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Re: st: Estimating the hazard function


From   <[email protected]>
To   <[email protected]>
Subject   Re: st: Estimating the hazard function
Date   Mon, 12 Sep 2011 10:35:28 +0100

------------------------------

Date: Sun, 11 Sep 2011 15:54:29 +0700
From: "Yusvita Triwiadhian S." <[email protected]>
Subject: Re: st: Estimating the hazard function

Mr. brendan, I have a problem like you. I also want to know the h(t)
estimated at each time point. but I still don't know how to get it.

================

If 'time at risk' is a continuous variable (which is what you appear to
be assuming), then estimates of the hazard rate cannot be defined. That
is why there is no estimate provided in the -st- suite. What the suite
provides is, as Steve Samuels told you, estimates of the /smoothed/
hazard. The distinction is fairly standard, and I recommend that you
consult textbooks and the Stata ST manual to learn more about the
issues. It is only when 'time at risk' is a discrete variable that the
hazard rate per se is well defined (but it is an 'interval hazard' not
the continuous time hazard).

Stephen
------------------
Professor Stephen P. Jenkins <[email protected]>
Department of Social Policy and STICERD
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, UK
Tel: +44(0)20 7955 6527
Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP
2011, http://ukcatalogue.oup.com/product/9780199226436.do
Survival Analysis Using Stata:
http://www.iser.essex.ac.uk/survival-analysis
Downloadable papers and software: http://ideas.repec.org/e/pje7.html


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