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...g process). Am I misunderstanding the procedures in some way, or is this a known feature? PS: Why the difference between the "penalty" (e.g. fit1 $history$frailty$theta) and the "variance of the random effect" reported in the gamma frailty models above? Cordially, Roberto Perrelli Department of Economics University of Illinois 484 Wohlers Hall 1206 South Sixth Street Champaign, Illinois 61820 USA

Greetings, I'm organizing summer econometrics lunch meetings to discuss thesis work. The first meeting will be this friday July 18 12-1pm in the conference room on the third floor of Wohlers. The first talk will be by Lingjie Ma Control Variate Estimation of Structural Quantile Regression Models url: www.econ.uiuc.edu/~roger/my.html Roger Koenker email rkoenker@uiuc.edu Department of