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RE: st: RE: Goodness of fit using Cox-snell residuals
From |
"Feiveson, Alan H. (JSC-SK311)" <[email protected]> |
To |
<[email protected]> |
Subject |
RE: st: RE: Goodness of fit using Cox-snell residuals |
Date |
Thu, 1 Jun 2006 10:18:35 -0500 |
not true - see p. 258 Example 2 of the Stata 9 survival manual.
Al F.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Thursday, June 01, 2006 10:04 AM
To: [email protected]
Subject: RE: st: RE: Goodness of fit using Cox-snell residuals
It just makes no sense to feed the Cox-Snell residuals to -stset-. You
already set up the survival problem using -date_visit-.
Once you have the Cox-Snell residuals, there are various things you can
usefully do with them, but feeding them to -stset- is not one of those
things.
As -stset-is telling you, many of the residuals are negative, so the
operation makes no sense on that ground alone..
Nick
[email protected]
Emelda Okiro
> Calrification
> Am using stata 8
> This is what my data looks like
>
> Id sex date_visit age failure
> 1 0 04jun2004 28 0
> 1 0 12jun2004 28 0
> 1 0 18jun2004 28 0
> 1 0 16jul2004 29 0
> 1 0 13aug2004 30 0
> 2 0 01mar2002 0 0
> 2 0 27mar2002 1 0
> 2 0 15apr2002 2 0
> 2 0 18apr2002 2 1
> 2 0 29apr2002 2 0
>
> basic time scale is calender time declared on the stset origin and
> scale control the mapping from the basic time scale onto the time
> scale on which the analysis is to be performed .
> . stset date_visit, id (rsv) failure(lrti) enter(time
> date_origin)origin(time d(31jan2002)) exit(time date_exit) scale(1)
>
> id: rsv
> failure event: lrti != 0 & lrti < .
> obs. time interval: (date_visit[_n-1], date_visit] enter on or
> after: time date_origin exit on or before: time date_exit
> t for analysis: (time-origin)
> origin: time d(31jan2002)
>
> --------------------------------------------------------------
> ----------------
> 29979 total obs.
> 0 exclusions
> --------------------------------------------------------------
> ----------------
> 29979 obs. remaining, representing
> 469 subjects
> 952 failures in multiple failure-per-subject data
> 377180 total analysis time at risk, at risk from t = 0
> earliest observed entry t = 0
> last observed exit t = 1177
>
>
>
> . **** Checking the goodness of fit of the final model . * evaluated
> by using Cox-Snell residuals . * if the model fits the data well then
> the true cumulative hazard function conditional on the covariate
> vector should have an exponential distribution with a hazard rate of
> one . quietly xi: stcox i.currentagegrp sex i.siblings_un6 i.main_fuel
> i.hse_toilet i.babies_bor i.education i.family_children
> i.interaction_un6 i.siblingssch_un6 i.siblingsroom_ov6 i.female_sibs
> poor i.weaning i.job_desc, nohr mgale(mg)
>
> . * compute cox-snell residuals
> . predict cs, csnell
> (663 missing values generated)
>
> . *re stset using cs residuals as the time variable (look at the
> output) the missing values are truly missing but it is omitting some
> of the observations ????? It is also assuming single failure single
> record which is incorrect as shown above my data set has multiple
> records multiple failure-per-subject data.
>
> . stset cs, failure(lrti)
>
> failure event: lrti != 0 & lrti < .
> obs. time interval: (0, cs]
> exit on or before: failure
>
> --------------------------------------------------------------
> ----------------
> 29979 total obs.
> 663 event time missing (cs>=.)
> PROBABLE
> ERROR
> 1046 obs. end on or before enter()
> --------------------------------------------------------------
> ----------------
> 28270 obs. remaining, representing
> 925 failures in single record/single failure data
> 925 total analysis time at risk, at risk from t = 0
> earliest observed entry t = 0
> last observed exit t = .8936376
>
> Does anyone know how cs residuals are computed in this kind of data
> and how I can specify multiple failure multiple recors when using cs
> residuals as the time variable
*
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