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st: -predictnl- after -streg-
From
"Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: -predictnl- after -streg-
Date
Wed, 11 Jul 2012 09:53:27 -0500
Following Steve Samuels' suggestion, I tried -nlpredict- after running -streg-, but I get an error because the estimates of ancillary parameters (kappa and sigma) are involved. Apparently you still have to write out the "complicated" function, whether you use -nlcom- or -nlpredict- (see Steve's second posting on this).
Too good to be true.
Al Feiveson
. streg urplan,dist(gamma)
failure _d: fail
analysis time _t: S
exit on or before: time .
id: id
Gamma regression -- accelerated failure-time form
No. of subjects = 213 Number of obs = 11850
No. of failures = 24
Time at risk = 11850
LR chi2(1) = 16.19
Log likelihood = -63.468446 Prob > chi2 = 0.0001
------------------------------------------------------------------------------
_t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
urplan | -1.180329 .2737132 -4.31 0.000 -1.716797 -.6438605
_cons | 6.323396 .4125432 15.33 0.000 5.514826 7.131966
-------------+----------------------------------------------------------------
/ln_sig | .1162692 .3291606 0.35 0.724 -.5288737 .7614121
/kappa | -.3319299 1.034859 -0.32 0.748 -2.360216 1.696356
-------------+----------------------------------------------------------------
sigma | 1.123298 .3697455 .5892683 2.141298
------------------------------------------------------------------------------
. predictnl B = predict(surv),ci(Blow Bupp)
expression is a function of possibly stochastic quantities other than e(b)
r(498);
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