 -.4341497 .2107781 year89 | .1344555 .1987084 0.68 0.499 -.2550059 .5239168 midatl | -.4039691 .2606153 -1.55 0.121 -.9147658 .1068276 encen | -.5105877 .2608364 -1.96 0.050 -1.021818 .0006423 wncen | -.0579723 .2607792 -0.22 0.824 -.5690902 .4531456 southatl | -.2682241 .1972983 -1.36 0.174 -.6549216 .1184733 escen | .079807 .3146812 0.25 0.800 -.5369568 .6965709 wscen | -.0854421 .2368638 -0.36 0.718 -.5496865 .3788024 mountain | .2441762 .2300886 1.06 0.289 -.2067892 .6951416 pacific | -.1999107 .4003467 -0.50 0.618 -.9845758 .5847544 _cons | -1.055211 1.353275 -0.78 0.436 -3.707582 1.597159 -------------+---------------------------------------------------------------- /ln_p | .0815649 .0308379 2.64 0.008 .0211236 .1420061 -------------+---------------------------------------------------------------- p | 1.084984 .0334587 1.021348 1.152584 1/p | .9216729 .0284225 .8676159 .9790979 ------------------------------------------------------------------------------ . estimates store bweibr2 . . stset spell, fail(censor3=1) failure event: censor3 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 574 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nolog nohr robust dist(weibull) failure _d: censor3 == 1 analysis time _t: spell Weibull regression -- log relative-hazard form No. of subjects = 3343 Number of obs = 3343 No. of failures = 574 Time at risk = 20887 Wald chi2(40) = 350.72 Log pseudo-likelihood = -1729.8356 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | -.6946399 .762754 -0.91 0.362 -2.18961 .8003305 DR | 1.361414 .9691375 1.40 0.160 -.5380611 3.260888 UI | -1.098453 .4595297 -2.39 0.017 -1.999115 -.1977918 RRUI | -.3055217 1.046769 -0.29 0.770 -2.357151 1.746107 DRUI | 1.990913 1.37004 1.45 0.146 -.6943156 4.676141 LOGWAGE | .0401096 .1526549 0.26 0.793 -.2590886 .3393078 tenure | -.0495153 .0126559 -3.91 0.000 -.0743204 -.0247103 slack | -.473113 .1025776 -4.61 0.000 -.6741614 -.2720647 abolpos | -.2910168 .1465355 -1.99 0.047 -.5782212 -.0038124 explose | .0315602 .0906338 0.35 0.728 -.1460787 .2091991 stateur | -.1199252 .0337488 -3.55 0.000 -.1860717 -.0537787 houshead | .5592843 .1107798 5.05 0.000 .3421598 .7764087 married | .032312 .1115613 0.29 0.772 -.1863442 .2509681 female | .2764899 .1147909 2.41 0.016 .0515039 .5014759 child | -.149619 .1167679 -1.28 0.200 -.3784799 .079242 ychild | -.1018703 .1436607 -0.71 0.478 -.3834401 .1796996 nonwhite | -.5164388 .1517355 -3.40 0.001 -.8138349 -.2190427 age | -.0275549 .0057648 -4.78 0.000 -.0388536 -.0162561 schlt12 | -.1115642 .1291366 -0.86 0.388 -.3646673 .1415389 schgt12 | .1015553 .1135108 0.89 0.371 -.1209217 .3240324 smsa | .0270168 .1078739 0.25 0.802 -.1844122 .2384459 bluecoll | .3229431 .1167884 2.77 0.006 .094042 .5518443 mining | .2437267 .2731206 0.89 0.372 -.2915799 .7790332 constr | .1307943 .1484399 0.88 0.378 -.1601425 .4217311 transp | -.1004424 .2004105 -0.50 0.616 -.4932397 .2923549 trade | .1181562 .136055 0.87 0.385 -.1485068 .3848192 fire | -.344603 .2792784 -1.23 0.217 -.8919787 .2027726 services | .0519644 .1386656 0.37 0.708 -.2198151 .3237438 pubadmin | -1.780582 1.049217 -1.70 0.090 -3.837009 .2758459 year85 | .311726 .1192592 2.61 0.009 .0779822 .5454698 year87 | .4514345 .126241 3.58 0.000 .2040067 .6988623 year89 | -.1180122 .1713414 -0.69 0.491 -.4538352 .2178108 midatl | -.5476552 .224463 -2.44 0.015 -.9875945 -.1077158 encen | -.084084 .20745 -0.41 0.685 -.4906786 .3225106 wncen | .1288938 .2191536 0.59 0.556 -.3006393 .5584268 southatl | .16223 .1702456 0.95 0.341 -.1714454 .4959053 escen | -.5110545 .3270884 -1.56 0.118 -1.152136 .130027 wscen | .0218047 .1978693 