tag 标签: Event经管大学堂:名校名师名课

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事件时间的动态建模与统计分析 外文文献专区 能者818 2022-3-7 0 355 能者818 2022-3-7 20:11:00
Event History Analysis with Stata attachment digest 计量经济学与统计软件 bookbug 2008-7-15 48 22758 cauccqq 2021-4-20 09:41:35
(free)Econometrics of Event Studies 事件研究的计量经济学 attachment 金融学(理论版) yhongl12 2009-9-26 29 8860 郑行山 2021-3-24 00:01:32
100 论坛币 求 Event Studies 经典教材 金融学(理论版) romyerong 2013-2-4 2 2622 Bob12445 2019-3-11 18:06:38
[下载]清晰Event History Analysis with Stata attachment 计量经济学与统计软件 voodoo 2008-10-17 42 19206 yxcassie 2018-1-24 02:43:35
Survival and Event History Analysis-Spinger attachment 计量经济学与统计软件 bookbug 2008-11-6 18 7607 yaodi833 2017-9-8 15:02:31
[分享] Rare Event Simulation using Monte Carlo Methods attachment R语言论坛 dwl001 2009-4-6 14 6540 路人车 2017-8-22 10:52:32
[求助]Event study如何做 EViews专版 ps20104 2008-7-19 8 12982 Sophie.yin 2016-7-20 13:58:06
[求助]有人會用STATA操作event studies嗎 Stata专版 perfectman94 2007-6-12 6 5041 arlionn 2013-6-27 11:14:01
如何用sas做event study? SAS专版 melodyhe 2009-8-14 17 7118 jungsee 2013-5-16 11:40:41
event study 金融学(理论版) accphd 2006-4-7 6 5200 xiewen02 2013-5-7 19:09:37
谁有event prediction and bootstrap in time series EViews专版 kantdisciple 2008-4-29 2 2882 tmg3081 2012-12-18 21:53:43
上海生物统计学术论坛Shanghai Biostatistics Forum (SBF) 4th Event, 2009 attachment 学术资源/课程/会议/讲座 fisher163 2009-11-2 0 3247 fisher163 2012-10-8 23:13:09
有人会用stata做event study吗?最好有现成的 Stata专版 jky1983 2009-9-8 11 5367 univ_farmer 2010-10-5 22:50:07
哪种软件做event study比较方便? 计量经济学与统计软件 melodyhe 2009-9-4 1 2421 ironszark 2010-10-5 15:30:25
Morgan Stanley-Basel–A Non Event for Asian Banks-100913 attachment 行业分析报告 slava_xu 2010-9-16 0 1695 slava_xu 2010-9-16 08:26:03
Econometrics of Event Studies--S.P. Kothari attachment 计量经济学与统计软件 yuhongboy 2009-11-4 2 2736 xiyting 2009-11-5 08:51:27
关于公司兼并的event study , 版主, 大家进来帮帮忙。 Excel 杨洲 2009-9-19 1 2183 杨洲 2009-9-20 06:23:47
[求助]event time的含义 计量经济学与统计软件 ljianb2005 2009-4-3 0 1732 ljianb2005 2009-4-3 17:04:00
[求助] Re F is an event function, Im F is an odd one 金融学(理论版) 根筋 2008-9-1 4 2134 根筋 2008-9-3 10:01:00

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分享 Simulate time to event data
stzhao 2017-5-14 10:44
n = 100 beta1 = 2; beta2 = -1 lambdaT = .002 # baseline hazard lambdaC = .004 # hazard of censoring x1 = rnorm(n,0) x2 = rnorm(n,0) # true event time T = rweibull(n, shape=1, scale=lambdaT*exp(-beta1*x1-beta2*x2)) C = rweibull(n, shape=1, scale=lambdaC) # censoring time time = pmin(T,C) # observed time is minof censored and true event = time==T # set to 1 if event is observed library(survival) fit - survfit(Surv(time,event)~1) plot(fit)
个人分类: R学习|103 次阅读|0 个评论
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