Re: st: standard error of the hazard (not the cumulative hazard) at each time t?

[Enzo Coviello <enzo.coviello@tin.it>]

At 13.40 24/04/04 -0400, you wrote:
> Can anyone tell me how to have Stata produce the standard error of the
> hazard (not the cumulative hazard) at each time t?
>
> For instance, the two commands,
>
> sts generate cum_haz    = na, by(com_lang)
> sts generate cum_haz_se = se(na), by(com_lang)
>
> will do what I want for the cumulative hazard.
>
> In addition,
>
> sts generate haz = h, by(com_lang)
>
> will generate the hazard function.

Be careful.
Using:
. sts gen newvarname = h

you estimate the hazard component, not the hazard function (see Survival 
Manual)

You can easily achieve a kernel smoothed estimate of the hazard function, 
its standard error and log transformed confidence interval using stkerhaz. 
For more detail you can type:

.findit stkerhaz
or
. ssc desc stkerhaz

After downloading, you can achieve what you want typing:

. stkerhaz, basecha(cum_haz) ci out(myhazard_estimate,replace) strata(com_lang)


.stkerhaz will produce a Stata7 graph with hazard and confidence interval 
and a file (in the current directory if not otherwise specified) where the 
estimates are saved. Then

.use myhazard_estimate, clear

Now you can give a glance at your estimates or achieve a nicer Stata8 graph.
Note that using option np(#) the hazard and its confidence interval can be 
estimated at more points as you need.

Hope this help

Enzo



Enzo Coviello
Dipartimento di Prevenzione ASL BA/1
via L. Barbera 27
70055 MINERVINO MURGE (BA)
Italy
tel - fax  +390883691053
(home)   +390883695055 
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