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streg

Fits a bounded parametric survival model with weibull or exponential likelihood and

deterministic terminal output. failure(...) must be a binary event indicator (0/1), and the

time variable must be strictly positive.

Syntax

streg time_var x1 x2, failure(event_var) dist(weibull|exponential) [robust cluster(var) noconstant]

Options

  • failure(<event_var>): required event indicator variable.
  • dist(weibull|exponential): required distribution family.
  • robust: HC-style robust covariance.
  • cluster(<var>): clustered covariance.
  • noconstant: omit intercept.

Examples

streg duration age income, failure(died) dist(weibull)
streg duration age, failure(died) dist(exponential) robust
streg duration age, failure(died) dist(weibull) cluster(firm_id)

See also