At 16.50 14/05/04 -0400, you wrote:
Hi,
I am trying to run a competing risks event history model using
stata. Once firms enter the sample, they are at risk for three possible
outcomes (technology adoption). I want to see if a list of various
independent variables affect the rate for these outcomes in different
ways, maybe in the same direction, but differential impact. So in the
output I should get a set of coefficients (which I think decomposes to the
probability of the destination state * the overall rate) for each
potential outcome. In TDA, the command is rate and then specify the
outcome and independent variables for each potential outcome (in my case 3
outcomes). I would appreciate it if someone could tell me how to do this
with stcox?
I ignore TDA, but in epidemiology a quite simple approach is described in:
Lunn, M and D. McNeil. 1995 Applying Cox Regression to Competing Risks.
Biometrics 51: 524-532.
The Lunn's method needs an augmented (expanded) data set. When data are
suitably adapted, you can estimate one Cox model for all competing events
and independent variables at once.
If you are interested I can send a do file where Lunn's example is replicated.
It is not so much, but I could be useful.
Enzo
Thanks!
WS
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