Let’s load the dataset.

/* Dataset is UNFINAL.DTA */

use "/Users/liwugan/Dropbox/event_history/dta/UNFINAL.dta"

Table 3.1

We can estimate and store each of the following models: exponential, Weibull A.F.T., and Weibull Prop. Hazards.

eststo clear

* Exponential model 

eststo: streg civil interst, dist(exp) time 

* Weibull model using accelerated failure time

eststo: streg civil interst, dist(weib) nohr 

* Weibull model using proportional hazards

eststo: streg civil interst, dist(weib) time

Now we can generate the regression table for the three models.

* Reset working directory to collect following output 

cd ~/Dropbox/event_history/rmd

* Generate regression table output 

esttab using ch3_exp_weib.html, replace ///
    coeflabel(  _t:civil "Civil War"    _t:interst "Interstate Conflict" ///
                _t:_cons "Constant") ///
    title(Weibull Model of U.N. Peacekeeping Missions) ///
    mtitles("Exponential Model" "Weibull A.F.T." "Weibull Prop. Hazards") ///
    eqlabels("", none) ///
    b(2) se(2) nostar ///
    stats(ll N, label("Log-Likelihood" "<em>N</em>") fmt(2 0))

Figure 3.1

We generate hazard rates for each conflict type from the Weibull P.H. model.

*Weibull Model with P.H. Parameterization

streg civil interst, dist(weib) time

* First, note that lambda=exp(-beta'x). We can compute lambda for each conflict type:

gen lambda_civil=exp(-(_b[_cons]+_b[civil]))
gen lambda_interstate=exp(-(_b[_cons]+_b[interst]))
gen lambda_icw=exp(-(_b[_cons]))

* Second, note that h(t)=lambda*p*(lambda*t)^(p-1).  We can generate the hazard rate for each covariate profile:
  
gen haz_civil=lambda_civil*e(aux_p)*(lambda_civil*duration)^(e(aux_p)-1)
gen haz_interstate=lambda_interstate*e(aux_p)*(lambda_interstate*duration)^(e(aux_p)-1)
gen haz_icw=lambda_icw*e(aux_p)*(lambda_icw*duration)^(e(aux_p)-1)

We are now ready to plot the hazard rates.

twoway (line haz_civil duration, sort lpattern(solid) lcolor(red)) (line haz_icw duration, sort lpattern(solid) lcolor(green)) ///
    (line haz_interstate duration, sort lpattern(solid) lcolor(blue)), ///
    legend(pos(3) col(1) ring(0) ///
    lab(1 "Civil War") lab(2 "Internationalized Civil War") lab(3 "Interstate Conflict")) ///
    xtitle("Duration of U.N. Peacekeeping Missions") ///
    title("Hazard Rates", position (11)) ///
    scheme(s2mono) graphregion(color(white) icolor(none)) ///
    saving(cabcoxinthaz.gph, replace)

* Export graph as .png file.

graph export UNweibhaz.png, replace