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Re: st: R: Estimating the probability of censoring


From   Michael McCulloch <[email protected]>
To   [email protected]
Subject   Re: st: R: Estimating the probability of censoring
Date   Thu, 25 Sep 2008 18:06:21 -0700

Antoine, I believe you are correct that the predicted baseline survival function method is better, and the reason I think so is that only with this approach using does the probability of being censored arrive at zero after the last subject!




using predicted baseline survival function sounds like a better idea (from http://www.ats.ucla.edu/stat/stata/seminars/stata_survival/default.htm#graphs) :

stcox drug age, nohr bases(surv0)
gen cens_adj2=surv0^(exp(coeff_cens))

list id drug age died cens p_cens cens_adj2 in 40/48, clean noobs


id drug age died cens p_cens cens_a~2
40 3 50 0 .58476475 .8601028 .6717925
41 3 55 1 .58476475 .9429854 .6465274
42 3 57 1 .51166915 .9783332 .5577559
43 3 48 0 .51166915 .8290267 .6097336
44 3 56 0 .34111277 .9604967 .3796235
45 3 60 1 .34111277 1.033855 .3525544
46 3 62 0 .22740851 1.072609 .2088839
47 3 48 0 .11370426 .8290267 .1545282
48 3 52 0 0 .8923438 0


Antoine


Antoine Terracol wrote:

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
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