Re: st: RE: Survival analysis - individual survival functions

[Steven Samuels <sjsamuels@gmail.com>]

Very nice, Bobby!

Steve
sjsamuels@gmail.com

On Dec 16, 2010, at 4:45 PM, Roberto G. Gutierrez, StataCorp wrote:

Paul Seed <paul.seed@kcl.ac.uk> asks:

> Following a parametric survival regression, I can use -predict- with  
> the
> -surv- option to get the survival function; but I only do not seem  
> to have
> any choice over when it is calculated for.

> The help file promises me values for S(t|t_0), and I would like to  
> set both
> t and t_0 myself.  But they seem to be set automatically, at the  
> time of
> entry and exit of the subject.

> Is there a simple way of doing this?  If not, is there any chance of  
> it
> being included in a future version of Stata?

Paul has received some good advice on alternatives to doing this  
directly,
but doing it directly is possible by manipulating the variables that - 
predict-
uses to calculate S(t|t_0).  Of course, when you do this you have to be
careful to put everything back in place when you are done.

To illustrate, we fit a Weibull model on the cancer data that ships with
Stata, and we use one covariate, -age-

   . sysuse cancer, clear
   . streg age, dist(weibull)

The time variables that -predict- uses to predict the survival  
function are
stored in variables _t and _t0, as established by -stset-.  We proceed  
by
making back up versions of these variables.  We'll also back up -age-  
since we
want to set this at a fixed value for the predictions, too.

   . gen age_old = age
   . gen t_old = _t
   . gen t0_old = _t0

Once backed up, we are free to manipulate these.  We begin by  
resetting _t to
an evenly-spaced grid from 0 to 20

   . drop _t
   . range _t 0 20

Then we replace _t0 to be zero everywhere (it probably already is as  
this is a
simple dataset, but we do it anyway), and we set -age- to be 75 so  
that the
corresponding survival prediction is for someone aged 75

   . replace _t0 = 0
   . replace age = 75

We can now predict S(t|_t0) for -age == 75- and at the time values as  
manually
set:

   . predict s, surv
   . list _t0 _t s

Of course, remember to put everything back in place

   . replace age = age_old
   . replace _t = t_old
   . replace _t0 = t0_old

--Bobby
rgutierrez@stata.com
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