gencrm: A new command for generalized continuation-ratio models
Abstract. A continuation-ratio model represents a variant of an ordered regression model
that is suited to modeling processes that unfold in stages, particularly those
in which a return to a previous stage is not possible (for example, educational
attainment, job promotion, or disease progression). The parameters for
covariates in continuation-ratio models may be constrained to be equal, vary by
a set of common factors (that is, proportionality constraints), or freely vary
across stages. Currently, there are three community-contributed commands that
fit continuation-ratio models. Each of these commands fits some subset of
continuation-ratio models involving parameter constraints, but none of them
offer complete coverage of the range of possibilities. The new gencrm
command expands the options for continuation-ratio models to include the
possibility for some of or all the covariates to be constrained to be equal, to
freely vary, or to vary by a set of common factors across stages. gencrm
relies on Stata's maximum likelihood routines for estimation and avoids
reshaping the data. gencrm includes options for three link functions
(logit, probit, and cloglog) and supports Stata's
multiple-imputation suites of commands.
View all articles by these authors:
Shawn Bauldry, Jun Xu, Andrew S. Fullerton
View all articles with these keywords:
gencrm, generalized continuation-ratio models, stage models, sequential logit models, stopping-ratio models
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