Event History Analysis With Stata Book

Preface     vii
Introduction     1
Causal Modeling and Observation Plans     4
Cross-Sectional Data     5
Panel Data     13
Event History Data     19
Event History Analysis and Causal Modeling     21
Event History Data Structures     38
Basic Terminology     38
Event History Data Organization     42
Nonparametric Descriptive Methods     58
Life Table Method     58
Product-Limit Estimation     72
Comparing Survivor Functions     76
Exponential Transition Rate Models     87
The Basic Exponential Model     88
Maximum Likelihood Estimation     89
Models without Covariates     91
Time-Constant Covariates     94
Models with Multiple Destinations     101
Models with Multiple Episodes     109
Piecewise Constant Exponential Models     116
The Basic Model     116
Models without Covariates     118
Models with Proportional Covariate Effects     122
Models with Period-Specific Effects     123
Exponential Models with Time-Dependent Covariates     128
Paralleland Interdependent Processes     128
Interdependent Processes: The System Approach     131
Interdependent Processes: The Causal Approach     135
Episode Splitting with Qualitative Covariates     137
Episode Splitting with Quantitative Covariates     147
Application Examples     152
Parametric Models of Time-Dependence     182
Interpretation of Time-Dependence     183
Gompertz Models     186
Weibull Models     196
Log-Logistic Models     204
Log-Normal Models     210
Methods to Check Parametric Assumptions     216
Simple Graphical Methods     216
Pseudoresiduals     218
Semiparametric Transition Rate Models     223
Partial Likelihood Estimation     224
Time-Dependent Covariates     228
The Proportionality Assumption     233
Baseline Rates and Survivor Functions     238
Application Example     243
Problems of Model Specification     247
Unobserved Heterogeneity     247
Models with a Mixture Distribution     253
Models with a Gamma Mixture     256
Exponential Models with a Gamma Mixture      259
Weibull Models with a Gamma Mixture     261
Discussion     265
References     271
About the Authors     293
Index     295