Oh thank you so so much Carlo!!
best wishes,
Ioanna
----- Original Message -----
From: Carlo Lazzaro <[email protected]>
Date: Friday, December 5, 2008 8:03 am
Subject: st: R: left censoring
To: [email protected]
> Dear Ioanna,
> tricky issue indeed.
>
> Anyway, I would refer you to:
>
> Cleves MA, Gould WW, Gutierrez RG. An introduction to survival analysis
> using Stata. Revides Edition. Station College: Stata Press, 2004: 32-34;
>
> Klein JP, Moeschberger ML. Survival Analysis. Techniques for Censored
> and
> Truncated Data. Second Edition. Berlin: Springer, 2003: 70-71;74;140-141.
>
> Sorry I cannot be more helpful.
>
> Knd Regards,
> Carlo
> -----Messaggio originale-----
> Da: [email protected]
> [mailto:[email protected]] Per conto di IOANNA MARIOU
> STYLIANOU
> Inviato: giovedì 4 dicembre 2008 21.01
> A: [email protected]
> Oggetto: 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:
> * 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:
> * 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:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
