On Thu, 27 Jun 2002 15:08:35 -0500 "Boylan, Richard"
<[email protected]> wrote:
> I first computed
>
> streg y x, dist(weibull) robust cluster(id)
> mfx compute, predict(mean)
>
> Then to check for the imporstance of unobserved effects, I estimated
>
> streg y x, dist(weibull) frailty(gamma) shared(id)
> mfx compute, predict(mean)
>
> To my surprise all the results changed drastically.
>
> What I find harder to understand is that the overal predicted times
> change drastically:
>
> with the first model:
>
> mfx compute, predict(mean)
>
> Marginal effects after weibull
> y = predicted mean _t (predict, mean)
> = 3.7482296
>
>
> with the second model:
>
> mfx compute, predict(mean)
>
> Marginal effects after weibullhet
> y = predicted mean _t (predict, mean)
> = .50887109
>
>
> Shouldn't I be expecting these numbers to have been similar?
If you told us what the estimate of the Weibull shape parameter ("p")
was in both specifications, we'd be better placed to comment.
If the frailty model is the 'true' one, and the hazard is rising at a
fast rate, then you could get very different predicted means, I suspect.
Stephen
----------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk
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