I noticed on here a thread which can’t now find about conditional/multinomial logit. Actually, there is no need to implement anything new - this is trivial if cox proportional hazards regression exists and allows for left-censoring. All that needs to be done is to define the ‘start/stop’ times for the various strata as being non-overlapping time intervals but with the same intervals for every member of the same stratum. Then the solution is identical to the conditional logit.

The only difficulty I have is the the required package EventHistory does not seem to be compatible with my Julia 1.2 (I get the dreaded “Unsatisfiable requirements detected” error when I try to use it).

[I have a standard installation of Julia on the latest MacOSX - I guess Julia hasn’t caught up yet]