Re: st: Question about Baseline Hazard in Parametric Hazard Models

[Wei-Kang Shih <wkshih@gmail.com>]

Marrten and Steven,

Thank you both for your suggestions. And yes, the reason I want to
impose a third polynomial baseline hazard is to reproduce some work
done by others. I will try both your suggestion to see what I can get.

Thanks so much again.

TS

On Tue, Nov 9, 2010 at 3:29 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Nov 8, 2010, at 5:33 PM, Irwin T.S. Wang wrote:
>> > I would like to specify/estimate a baseline hazard
>> > function, which is not among the distribution provided
>> > by Stata, e.g. exponential, Gompertz, in a Proportional
>> > Hazard (PH) models. For example, I want to restrict the
>> > shape of the the baseline hazard to a third degree
>> > polynomial in time
>
> --- On Tue, 9/11/10, Steven Samuels wrote:
>> Two suggestions:  1) -stpm2- from SSC, which uses
>> restricted cubic splines; and 2) -stcox-, followed by
>> -stcurve-, which will smooth the Cox baseline hazard. I
>> recommend against third degree polynomials, because they can
>> curve up or down at the ends unpredictably and implausibly.
>
> Another option you could investigate is a piecewise constant
> model, see -ssc d stpiece-.
>
> I agree with Steven that such a polynomial would often impose
> too much unrealistic structure on your baseline hazard. The
> only reason I can imagine why you would want use the cubic
> polynomial baseline hazard would be when you want to reproduce
> an analysis made by someone else who used that baseline hazard
> (typically to follow that with a "better" analysis to show
> that they were wrong...). If that is what you want to do, then
> below is an example of how to do that (I used -orthpoly- to
> avoid problems with colinearity):
>
> *-------- begin example ---------
> sysuse cancer, clear
> stset studytime, failure(died)
> orthpoly _t, gen(t*) degree(3)
> streg t*, dist(exp)
> *--------- end example ----------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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