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Re: st: Creating time-dependent covariates to replicate the tvc option for stcrreg
From
[email protected] (Roberto G. Gutierrez, StataCorp)
To
[email protected]
Subject
Re: st: Creating time-dependent covariates to replicate the tvc option for stcrreg
Date
Mon, 05 Apr 2010 13:24:07 -0500
Travis Coan <[email protected]> writes:
> I have one quick follow-up question. When using the -tvc()- option you
> cannot produce the CIF using stcurve. Would you recommend producing the CIF
> in this situation -- i.e., when you've violated the proportionality
> assumption -- using the predict and the basecif option? Or am I missing
> something here?
I would not recommend producing the CIF curve with -stcurve- after using the
-tvc()- option, which is why it is not supported. You really want to think of
using -tvc()- as for testing the proportional hazards assumption, that is, for
modeling time-varying coefficients. When your coefficients vary with time,
the concepts of baseline and of modifying baseline for a specific covariate
pattern become muddled.
As such, if you decide you want to predict the baseline CIF function with
-predict, basecif-, this is perfectly fine but you want to be careful how you
transform this function to be the CIF for a specified covariate pattern. When
you use -tvc()-, coefficients change with time, and you need to account for
this in your calculations.
--Bobby
[email protected]
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