st: R: left censoring

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st: R: left censoring

Carlo Lazzaro

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: giovedì 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
>  
>  *
>  *   For searches and help try:
>  *   http://www.stata.com/help.cgi?search
>  *   http://www.stata.com/support/statalist/faq
>  *   http://www.ats.ucla.edu/stat/stata/
>  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



*
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Re: st: R: left censoring

IOANNA MARIOU STYLIANOU
Oh thank you so so much Carlo!!

best wishes,
Ioanna

----- Original Message -----
From: Carlo Lazzaro <[hidden email]>
Date: Friday, December 5, 2008 8:03 am
Subject: st: R: left censoring
To: [hidden email]


>  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: giovedì 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
>  >  
>  >  *
>  >  *   For searches and help try:
>  >  *   http://www.stata.com/help.cgi?search
>  >  *   http://www.stata.com/support/statalist/faq
>  >  *   http://www.ats.ucla.edu/stat/stata/
>  >  
>  *
>  *   For searches and help try:
>  *   http://www.stata.com/help.cgi?search
>  *   http://www.stata.com/support/statalist/faq
>  *   http://www.ats.ucla.edu/stat/stata/
>  
>  
>  
>  *
>  *   For searches and help try:
>  *   http://www.stata.com/help.cgi?search
>  *   http://www.stata.com/support/statalist/faq
>  *   http://www.ats.ucla.edu/stat/stata/
>  

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/