I have a student who's working on duration models, and in trying to
help him it seemed to me we could do with some functionality to
compute nonparametric estimates of the integrated hazard and survival
functions. So I've added a couple of built-ins: naalen (Nelson-Aaalen
hazard estimate) and kmeier (Kaplan-Meier survival estimate). Basic
documentation is also added.
I plan to add a section to the User's Guide on using these functions
(along with generalized residuals) to assess the specification of a
duration model, but that'll have to wait for a while.
Allin
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