0.11 0.912 -.3660121 .4096214 mountain | .2045852 .1949939 1.05 0.294 -.1775957 .5867662 pacific | .4535074 .2840292 1.60 0.110 -.1031795 1.010194 _cons | -2.017592 1.123888 -1.80 0.073 -4.220372 .1851884 -------------+---------------------------------------------------------------- /ln_p | .163312 .0235045 6.95 0.000 .117244 .2093801 -------------+---------------------------------------------------------------- p | 1.177404 .0276744 1.124394 1.232914 1/p | .8493261 .019963 .8110869 .8893682 ------------------------------------------------------------------------------ . estimates store bweibr3 . . * Table 19.3 (page 659) first three columns . estimates table bweibr1 bweibr2 bweibr3, b(%10.3f) se(%10.3f) stats(N ll) /* > */ keep(RR DR UI RRUI DRUI LOGWAGE tenure) ----------------------------------------------------- Variable | bweibr1 bweibr2 bweibr3 -------------+--------------------------------------- RR | 0.448 -0.086 -0.695 | 0.638 0.992 0.763 DR | -0.427 -0.939 1.361 | 0.809 1.279 0.969 UI | -1.496 -1.110 -1.098 | 0.264 0.527 0.460 RRUI | 1.015 -0.617 -0.306 | 0.646 1.204 1.047 DRUI | -0.299 1.973 1.991 | 1.065 1.757 1.370 LOGWAGE | 0.366 -0.244 0.040 | 0.122 0.183 0.153 tenure | -0.001 0.005 -0.050 | 0.007 0.013 0.013 -------------+--------------------------------------- N | 3343.000 3343.000 3343.000 ll | -2687.600 -1248.686 -1729.836 ----------------------------------------------------- legend: b/se . . *** (2B) WEIBULL WITH IG HETEROGENEITY Table 19.3 . . stset spell, fail(censor1=1) failure event: censor1 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 1073 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nohr robust dist(weibull) frailty(invgauss) failure _d: censor1 == 1 analysis time _t: spell Fitting weibull model: Fitting constant-only model: Iteration 0: log pseudo-likelihood = -3134.2376 (not concave) Iteration 1: log pseudo-likelihood = -2998.472 Iteration 2: log pseudo-likelihood = -2984.8299 Iteration 3: log pseudo-likelihood = -2960.0446 Iteration 4: log pseudo-likelihood = -2954.9102 Iteration 5: log pseudo-likelihood = -2954.8838 Iteration 6: log pseudo-likelihood = -2954.8838 Fitting full model: Iteration 0: log pseudo-likelihood = -2656.6306 Iteration 1: log pseudo-likelihood = -2632.196 Iteration 2: log pseudo-likelihood = -2616.9139 Iteration 3: log pseudo-likelihood = -2616.3231 Iteration 4: log pseudo-likelihood = -2616.3216 Iteration 5: log pseudo-likelihood = -2616.3216 Weibull regression -- log relative-hazard form Inverse-Gaussian frailty No. of subjects = 3343 Number of obs = 3343 No. of failures = 1073 Time at risk = 20887 Wald chi2(40) = 643.00 Log pseudo-likelihood = -2616.3216 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | .7356277 .9058181 0.81 0.417 -1.039743 2.510998 DR | -1.072566 1.149098 -0.93 0.351 -3.324758 1.179625 UI | -2.574752 .3843798 -6.70 0.000 -3.328123 -1.821381 RRUI | 1.733571 .9333928 1.86 0.063 -.0958458 3.562987 DRUI | -.060621 1.537813 -0.04 0.969 -3.07468 2.953438 LOGWAGE | .575656 .1766599 3.26 0.001 .2294089 .9219031 tenure | -.0009848 .0097472 -0.10 0.920 -.0200889 .0181194 slack | -.4416007 .1142976 -3.86 0.000 -.6656199 -.2175814 abolpos | -.2873066 .1465357 -1.96 0.050 -.5745113 -.0001019 explose | .3641943 .0976897 3.73 0.000 .1727259 .5556627 stateur | -.0981133 .0346763 -2.83 0.005 -.1660775 -.030149 houshead | .5924383 .1256739 4.71 0.000 .3461219 .8387546 married | .6083214 .1183487 5.14 0.000 .3763624 .8402805 female | .1788439 .1285074 1.39 0.164 -.0730259 .4307137 child | -.0914227 .121778 -0.75 0.453 -.3301031 .1472578 ychild | -.1805373 .1527477 -1.18 0.237 -.4799173 .1188426 