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st: Frailty gamma or inv gaussian distribution
From
Alexander James <[email protected]>
To
<[email protected]>
Subject
st: Frailty gamma or inv gaussian distribution
Date
Tue, 11 Sep 2012 16:25:54 -0300
Dear Statalist members,
I am trying to run a survival model. I am facing an issue regarding how I should set the frailty. When I use gamma distribution I get very significant, but when I try to run it with inverter Gaussian distribution the level of significance of my main explanatory variable reduces substantially. I could not find any test to indicate which of them is more appropriate or a reference to explain why I am observing the chance in significance level. Would someone have a suggestion for this question?
the command I am using:
streg variable1 variable2 variable3, time distribution(ex) frailty(gamm) shared(id_firm)
Alexandre
ps. I am using an exponential model
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