Estimation of multiprocess survival models with cmp
Tamás Bartus
Corvinus University of Budapest
Hungarian Demographic Research Institute
Budapest, Hungary
[email protected]
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David Roodman
Freelance Public Policy Consultant
Washington, DC
[email protected]
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Abstract. Multilevel multiprocess hazard models are routinely used by demographers
to control for endogeneity and selection effects. These models consist of
multilevel proportional hazards equations, and possibly probit equations, with correlated
random effects. Although Stata currently lacks a specialized command for
fitting systems of multilevel proportional hazards models, systems of seemingly
unrelated lognormal survival models can be fit with the user-written cmp command
(Roodman 2011, Stata Journal 11: 159–206). In this article, we describe
multiprocess survival models and demonstrate theoretical and practical aspects of
estimation. We also illustrate the application of the cmp command using examples
related to demographic research. The examples use a dataset shipped with the
statistical software aML.
View all articles by these authors:
Tamás Bartus, David Roodman
View all articles with these keywords:
survival analysis, multilevel analysis, multilevel multiprocess hazard model, simultaneous equations, SUR estimation, cmp
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