UCLA Academic Technology Services HomeServicesClassesContactJobs
Search

Stata Textbook Examples
Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
Chapter 20: Duration Analysis

The data files used for the examples in this text can be downloaded in a zip file from the Stata Web site. You can then use a program such as WinZip to unzip the data files.
Example 20.5 on page 697 using recid.dta.
use recid, clear

stset durat, failure(cens=0)

     failure event:  cens == 0
obs. time interval:  (0, durat]
 exit on or before:  failure

------------------------------------------------------------------------------
     1445  total obs.
        0  exclusions
------------------------------------------------------------------------------
     1445  obs. remaining, representing
      552  failures in single record/single failure data
    80013  total analysis time at risk, at risk from t =         0
                             earliest observed entry t =         0
                                  last observed exit t =        81

streg workprg priors tserved felon alcohol drugs black married educ age, dist(weibull) nohr

         failure _d:  cens == 0
   analysis time _t:  durat

Fitting constant-only model:

Iteration 0:   log likelihood = -1739.8944
Iteration 1:   log likelihood = -1716.1367
Iteration 2:   log likelihood = -1715.7712
Iteration 3:   log likelihood = -1715.7711

Fitting full model:

Iteration 0:   log likelihood = -1715.7711  
Iteration 1:   log likelihood = -1669.1785  
Iteration 2:   log likelihood = -1634.3693  
Iteration 3:   log likelihood = -1633.0405  
Iteration 4:   log likelihood = -1633.0325  
Iteration 5:   log likelihood = -1633.0325  

Weibull regression -- log relative-hazard form 

No. of subjects =         1445                     Number of obs   =      1445
No. of failures =          552
Time at risk    =        80013
                                                   LR chi2(10)     =    165.48
Log likelihood  =   -1633.0325                     Prob > chi2     =    0.0000

------------------------------------------------------------------------------
          _t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     workprg |   .0908893   .0906478     1.00   0.316    -.0867772    .2685558
      priors |   .0887867   .0134355     6.61   0.000     .0624535    .1151198
     tserved |   .0135625   .0016808     8.07   0.000     .0102682    .0168567
       felon |  -.2994775    .105974    -2.83   0.005    -.5071826   -.0917723
     alcohol |   .4473611   .1057353     4.23   0.000     .2401236    .6545985
       drugs |   .2814605   .0978644     2.88   0.004     .0896499    .4732711
       black |   .4537147   .0883037     5.14   0.000     .2806426    .6267867
     married |  -.1515864   .1092454    -1.39   0.165    -.3657035    .0625307
        educ |  -.0232984   .0194196    -1.20   0.230    -.0613601    .0147633
         age |  -.0037246    .000525    -7.09   0.000    -.0047536   -.0026956
       _cons |  -3.402094   .3010177   -11.30   0.000    -3.992077    -2.81211
-------------+----------------------------------------------------------------
       /ln_p |  -.2158398   .0389149    -5.55   0.000    -.2921115   -.1395681
-------------+----------------------------------------------------------------
           p |   .8058644   .0313601                      .7466852    .8697338
         1/p |   1.240904   .0482896                      1.149777    1.339252
------------------------------------------------------------------------------

How to cite this page

Report an error on this page

UCLA Researchers are invited to our Statistical Consulting Services
We recommend others to our list of Other Resources for Statistical Computing Help
These pages are Copyrighted (c) by UCLA Academic Technology Services


The content of this web site should not be construed as an endorsement of any particular web site, book, or software product by the University of California