[Limdep Nlogit List] Split-hazard with unobserved heterogeneity

[Mallapragada, Girish]

Dear users,

I am trying to estimate a parametric duration model with split-hazard and unobserved heterogeneity in the duration part.  As LIMDEP's canned routines do not have a facility to layer unobserved heterogeneity onto the split-hazard specification, I have programmed the likelihood and trying to estimate it using simulated MLE.

I wanted to see if anyone has used such a model before and estimated it in LIMDEP.

Thanks in advance.

Girish
Kenan-Flagler Business School
UNC-Chapel Hill