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 > > * > * 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/ |
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: 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 > > > > * > > * 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/ |
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