Vinicio might want to run -stcox- with -cluster(id)- standard error to get
some evidences about the differences between the non-parametric regresion
models he is interested in comparing.
Kind Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di V.Martini
Inviato: sabato 26 settembre 2009 16.58
A: [email protected]
Oggetto: Re: st: Survival analysis: repeated spells
Thank you very much for your reply!
My question was, in a sense, much more basic. When I say "repeated
spells", I simply mean multiple records per unit (under no subject
event dependence).
Therefore, putting it differently, my question is the following:
Compare
stset t
stcox X
with
stset t, id(var)
stcox X
Does the introduction of the option id() change the likelihood
function in stcox? Or it simply allows stata to cluster the standard
error by "var"?
Concerning the way I wrote the likelihood, maybe I'm wrong, but I
still think it is correct (notice that h is the hazard, not the
failure function)
Many thanks,
Vinicio
Il giorno 25/set/2009, alle ore 19.25, E. Paul Wileyto ha scritto:
> You have some choices to make for modeling recurrent events. Stata
> has many utilities for structuring the risk-set for survival
> modeling, especially for multiple record data. Best thing is to go
> to the survival manual for Stata, and look up the methods and
> formulas section in STREG. Here is how you stated the log-
> likelihood...
>
> ln L(i)= c log h(t)+log S(t)
>
> This should actually be
>
> ln L(i)= c log h(t)+ (1-c) log S(t)
>
> The manual adds one more term to make likelihood conditional on time
> of entry into the risk set.
>
> ln L(i)= c log h(t)+ (1-c) log S(t) - S(t0)
>
> You will have to make a choice about how to represent time. For
> models like Anderson-Gill, the only time=0 is when you enter the
> cohort at the beginning. The time for your first event becomes the
> entry time for the second event, and so on. Gap time models reset
> the clock back to zero after each event, so t for later events
> becomes (ti-t0), and the S(t0) term in the likelihood goes away.
>
> Beyond that, you will have to adjust at least the standard errors,
> either by some sort of clustering approach (vce(cluster) or
> bootstrap), or using shared frailty.
> I will say that STSET is unfriendly to certain types of multiple
> record data. I have had bad luck trying to STSET data for gap time,
> and usually have to do something heroic that side-steps STSET's
> "idiot proofing." That is, I either have to create my multiple
> records with an Anderson-Gill type structure, and then subtract out
> the t0 values, or I have to treat it as single record data... STSET
> only generates the risk-set representation of the data, and
> clustering or shared frailty will work without giving the IDs to
> STSET.
>
> Paul
>
>
>
>
>
>
>
> V. Martini wrote:
>> Hello,
>>
>> this is maybe a trivial question for some of you:
>>
>> how does stata account for the presence of repeated spells?
>>
>> I know that, in order to account for different spells that refers
>> to the same unit, stata requires to specify the id( ) option when
>> the data are stset-ted. But my question is about how stata deals
>> with this problem in the estimation.
>>
>> For instance, suppose the contribution to the loglikelihood (with
>> right censoring) is given by:
>>
>> L(i)= c log h(t)+log S(t)
>>
>> where c is a censoring variable (c=1 if spell is complete), h is
>> the hazard function and S the survival function.
>>
>> How the contribution to the likelihood changes when unit i has
>> repeated spells? In my case this is relevant because I have to
>> program the likelihood function by myself.
>>
>>
>> Many thanks,
>>
>> Vinicio
>> *
>> * 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/
>>
>
> --
> E. Paul Wileyto, Ph.D.
> Assistant Professor of Biostatistics
> Tobacco Use Research Center
> School of Medicine, U. of Pennsylvania
> 3535 Market Street, Suite 4100
> Philadelphia, PA 19104-3309
>
> 215-746-7147
> Fax: 215-746-7140
> [email protected]
> *
> * 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/
