> Dear Ioanna,

> tricky issue indeed.

>

> Anyway, I would refer you to:

>

> Cleves MA, Gould WW, Gutierrez RG. An introduction to survival analysis

> using Stata. Revides Edition. Station College: Stata Press, 2004: 32-34;

>

> Klein JP, Moeschberger ML. Survival Analysis. Techniques for Censored

> and

> Truncated Data. Second Edition. Berlin: Springer, 2003: 70-71;74;140-141.

>

> Sorry I cannot be more helpful.

>

> Knd Regards,

> Carlo

> -----Messaggio originale-----

> Da:

[hidden email]
> [mailto:

[hidden email]] Per conto di IOANNA MARIOU

> STYLIANOU

> Inviato: giovedÃ¬ 4 dicembre 2008 21.01

> A:

[hidden email]
> Oggetto: st: left censoring

>

> Hi

>

> iam trying to estimate duration models(Cox-PH) but i have left

> censoring..Does anyone knows how this is treated in STATA?

>

> Ioanna Stylianou

>

> ----- Original Message -----

> From: Christopher Baum <

[hidden email]>

> Date: Thursday, December 4, 2008 1:54 pm

> Subject: st: Re: how to select model in xtpcse , corr(ar1)

> To:

[hidden email]
>

>

> > < >

> > Ghislain said

> > I want to compare two models one made with : xtpcse x y

> z,corr(ar1)

> >

> > the other with : xtpcse x y w,corr(ar1) xtpcse doesn't return AIC

> nor

> >

> > BIC nor e(ll),

> >

> > Martin suggests looking at r^2. AIC and BIC are criteria that

> will

> >

> > penalize for non-parsimonious models. As both of the models you

> > specify have exactly the same length, they would not be useful.

> They

> >

> > are not estimated with maximum likelihood, so there is no e(ll).

> [OLS

> >

> > is not estimated with MLE either, but -regress- does provide

> e(ll)].

> >

> > As r^2 is perfectly comparable for models of the same length, r^2

>

> > would seem to make sense as a comparison.

> >

> > I would worry more about the notion that if each of these models

> does

> >

> > a good job, with a significant z or w respectively, then there is

>

> > surely the risk that they are both misspecified versions of a

> model

> >

> > that contains both. Can you indeed rule out w appearing in the

> first

> >

> > model, or z in the second?

> >

> >

> > Kit Baum, Boston College Economics and DIW Berlin

> >

http://ideas.repec.org/e/pba1.html> > An Introduction to Modern Econometrics Using Stata:

> >

http://www.stata-press.com/books/imeus.html> >

> > *

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> > *

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http://www.ats.ucla.edu/stat/stata/> >

> *

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