I have a question about stcox with multiple records. I have a dataset with variables that are measured every year for 10 years on an an annual basis (e.g., sales for each year). I then have my failure measured on a daily basis. In other words, the failure can occur anytime during the year and I know the specific date of the failure. Is it inappropriate to use stcox, a continuous hazard model? Should I be using a discrete model instead? Any suggestions? A reviewer on the paper indicated the following:
I have several reservations regarding the empirical analyses and interpretation of the results. Foremost, it appears that your research design confounds discrete time and continuous time event-history analyses. Cox's partial likelihood method is a continuous time method. Therefore, creating and pooling discrete 1-year event windows (which would be consistent with a discrete time analysis) appears not to be appropriate.
Thanks,
Doug Thomas
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