Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Cox proportional hazard model and the number of parameters for AICc
From
Brigham Whitman <[email protected]>
To
[email protected]
Subject
st: Cox proportional hazard model and the number of parameters for AICc
Date
Mon, 5 Dec 2011 16:40:07 -0500
I am using the stcox command to perform a stratified Cox proportional
hazard model in Stata. I want to use AICc to determine the best model
of a set of candidate models and I cannot figure out how to determine
the number of parameters ("K") to use for each model. The models are
stratified by sex (male or female) and use 1, 2, or 3 variables. I
don't know how to consider a dichotomous variable that the model is
being stratified by when determining "K" for the AICc calculation. I
would appreciate any help on this subject.
I am using Stata/ MP 9.2 and there is an example below of one model
(which has 2 variables ("velo_log10" and "dst_to_cover_m")) and its
output.
Thank you,
Brigham Whitman
SUNY ESF
. stcox velo_log10 dst_to_cover_m, nohr robust strata(sex)
failure _d: event == 3
analysis time _t: (mydate-origin)
origin: time d(01Jan2006)
enter on or after: event==1
exit on or before: event==3 4
id: id
Iteration 0: log pseudolikelihood = -24.512423
Iteration 1: log pseudolikelihood = -20.631007
Iteration 2: log pseudolikelihood = -20.563058
Iteration 3: log pseudolikelihood = -20.562172
Iteration 4: log pseudolikelihood = -20.562171
Refining estimates:
Iteration 0: log pseudolikelihood = -20.562171
Stratified Cox regr. -- no ties
No. of subjects = 34 Number of obs = 2304
No. of failures = 13
Time at risk = 2597
Wald chi2(2) = 9.26
Log pseudolikelihood = -20.562171 Prob > chi2 = 0.0097
(Std. Err. adjusted for 34 clusters in id)
------------------------------------------------------------------------------
| Robust
_t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
velo_log10 | -1.608069 .7634565 -2.11 0.035 -3.104417 -.1117222
dst_to_cov~m | -.0123516 .0126958 -0.97 0.331 -.037235 .0125318
------------------------------------------------------------------------------
Stratified by sex
*
* 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/