Have you checked the -stset- help menu?

Tim

-----Original Message-----

From:

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[mailto:

[hidden email]] On Behalf Of IOANNA MARIOU

STYLIANOU

Sent: 04 December 2008 20:01

To:

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Subject: 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 <

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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

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