Stata program for Probit/Logit Models

Program for Duration Data
Surv_data.do
* this data set has married males, aged 50-70;
* from the nhis multiple cause of death file;
* data is taken from the 1987-1990 nhis;
* surveys. all people are followed for;
* up to 60 months. max_mths is the most;
* people are followed and diedin5;
* indicates whether the person died;
* in five years (60 months);
* set end of line marker;
# delimit;
set more off;

* increase memory;

set memory 20m;

* write results to file;

log using c:\bill\jpsm\surv_data.log,replace;

* load up sas data set;

use c:\bill\jpsm\surv_data;

* get contents of data file;

desc;

* get summary statistics;

sum;

* define the duration data in the analysis;

stset max_mths, failure(diedin5);

* list the kaplan meier survivor function;

sts list;

* you can graph the functions as well;

* output the graphs to a file;
sts graph;
graph save c:\bill\jpsm\graph1.gph, replace;

* you can draw graphs for various subgroups;

* output the graphs to a file;
sts graph, by(educ);
graph save c:\bill\jpsm\graph2.gph, replace;

* run a duration model where the hazard varies across;

* people. first, ask stata to print out the raw;
* coefficients (nohr option), then do default;
* show weibull first, then exponential;

* first, construct dummies for the income and;

* education categories. in the regression statement;
* _Ie star include all variables beginning with _Ie;
* and _Ii star includes all variables starting with;
* _Ii;

xi i.income i.educ;

streg age_s_yrs black hispanic _Ie* _Ii*, d(weibull) nohr;

* now get the hazard ratios where all coefs are raised to;

* exp(b1);

streg age_s_yrs black hispanic _Ie* _Ii*, d(weibull);

* for compairson purposes, look at results from an exponential;
streg age_s_yrs black hispanic _Ie* _Ii*, d(exp) nohr;
streg age_s_yrs black hispanic _Ie* _Ii*, d(exp);
log close;