No! that must be something new..i will though, thank you so much!
Ioanna
----- Original Message -----
From: "Mak, Timothy" <[email protected]>
Date: Friday, December 5, 2008 6:18 am
Subject: st: RE: left censoring
To: [email protected]
> Have you checked the -stset- help menu?
>
> Tim
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of IOANNA MARIOU
> STYLIANOU
> Sent: 04 December 2008 20:01
> To: [email protected]
> Subject: st: left censoring
>
> Hi
>
> iam trying to estimate duration models(Cox-PH) but i have left
> censoring..Does anyone knows how this is treated in STATA?
>
> Ioanna Stylianou
>
> ----- Original Message -----
> From: Christopher Baum <[email protected]>
> Date: Thursday, December 4, 2008 1:54 pm
> Subject: st: Re: how to select model in xtpcse , corr(ar1)
> To: [email protected]
>
>
> > < >
> > Ghislain said
> > I want to compare two models one made with : xtpcse x y
> z,corr(ar1)
> >
> > the other with : xtpcse x y w,corr(ar1) xtpcse doesn't return AIC
> nor
>
> >
> > BIC nor e(ll),
> >
> > Martin suggests looking at r^2. AIC and BIC are criteria that
> will
> >
> > penalize for non-parsimonious models. As both of the models you
> > specify have exactly the same length, they would not be useful. They
>
> >
> > are not estimated with maximum likelihood, so there is no e(ll). [OLS
>
> >
> > is not estimated with MLE either, but -regress- does provide e(ll)].
>
> >
> > As r^2 is perfectly comparable for models of the same length, r^2
>
> > would seem to make sense as a comparison.
> >
> > I would worry more about the notion that if each of these models does
>
> >
> > a good job, with a significant z or w respectively, then there is
>
> > surely the risk that they are both misspecified versions of a
> model
> >
> > that contains both. Can you indeed rule out w appearing in the first
>
> >
> > model, or z in the second?
> >
> >
> > Kit Baum, Boston College Economics and DIW Berlin
> > http://ideas.repec.org/e/pba1.html
> > An Introduction to Modern Econometrics Using Stata:
> > http://www.stata-press.com/books/imeus.html
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
> *
> * For searches and help try:
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> * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
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