Dear Michael,
I have followed step-by-step your codes and, as you are surely already aware
of, p_cens can exceed 2.0 and this raises some concerns.
I am not sure whether the following may be a good hypothesis but typing
gen p_cens = exp(coeff_cens)
I find no way to constrain p_cens within the 0-1 range.
I do hope this second try will sound a little bit less obvious than the
first one.
Kind Regards,
Carlo
tabulate p_cens
p_cens | Freq. Percent Cum.
------------+-----------------------------------
.8290267 | 2 4.17 4.17
.8444218 | 1 2.08 6.25
.8601028 | 1 2.08 8.33
.8923438 | 1 2.08 10.42
.9257933 | 1 2.08 12.50
.9429854 | 2 4.17 16.67
.9604967 | 1 2.08 18.75
.9783332 | 1 2.08 20.83
.996501 | 1 2.08 22.92
1.033855 | 2 4.17 27.08
1.072609 | 1 2.08 29.17
1.16299 | 1 2.08 31.25
1.206585 | 1 2.08 33.33
1.228992 | 2 4.17 37.50
1.27506 | 1 2.08 39.58
1.347422 | 1 2.08 41.67
1.372443 | 1 2.08 43.75
1.423889 | 2 4.17 47.92
1.504697 | 1 2.08 50.00
1.532639 | 1 2.08 52.08
1.619618 | 1 2.08 54.17
1.68033 | 2 4.17 58.33
1.724076 | 3 6.25 64.58
1.756093 | 1 2.08 66.67
1.788703 | 1 2.08 68.75
1.82192 | 3 6.25 75.00
1.925316 | 1 2.08 77.08
1.961069 | 2 4.17 81.25
1.997486 | 1 2.08 83.33
2.03458 | 2 4.17 87.50
2.072362 | 1 2.08 89.58
2.150045 | 1 2.08 91.67
2.189971 | 1 2.08 93.75
2.230639 | 1 2.08 95.83
2.314255 | 1 2.08 97.92
2.401005 | 1 2.08 100.00
------------+-----------------------------------
Total | 48 100.00
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Michael McCulloch
Inviato: gioved� 25 settembre 2008 19.29
A: [email protected]
Oggetto: Re: st: R: Estimating the probability of censoring
>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.
Yes, that's one of my main questions. Since I
used the Stata-supplied cancer.dta file and
provided all my methods, I'm hoping that someone
on Statalist might have advice on how to correct
the method for unadjusted estimation of censoring
probability.
>
>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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