Re: st: R: Estimating the probability of censoring

[Michael McCulloch <mm@pinest.org>]

Thank you kindly Antoine, for pointing out:
	to specify the baseline cumulative hazard in -stcox-, and
	to multiply that baseline cumulative 
hazard by the regression coefficient.

I see that the two approaches you suggest:
	gen cens_adj=exp(-cum*exp(coeff_cens))
	gen cens_adj2=surv0^(exp(coeff_cens))
provide very similar results (as seen by . twoway scatter cens_adj cens_adj2).

May I ask:
	how those two approaches differ, and
	why the probability varies so much given that died is y/n?
Michael




> Hello _all
>
> I might be missing something, but isn't the 
> correct way to do this more like (the part where 
> I generate cens_adj):
>
> 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 basec(cum)
> predict coeff_cens, xb            // predicts linear coefficients of censoring
> gen p_cens = exp(coeff_cens)        // adjusted 
> probability of time-to-censoring
>
> gen cens_adj=exp(-cum*exp(coeff_cens))
>
> *lists the results
>
> list id drug age died cens p_cens cens_adj in 40/48, clean noobs
>
>
>     id   drug   age   died        cens     p_cens   cens_adj
>     40      3    50      0   .58476475   .8601028   .6811302
>     41      3    55      1   .58476475   .9429854   .6563864
>     42      3    57      1   .51166915   .9783332   .5705886
>     43      3    48      0   .51166915   .8290267   .6216006
>     44      3    56      0   .34111277   .9604967   .4199265
>     45      3    60      1   .34111277   1.033855   .3930005
>     46      3    62      0   .22740851   1.072609   .2585016
>     47      3    48      0   .11370426   .8290267   .2171345
>     48      3    52      0           0   .8923438   .0710848
>
>
>
> Antoine
>
> Michael McCulloch wrote:
>
> > > 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: owner-statalist@hsphsun2.harvard.edu
> > > [mailto:owner-statalist@hsphsun2.harvard.edu] 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
> > > mcculloch@pinestreetfoundation.org
> > > www.pinestreetfoundation.org
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