Re: st: Estimating the hazard function

[Steven Samuels <sjsamuels@gmail.com>]

You can use -kdensity- to estimate the hazard function and, as in -stcurve-,  set the smoothing options yourself. The difference is that -kdensity- has an option to generate the smoothed estimates.

Steve
On Sep 1

0, 2011, at 3:10 PM, Brendan Corcoran wrote:

I want to get a hold of the data produced by -sts graph, hazard-  i.e.
the h(t) estimated at each time point.  This is so I can produce
hazard graphs in other applications.

I understand that -sts gen dh=h- produces the estimated hazard
component deltaH_j = H(t_j) - H(t_(j-1)), and that to calculate h(t)
-sts graph, hazard- calculates a weighted kernel-density estimate
using deltaH_j.

But how could I get the actual h(t) values calculated here, or as a
second option how could I run the weighted kernel-density estimate
myself?


*
*   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/