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RE: Re: st: Is it possible to estimate the cumulative incidence function using stpm2cif when you have competing risks and time-varying covariates?


From   "Turnbull, Alison E." <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: Re: st: Is it possible to estimate the cumulative incidence function using stpm2cif when you have competing risks and time-varying covariates?
Date   Mon, 24 Sep 2012 10:04:54 -0400

Thank you Steve. 

-alison

Date: Sun, 23 Sep 2012 09:38:20 -0400
From: Steve Samuels <[email protected]>
Subject: Re: st: Is it possible to estimate the cumulative incidence function using stpm2cif when you have competing risks and time-varying covariates?

You are asked in the FAQ to give the source of non-official commands.
Both -stpm2- and -stpm2cif- are from SSC. Also "STATA" is not correct
spelling for "Stata".

The example in the -help- for -stpm2cif- uses expanded data after "stset
time, fail(failure)". So expanded data per se is not a problem. 

Unfortunately, -stpm2cif- will not work properly if the original data
set has time-dependent covariates, as yours does. Such data has multiple
records per subject before expansion, so the expanded data set does not
weight each subject properly.

The value of CIFs (or baseline survival curves) with time-dependent
covariates would be questionable anyway. These estimated curves represent a
population in which covariate values do not vary with time. Such a
population might be quite atypical.

Steve


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