Thanks for the reply Jim. Yes I'm using a fully time dependent model (phi(t)p(t)lambda(t)). My first and last p (p(1) and p(14)) estimates are reasonable, but SE's came out to zero. In my case lambda(1) and lambda (13) have reasonable estimates, but zero's for SE, and there is no estimate for lambda (14) listed in the output. So in this case the lambda's are not estimable in the first and last two occasions? Your message states that if the first and last p are estimable then I should be able to estimate all the lambda's, shouldn't that be all but the last one?
Thanks again for the help and the lesson.
bp
jhines wrote:Assuming you are talking about the full time-specific model, the first and last Lambda are not identifiable. If you have 14 years, you'll get 13 Lambda's (I call them Lambda(1)..Lambda(13)), but the first and last ones are products of Lambda and phi or p. If you use a model where the first and last p are estimable, then you should be able to estimate all of the Lambda's.
JHines