nonwhite | -1.008517 .1725174 -5.85 0.000 -1.346645 -.6703894 age | -.0333776 .0059183 -5.64 0.000 -.0449772 -.0217779 schlt12 | -.2258621 .1439543 -1.57 0.117 -.5080075 .0562832 schgt12 | .1505129 .124469 1.21 0.227 -.0934418 .3944677 smsa | .3009952 .119907 2.51 0.012 .0659819 .5360086 bluecoll | -.3211857 .1253163 -2.56 0.010 -.5668012 -.0755702 mining | -.2319827 .3008491 -0.77 0.441 -.8216361 .3576708 constr | -.1260324 .1633669 -0.77 0.440 -.4462257 .1941609 transp | -.2763858 .225893 -1.22 0.221 -.7191279 .1663562 trade | -.0687616 .1518284 -0.45 0.651 -.3663399 .2288166 fire | .0668973 .2131814 0.31 0.754 -.3509306 .4847252 services | .231914 .1494712 1.55 0.121 -.0610441 .5248721 pubadmin | .0901949 .4579252 0.20 0.844 -.807322 .9877117 year85 | .2780139 .1339053 2.08 0.038 .0155644 .5404634 year87 | .5208783 .1415375 3.68 0.000 .2434699 .7982867 year89 | .7209598 .1655487 4.35 0.000 .3964903 1.045429 midatl | -.0192077 .2222646 -0.09 0.931 -.4548382 .4164228 encen | -.0297055 .2284931 -0.13 0.897 -.4775438 .4181328 wncen | .2460338 .24216 1.02 0.310 -.2285911 .7206586 southatl | .3563643 .1793284 1.99 0.047 .0048872 .7078415 escen | .5461543 .2910193 1.88 0.061 -.024233 1.116542 wscen | .4606814 .2140966 2.15 0.031 .0410598 .880303 mountain | .017581 .2293804 0.08 0.939 -.4319963 .4671584 pacific | .1379886 .3636985 0.38 0.704 -.5748475 .8508247 _cons | -5.303059 1.34133 -3.95 0.000 -7.932017 -2.6741 -------------+---------------------------------------------------------------- /ln_p | .5611667 .0225898 24.84 0.000 .5168915 .6054418 /ln_the | 1.852696 .0896755 20.66 0.000 1.676935 2.028457 -------------+---------------------------------------------------------------- p | 1.752716 .0395935 1.676807 1.832062 1/p | .570543 .0128884 .5458332 .5963715 theta | 6.376987 .5718595 5.349136 7.602343 ------------------------------------------------------------------------------ . estimates store bweibigr1 . . stset spell, fail(censor2=1) failure event: censor2 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 339 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nolog nohr robust dist(weibull) frailty(invgauss) failure _d: censor2 == 1 analysis time _t: spell Weibull regression -- log relative-hazard form Inverse-Gaussian frailty No. of subjects = 3343 Number of obs = 3343 No. of failures = 339 Time at risk = 20887 Wald chi2(40) = 253.77 Log pseudo-likelihood = -1230.1643 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | -.3802006 1.452095 -0.26 0.793 -3.226255 2.465854 DR | -1.689504 1.779553 -0.95 0.342 -5.177363 1.798355 UI | -2.063963 .7469659 -2.76 0.006 -3.527989 -.5999369 RRUI | -.3019038 1.702153 -0.18 0.859 -3.638063 3.034255 DRUI | 3.263067 2.469908 1.32 0.186 -1.577863 8.103998 LOGWAGE | -.4954862 .2614747 -1.89 0.058 -1.007967 .0169948 tenure | .0174014 .0192239 0.91 0.365 -.0202768 .0550795 slack | -.3889861 .1911789 -2.03 0.042 -.7636898 -.0142824 abolpos | -.8027208 .2877528 -2.79 0.005 -1.366706 -.2387356 explose | .1187808 .1663987 0.71 0.475 -.2073546 .4449162 stateur | -.1753726 .059272 -2.96 0.003 -.2915437 -.0592015 houshead | -.0832153 .1944376 -0.43 0.669 -.464306 .2978754 married | -.0092249 .1945187 -0.05 0.962 -.3904747 .3720248 female | .6284921 .2064768 3.04 0.002 .223805 1.033179 child | -.389325 .2127697 -1.83 0.067 -.806346 .0276959 ychild | .3144939 .2663886 1.18 0.238 -.2076182 .836606 nonwhite | -.6691885 .2633831 -2.54 0.011 -1.18541 -.1529671 age | -.0034533 .0093696 -0.37 0.712 -.0218174 .0149108 schlt12 | -.3242365 .2380109 -1.36 0.173 -.7907293 .1422562 schgt12 | -.0745655 .2138285 -0.35 0.727 -.4936618 .3445307 smsa | .2107394 .2012744 1.05 0.295 -.1837512 .60523 bluecoll | -.0065426 .2175612 -0.03 0.976 -.4329548 .4198696 mining | .1293103 .6093175 0.21 0.832 -1.06493 1.323551 constr | .2870954 .2728176 1.05 0.293 -.2476172 .8218081 transp | -.6470251 .4118414 -1.57 0.116 -1.454219 .1601692 trade | .1901489 .2529975 0.75 0.452 -.3057172 .6860149 fire | -.4680763 .4488502 -1.04 0.297 -1.347807 .411654 services | .2462185 .2531429 0.97 0.331 -.2499325 .7423696 pubadmin | 1.351206 .7621665 1.77 0.076 -.1426127 2.845025 year85 | -.1501166 .2195046 -0.68 0.494 -.5803377 .2801044 year87 | -.2400145 .236954 -1.01 0.311 -.7044358 .2244069 year89 | .1828811 .2831188 0.65 0.518 -.3720216 .7377838 midatl | -.4074373 .3806192 -1.07 0.284 -1.153437 .3385627 encen | -.6525035 .381508 -1.71 0.087 -1.400245 .0952385 wncen | -.1300751 .3835973 -0.34 0.735 -.8819119 .6217617 southatl | -.3491396 .2954776 -1.18 0.237 -.928265 .2299859 escen | .2960895 .4558667 0.65 0.516 -.5973927 1.189572 wscen | -.0903554 .3527441 -0.26 0.798 -.7817212 .6010104 mountain | .3721587 .3457717 1.08 0.282 -.3055413 1.049859 pacific | -.1996218 .6042626 -0.33 0.741 -1.383955 .9847112 _cons | 1.157635 1.957298 0.59 0.554 -2.678599 4.993869 -------------+---------------------------------------------------------------- /ln_p | .5004283 .0361284 13.85 0.000 .429618 .5712386 /ln_the | 2.896807 .1749249 16.56 0.000 2.55396 3.239653 -------------+---------------------------------------------------------------- p | 1.649428 .0595911 1.53667 1.770459 1/p | .6062709 .0219036 .5648254 .6507577 theta | 18.11621 3.168976 12.85793 25.52487 ------------------------------------------------------------------------------ . estimates store bweibigr2 . . stset spell, fail(censor3=1) failure event: censor3 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 574 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . streg $xlist, nolog nohr robust dist(weibull) frailty(invgauss) failure _d: censor3 == 1 analysis time _t: spell Weibull regression -- log relative-hazard form Inverse-Gaussian frailty No. of subjects = 3343 Number of obs = 3343 No. of failures = 574 Time at risk = 20887 Wald chi2(40) = 416.91 Log pseudo-likelihood = -1696.8456 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | -.4326716 1.111223 -0.39 0.697 -2.610628 1.745285 DR | 1.166629 1.377826 0.85 0.397 -1.533861 3.867119 UI | -1.761667 .623017 -2.83 0.005 -2.982758 -.5405758 RRUI | -.5160276 1.418361 -0.36 0.716 -3.295964 2.263909 DRUI | 3.668779 1.93489 1.90 0.058 -.1235355 7.461093 LOGWAGE | -.0069584 .2162461 -0.03 0.974 -.4307929 .4168762 tenure | -.0677151 .0174959 -3.87 0.000 -.1020065 -.0334237 slack | -.7093182 .145145 -4.89 0.000 -.9937971 -.4248392 abolpos | -.4327781 .2106818 -2.05 0.040 -.8457069 -.0198494 explose | .0930879 .1284587 0.72 0.469 -.1586864 .3448623 stateur | -.1684826 .0472936 -3.56 0.000 -.2611764 -.0757887 houshead | .7760519 .1555864 4.99 0.000 .4711081 1.080996 married | .0849334 .1585652 0.54 0.592 -.2258487 .3957154 female | .329107 .1637254 2.01 0.044 .0082111 .6500028 child | -.2734744 .1667453 -1.64 0.101 -.6002892 .0533403 ychild | -.101407 .2021952 -0.50 0.616 -.4977024 .2948883 nonwhite | -.7325977 .211777 -3.46 0.001 -1.147673 -.3175223 age | -.0354358 .007992 -4.43 0.000 -.0510998 -.0197719 schlt12 | -.1729163 .1803828 -0.96 0.338 -.5264602 .1806275 schgt12 | .0955174 .1615133 0.59 0.554 -.2210429 .4120777 smsa | .0225321 .1500451 0.15 0.881 -.2715509 .3166151 bluecoll | .4311626 .1651405 2.61 0.009 .1074931 .7548321 mining | .4464055 .3724328 1.20 0.231 -.2835495 1.17636 constr | .1875875 .2104018 0.89 0.373 -.2247926 .5999675 transp | -.0190191 .2877627 -0.07 0.947 -.5830237 .5449855 trade | .1708654 .1960546 0.87 0.383 -.2133945 .5551253 fire | -.3548846 .3851005 -0.92 0.357 -1.109668 .3998985 services | .0199891 .1978478 0.10 0.920 -.3677854 .4077636 pubadmin | -2.249289 1.450209 -1.55 0.121 -5.091646 .5930688 year85 | .3978277 .1726143 2.30 0.021 .0595099 .7361456 year87 | .6809662 .1807412 3.77 0.000 .32672 1.035212 year89 | -.1380237 .2307311 -0.60 0.550 -.5902485 .314201 midatl | -.7908245 .3280754 -2.41 0.016 -1.43384 -.1478085 encen | -.1035781 .2984816 -0.35 0.729 -.6885913 .4814351 wncen | .2578004 .3150731 0.82 0.413 -.3597316 .8753324 southatl | .2314723 .2430344 0.95 0.341 -.2448663 .7078109 escen | -.6777305 .4486486 -1.51 0.131 -1.557065 .2016045 wscen | .0308173 .2842933 0.11 0.914 -.5263874 .5880219 mountain | .2849032 .2816226 1.01 0.312 -.267067 .8368734 pacific | .7162217 .4103619 1.75 0.081 -.0880727 1.520516 _cons | -1.42279 1.617429 -0.88 0.379 -4.592894 1.747313 -------------+---------------------------------------------------------------- /ln_p | .5795747 .026888 21.56 0.000 .5268752 .6322742 /ln_the | 2.262575 .1322516 17.11 0.000 2.003367 2.521783 -------------+---------------------------------------------------------------- p | 1.785279 .0480026 1.693632 1.881886 1/p | .5601365 .0150609 .5313819 .5904471 theta | 9.607798 1.270647 7.413974 12.45078 ------------------------------------------------------------------------------ . estimates store bweibigr3 . . * Table 19.3 (page 659) first three columns . estimates table bweibigr1 bweibigr2 bweibigr3, b(%10.3f) se(%10.3f) stats(N ll) /* > */ keep(RR DR UI RRUI DRUI LOGWAGE tenure) ----------------------------------------------------- Variable | bweibigr1 bweibigr2 bweibigr3 -------------+--------------------------------------- RR | 0.736 -0.380 -0.433 | 0.906 1.452 1.111 DR | -1.073 -1.690 1.167 | 1.149 1.780 1.378 UI | -2.575 -2.064 -1.762 | 0.384 0.747 0.623 RRUI | 1.734 -0.302 -0.516 | 0.933 1.702 1.418 DRUI | -0.061 3.263 3.669 | 1.538 2.470 1.935 LOGWAGE | 0.576 -0.495 -0.007 | 0.177 0.261 0.216 tenure | -0.001 0.017 -0.068 | 0.010 0.019 0.017 -------------+--------------------------------------- N | 3343.000 3343.000 3343.000 ll | -2616.322 -1230.164 -1696.846 ----------------------------------------------------- legend: b/se . . *** (2C) ESTIMATE COX MODEL SPECIFICATION OF COMPETING RISKS . . stset spell, fail(censor1=1) failure event: censor1 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 1073 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . stcox $xlist, nolog nohr robust basesurv(survrisk1) basechazard(chrisk1) failure _d: censor1 == 1 analysis time _t: spell Cox regression -- Breslow method for ties No. of subjects = 3343 Number of obs = 3343 No. of failures = 1073 Time at risk = 20887 Wald chi2(40) = 540.98 Log pseudo-likelihood = -7717.2334 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | .5222796 .5711698 0.91 0.361 -.5971926 1.641752 DR | -.752507 .72175 -1.04 0.297 -2.167111 .6620971 UI | -1.317719 .2372893 -5.55 0.000 -1.782798 -.8526409 RRUI | .8822462 .582115 1.52 0.130 -.2586783 2.023171 DRUI | -.0951357 .977774 -0.10 0.922 -2.011538 1.821266 LOGWAGE | .3352639 .1106483 3.03 0.002 .1183972 .5521306 tenure | .0008278 .0061286 0.14 0.893 -.0111841 .0128396 slack | -.247863 .0721173 -3.44 0.001 -.3892103 -.1065158 abolpos | -.1511638 .0905035 -1.67 0.095 -.3285475 .0262198 explose | .1865068 .0615742 3.03 0.002 .0658236 .30719 stateur | -.0590475 .022085 -2.67 0.008 -.1023334 -.0157616 houshead | .3601866 .0794827 4.53 0.000 .2044035 .5159698 married | .358819 .0746355 4.81 0.000 .2125362 .5051019 