------------------------------------------------------------------------------------------------------ log: c:\Imbook\bwebpage\Section4\mma17p3weib.txt log type: text opened on: 19 May 2005, 14:22:25 . . ********** OVERVIEW OF MMA17P3WEIB.DO ********** . . * STATA Program . * copyright C 2005 by A. Colin Cameron and Pravin K. Trivedi . * used for "Microeconometrics: Methods and Applications" . * by A. Colin Cameron and Pravin K. Trivedi (2005) . * Cambridge University Press . . * Chapter 17.6.1 (pages 584-6) . * Plot of Weibull density, survuvor, hazard and cumulative hazard functions . * Provides . * (1) Figure 17.2 (ch17weibull.wmf) . . * This program requires no data . . ********** SETUP ********** . . set more off . version 8.0 . set scheme s1mono /* Used for graphs */ . . ********** GENERATE DATA AND FUNCTIONS ********** . . set obs 800 obs was 0, now 800 . . gen t = 0.1*_n /* duration time */ . . * Generate the survivor, hazard, cumulative hazard and density . scalar g = 0.01 /* gamma */ . scalar a = 1.5 /* alpha */ . gen surv = exp(-g*(t^(a))) . gen density = g*a*(t^(a-1))*exp(-g*(t^(a))) . gen hazard = g*a*(t^(a-1)) . gen cumhaz = -ln(surv) . . ********** DO THE FOUR SEPARATE GRAPHS FOR FIGURE 17.2 ********** . . * Weibull density . graph twoway (scatter density t, c(l) msize(vtiny) clwidth(medthick) clstyle(p1)), /* > */ scale (1.2) plotregion(style(none)) /* > */ xtitle("Duration time", size(large)) xscale(titlegap(*5)) /* > */ ytitle("Weibull density", size(large)) yscale(titlegap(*5)) /* > */ xlabel(,labsize(medlarge)) ylabel(,labsize(medlarge)) . graph save ch17fig2a, replace (file ch17fig2a.gph saved) . . * Weibull survivor . graph twoway (scatter surv t, c(l) msize(vtiny) clwidth(medthick) clstyle(p1)), /* > */ scale (1.2) plotregion(style(none)) /* > */ xtitle("Duration time", size(large)) xscale(titlegap(*5)) /* > */ ytitle("Weibull survivor", size(large)) yscale(titlegap(*5)) /* > */ xlabel(,labsize(medlarge)) ylabel(,labsize(medlarge)) . graph save ch17fig2b, replace (file ch17fig2b.gph saved) . . * Weibull hazard . graph twoway (scatter hazard t, c(l) msize(vtiny) clwidth(medthick) clstyle(p1)), /* > */ scale (1.2) plotregion(style(none)) /* > */ xtitle("Duration time", size(large)) xscale(titlegap(*5)) /* > */ ytitle("Weibull hazard", size(large)) yscale(titlegap(*5)) /* > */ xlabel(,labsize(medlarge)) ylabel(,labsize(medlarge)) . graph save ch17fig2c, replace (file ch17fig2c.gph saved) . . * Weibull cumulative hazard . graph twoway (scatter cumhaz t, c(l) msize(vtiny) clwidth(medthick) clstyle(p1)), /* > */ scale (1.2) plotregion(style(none)) /* > */ xtitle("Duration time", size(large)) xscale(titlegap(*5)) /* > */ ytitle("Cumulative hazard", size(large)) yscale(titlegap(*5)) /* > */ xlabel(,labsize(medlarge)) ylabel(,labsize(medlarge)) . graph save ch17fig2d, replace (file ch17fig2d.gph saved) . . ********** COMBINE THE FOUR GRAPHS FOR FIGURE 17.2 (page 585) ********** . . graph combine ch17fig2a.gph ch17fig2b.gph ch17fig2c.gph ch17fig2d.gph, /* > */ title("Weibull Distribution", margin(b=2) size(vlarge)) . graph export ch17weibull.wmf, replace (file c:\Imbook\bwebpage\Section4\ch17weibull.wmf written in Windows Metafile format) . . ********** CLOSE OUTPUT . log close log: c:\Imbook\bwebpage\Section4\mma17p3weib.txt log type: text closed on: 19 May 2005, 14:22:39 ----------------------------------------------------------------------------------------------------