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Re: st: dropping vars from analysis under conditions
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: dropping vars from analysis under conditions
Date
Tue, 17 Apr 2012 22:16:56 -0500
At 06:12 PM 4/17/2012, Steve Samuels wrote:
I think Maarten is correct. Katya is trying for a discrete duration
analysis, by adding the time intervals "interval2 interval3 interval4
interval5 interval6 interval7 ". The logistic model operates
interval-by-interval. Her event indicator is zero for all intervals
except those in which an event occurred. Although the number of
observations is expanded, the number of events would not be; so the
effective amount of information in the data would be unchanged.
However I don't like Katya's analysis. There's a lot I don't
understand, because she did not describe her data well or show us the
actual command.
Among the issues:
1) she doesn't include a cluster() option, so that standard errors
are probably incorrect; 2) the parameters of the logistic model are
not invariant to the choice of intervals; 3) the standard model would
be a discrete hazard or cumulative log-log model; 4) if she has survey
data, she is ignoring completely the sample design; 5) a discrete
hazard model without time-dependent covariates over a long number of
intervals is of doubtful use to me.
Paul Allison has written a couple of pieces about Discrete Time
Methods for the Analysis of Event Histories. e.g. See his 1984 Green
Sage Book on "Event History Analysis." I believe he shows the
standard errors are correct and you don't need clustering. Being able
to conveniently incorporate time-varying covariates is a big
advantage of the approach. It also handles right-censoring well. I'm
not sure about some of your other concerns, but I am guessing you
could use the svy: prefix. My own example discussing this is at
http://www.nd.edu/~rwilliam/xsoc73994/Panel01-EHAX.pdf
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL: [email protected]
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