Dear Michael,
at a very first glance, what hits the eyes is the adjusted probability of
being censoring sometimes above the usual upper constraint. How can it be? I
should have missed something in your assumptions.
Kind Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Michael McCulloch
Inviato: gioved� 25 settembre 2008 17.56
A: Statalist
Oggetto: st: Estimating the probability of censoring
Hello,
I'm seeking guidance on a series of commands I've written to estimate
the probability of being censored. Might anyone be able to offer
commentary as to whether I've done this correctly? The resulting
unadjusted probability of censoring ranges from 0-1, while the
adjusted probability goes above 1.
sysuse cancer.dta, clear
gen id = _n // generate individual IDs
stset studytime, failure(died==0) // note that total
person-time is 744
*estimate the unadjusted probability of censoring
sts gen cens = s
*estimate the adjusted probability of censoring
stcox drug age, nohr
predict coeff_cens, xb // predicts linear
coefficients of censoring
gen p_cens = exp(coeff_cens) // adjusted probability of
time-to-censoring
*lists the results
list id drug age died cens p_cens in 40/48, clean noobs
40 3 50 0 .58476475 .8601028
41 3 55 1 .58476475 .9429854
42 3 57 1 .51166915 .9783332
43 3 48 0 .51166915 .8290267
44 3 56 0 .34111277 .9604967
45 3 60 1 .34111277 1.033855
46 3 62 0 .22740851 1.072609
47 3 48 0 .11370426 .8290267
48 3 52 0 0 .8923438
--
Best wishes,
Michael McCulloch
Pine Street Foundation
124 Pine St., San Anselmo, CA 94960-2674
Tel: (415) 407-1357
Fax: (415) 485-1065
[email protected]
www.pinestreetfoundation.org
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