female | .1002758 .0813277 1.23 0.218 -.0591236 .2596753 child | -.0396054 .0755365 -0.52 0.600 -.1876542 .1084435 ychild | -.1276638 .0967856 -1.32 0.187 -.3173602 .0620325 nonwhite | -.6394475 .1151332 -5.55 0.000 -.8651043 -.4137906 age | -.0204623 .0037593 -5.44 0.000 -.0278305 -.0130942 schlt12 | -.1220585 .0920073 -1.33 0.185 -.3023895 .0582726 schgt12 | .1104817 .0783542 1.41 0.159 -.0430897 .2640531 smsa | .1864841 .0766075 2.43 0.015 .0363361 .3366321 bluecoll | -.2108023 .080867 -2.61 0.009 -.3692986 -.052306 mining | -.1238251 .1906352 -0.65 0.516 -.4974632 .249813 constr | -.054455 .1029488 -0.53 0.597 -.256231 .1473209 transp | -.1551657 .1466515 -1.06 0.290 -.4425973 .1322659 trade | -.0383252 .0968106 -0.40 0.692 -.2280706 .1514201 fire | .1097585 .1300779 0.84 0.399 -.1451895 .3647065 services | .1666262 .0939507 1.77 0.076 -.0175138 .3507662 pubadmin | .1022002 .2829817 0.36 0.718 -.4524336 .6568341 year85 | .204162 .084908 2.40 0.016 .0377454 .3705786 year87 | .3384229 .0899115 3.76 0.000 .1621997 .5146462 year89 | .4486559 .104937 4.28 0.000 .2429832 .6543286 midatl | .0342238 .140515 0.24 0.808 -.2411805 .3096282 encen | .0174597 .1438862 0.12 0.903 -.2645521 .2994716 wncen | .1650967 .1532559 1.08 0.281 -.1352795 .4654728 southatl | .2518023 .1127138 2.23 0.025 .0308874 .4727172 escen | .3450422 .1839818 1.88 0.061 -.0155554 .7056398 wscen | .3316752 .1359801 2.44 0.015 .0651591 .5981914 mountain | .009484 .1468626 0.06 0.949 -.2783613 .2973293 pacific | .0720292 .2263339 0.32 0.750 -.3715771 .5156355 ------------------------------------------------------------------------------ . estimates store bcoxrisk1 . . stset spell, fail(censor2=1) failure event: censor2 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 339 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . stcox $xlist, nolog nohr robust basesurv(survrisk2) basechazard(chrisk2) failure _d: censor2 == 1 analysis time _t: spell Cox regression -- Breslow method for ties No. of subjects = 3343 Number of obs = 3343 No. of failures = 339 Time at risk = 20887 Wald chi2(40) = 211.82 Log pseudo-likelihood = -2444.342 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | -.0719673 .9513101 -0.08 0.940 -1.936501 1.792566 DR | -1.0236 1.193087 -0.86 0.391 -3.362007 1.314807 UI | -.906022 .5109396 -1.77 0.076 -1.907445 .0954013 RRUI | -.7818457 1.166182 -0.67 0.503 -3.06752 1.503829 DRUI | 2.031968 1.671862 1.22 0.224 -1.244821 5.308756 LOGWAGE | -.2800345 .1736454 -1.61 0.107 -.6203732 .0603043 tenure | .0059934 .0122664 0.49 0.625 -.0180483 .0300352 slack | -.2476685 .12775 -1.94 0.053 -.498054 .0027169 abolpos | -.5434923 .1976775 -2.75 0.006 -.9309331 -.1560516 explose | .0334802 .1101886 0.30 0.761 -.1824856 .2494459 stateur | -.0923228 .0393339 -2.35 0.019 -.1694157 -.0152299 houshead | -.0864111 .1303336 -0.66 0.507 -.3418602 .1690379 married | -.065464 .1298376 -0.50 0.614 -.3199409 .189013 female | .4386603 .1340263 3.27 0.001 .1759735 .7013471 child | -.2049337 .1413612 -1.45 0.147 -.4819966 .0721293 ychild | .1556684 .1766059 0.88 0.378 -.1904727 .5018095 nonwhite | -.3956483 .1761206 -2.25 0.025 -.7408382 -.0504583 age | .0001207 .0062519 0.02 0.985 -.0121327 .0123741 schlt12 | -.1723734 .1618354 -1.07 0.287 -.489565 .1448182 schgt12 | -.0583556 .142103 -0.41 0.681 -.3368724 .2201611 smsa | .1120279 .1334106 0.84 0.401 -.1494521 .3735079 bluecoll | -.0021333 .1460376 -0.01 0.988 -.2883617 .2840951 mining | -.0132972 .401138 -0.03 0.974 -.7995132 .7729188 constr | .1654229 .1852256 0.89 0.372 -.1976127 .5284584 transp | -.3818733 .2831048 -1.35 0.177 -.9367485 .1730019 trade | .1065755 .1677346 0.64 0.525 -.2221782 .4353293 fire | -.345295 .2945472 -1.17 0.241 -.9225969 .2320068 services | .1443583 .1664345 0.87 0.386 -.1818474 .470564 pubadmin | .7203208 .5238954 1.37 0.169 -.3064953 1.747137 year85 | -.0647735 .1460286 -0.44 0.657 -.3509844 .2214373 year87 | -.138436 .1574958 -0.88 0.379 -.4471221 .1702502 year89 | .100033 .1887671 0.53 0.596 -.2699437 .4700097 midatl | -.3838124 .2529706 -1.52 0.129 -.8796257 .1120009 encen | -.5058645 .2521219 -2.01 0.045 -1.000014 -.0117146 wncen | -.081463 .2512893 -0.32 0.746 -.5739811 .411055 southatl | -.2799968 .1891246 -1.48 0.139 -.6506742 .0906805 escen | .0372908 .2993588 0.12 0.901 -.5494417 .6240233 wscen | -.1157119 .2286912 -0.51 0.613 -.5639385 .3325146 mountain | .204597 .2206239 0.93 0.354 -.2278179 .6370119 pacific | -.2138749 .3899895 -0.55 0.583 -.9782404 .5504905 ------------------------------------------------------------------------------ . estimates store bcoxrisk2 . . stset spell, fail(censor3=1) failure event: censor3 == 1 obs. time interval: (0, spell] exit on or before: failure ------------------------------------------------------------------------------ 3343 total obs. 0 exclusions ------------------------------------------------------------------------------ 3343 obs. remaining, representing 574 failures in single record/single failure data 20887 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 28 . stcox $xlist, nolog nohr robust basesurv(survrisk3) basechazard(chrisk3) failure _d: censor3 == 1 analysis time _t: spell Cox regression -- Breslow method for ties No. of subjects = 3343 Number of obs = 3343 No. of failures = 574 Time at risk = 20887 Wald chi2(40) = 357.81 Log pseudo-likelihood = -4094.2361 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ | Robust _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- RR | -.4692082 .7157644 -0.66 0.512 -1.872081 .9336643 DR | .8759221 .8786992 1.00 0.319 -.8462967 2.598141 UI | -.9051384 .4449384 -2.03 0.042 -1.777202 -.0330753 RRUI | -.5392752 1.002388 -0.54 0.591 -2.503919 1.425369 DRUI | 2.293752 1.274021 1.80 0.072 -.2032836 4.790787 LOGWAGE | -.0140883 .1415912 -0.10 0.921 -.291602 .2634253 tenure | -.0465013 .0118142 -3.94 0.000 -.0696567 -.0233458 slack | -.4587556 .0952092 -4.82 0.000 -.6453621 -.2721491 abolpos | -.2743895 .136703 -2.01 0.045 -.5423223 -.0064566 explose | .0199625 .0843281 0.24 0.813 -.1453176 .1852426 stateur | -.1013309 .0311307 -3.26 0.001 -.1623459 -.0403159 houshead | .5154239 .1031203 5.00 0.000 .3133117 .717536 married | .0280002 .1037338 0.27 0.787 -.1753143 .2313148 female | .2477194 .1071841 2.31 0.021 .0376425 .4577962 child | -.1477253 .1086376 -1.36 0.174 -.3606511 .0652005 ychild | -.0702224 .1341067 -0.52 0.601 -.3330667 .1926219 nonwhite | -.4472066 .1401892 -3.19 0.001 -.7219723 -.1724409 age | -.0227849 .0053188 -4.28 0.000 -.0332096 -.0123602 schlt12 | -.1050265 .1191449 -0.88 0.378 -.3385462 .1284931 schgt12 | .0912594 .1057371 0.86 0.388 -.1159815 .2985004 smsa | .0078536 .0994133 0.08 0.937 -.1869928 .2027 bluecoll | .2916892 .1085873 2.69 0.007 .0788619 .5045165 mining | .2392902 .2514416 0.95 0.341 -.2535263 .7321067 constr | .0659352 .1393882 0.47 0.636 -.2072606 .339131 transp | -.0724276 .1845329 -0.39 0.695 -.4341054 .2892502 trade | .0824395 .1260009 0.65 0.513 -.1645178 .3293967 fire | -.3901171 .2648329 -1.47 0.141 -.90918 .1289458 services | .0007351 .1296195 0.01 0.995 -.2533144 .2547847 pubadmin | -1.749927 1.038715 -1.68 0.092 -3.785771 .2859182 year85 | .2810465 .1124259 2.50 0.012 .0606957 .5013973 year87 | .4139684 .117016 3.54 0.000 .1846212 .6433155 year89 | -.1485614 .1590621 -0.93 0.350 -.4603173 .1631946 midatl | -.5271828 .2165005 -2.44 0.015 -.9515159 -.1028497 encen | -.063171 .1962513 -0.32 0.748 -.4478166 .3214745 wncen | .134275 .2051501 0.65 0.513 -.2678118 .5363617 southatl | .1522905 .1610446 0.95 0.344 -.1633512 .4679321 escen | -.5030762 .3118938 -1.61 0.107 -1.114377 .1082245 wscen | .0116807 .1858946 0.06 0.950 -.352666 .3760273 mountain | .2043736 .1827277 1.12 0.263 -.1537662 .5625134 pacific | .4327009 .2661013 1.63 0.104 -.088848 .9542498 ------------------------------------------------------------------------------ . estimates store bcoxrisk3 . . * Table 19.3 (page 659) last three columns . * NOTE: The results from this program differ a little from those . * given in text. Need to resolve this. . estimates table bcoxrisk1 bcoxrisk2 bcoxrisk3, b(%10.3f) se(%10.3f) stats(N ll) /* > */ keep(RR DR UI RRUI DRUI LOGWAGE tenure) ----------------------------------------------------- Variable | bcoxrisk1 bcoxrisk2 bcoxrisk3 -------------+--------------------------------------- RR | 0.522 -0.072 -0.469 | 0.571 0.951 0.716 DR | -0.753 -1.024 0.876 | 0.722 1.193 0.879 UI | -1.318 -0.906 -0.905 | 0.237 0.511 0.445 RRUI | 0.882 -0.782 -0.539 | 0.582 1.166 1.002 DRUI | -0.095 2.032 2.294 | 0.978 1.672 1.274 LOGWAGE | 0.335 -0.280 -0.014 | 0.111 0.174 0.142 tenure | 0.001 0.006 -0.047 | 0.006 0.012 0.012 -------------+--------------------------------------- N | 3343.000 3343.000 3343.000 ll | -7717.233 -2444.342 -4094.236 ----------------------------------------------------- legend: b/se . . *** (2D) GRAPHS FOR COX COMPETING RISKS MODEL . . * Figure 19.1 (page 661) - Plot the three baseline survival functions . sort _t . graph twoway (scatter survrisk1 _t, c(J) msymbol(i) msize(small) clstyle(p1)) /* > */ (scatter survrisk2 _t, c(J) msymbol(i) msize(small) clstyle(p2)) /* > */ (scatter survrisk3 _t, c(J) msymbol(i) msize(small) clstyle(p3)), /* > */ scale (1.2) plotregion(style(none)) /* > */ title("Baseline Survival Functions") /* > */ xtitle("Unemployment Duration in 2-week intervals", size(medlarge)) xscale(titlegap(*5)) /* > */ ytitle("Baseline Survival Probability", size(medlarge)) yscale(titlegap(*5)) /* > */ legend(pos(3) ring(0) col(1)) legend(size(small)) /* > */ legend( label(1 "Risk 1 (full-time job)") label(2 "Risk 2 (part-time job)") label(3 "Risk 3 ( > unknown job)")) . graph export combined_bsf.wmf, replace (file c:\Imbook\bwebpage\Section4\combined_bsf.wmf written in Windows Metafile format) . . * Figure 19.2 (page 659) - Plot the three baseline cumulative hazards . sort _t . graph twoway (scatter chrisk1 _t, c(J) msymbol(i) msize(small) clstyle(p1)) /* > */ (scatter chrisk2 _t, c(J) msymbol(i) msize(small) clstyle(p2)) /* > */ (scatter chrisk3 _t, c(J) msymbol(i) msize(small) clstyle(p3)), /* > */ scale (1.2) plotregion(style(none)) /* > */ title("Baseline Cumulative Hazard Functions") /* > */ xtitle("Unemployment Duration in 2-week intervals", size(medlarge)) xscale(titlegap(*5)) /* > */ ytitle("Baseline Cumulative Hazard", size(medlarge)) yscale(titlegap(*5)) /* > */ legend(pos(11) ring(0) col(1)) legend(size(small)) /* > */ legend( label(1 "Risk 1 (full-time job)") label(2 "Risk 2 (part-time job)") label(3 "Risk 3 ( > unknown job)")) . graph export combined_cbh.wmf, replace (file c:\Imbook\bwebpage\Section4\combined_cbh.wmf written in Windows Metafile format) . . ********** CLOSE OUTPUT ********** . log close log: c:\Imbook\bwebpage\Section4\mma19p1comprisks.txt log type: text closed on: 19 May 2005, 17:53:08 ----------------------------------------------------------------------------------------------------