RE: st: RE: -cloglog- memory & -stcurve- median

[<S.Jenkins@lse.ac.uk>]

------------------------------

Date: Thu, 8 Aug 2013 01:22:56 +0000
From: "Muhuri, Pradip (SAMHSA/CBHSQ)" <Pradip.Muhuri@samhsa.hhs.gov>
Subject: RE: st: RE: -cloglog-  memory & -stcurve- median : was -svy stocx- attained age - issues with posting

Hello Statalist,

The issue is that -svy:cloglog- provides exp(b)'s that are very different from the corresponding results of the -svy:stcox- for the same exact model, which I have estimated.

The dependent variable, here, is all-cause death (1997-2004 NHIS-NDI Linked Mortality Files - adults' survival status  followed up through December 31, 2006). NHIS=National Health Interview Survey, the United States; NDI=National Death Index.



Output from -svy:stcox -, with attained age as the time scale
- ---------------------------------------
                Variable |     m1      
- -------------------------+-------------
                  Female |    0.59***  
    Serious Psy Distress |    1.47***  
          Current Smoker |    2.09***  
           Former Smoker |    1.29***  
                 Div/Sep |    1.40***  
                   Widow |    1.30***  
           Never Married |    1.59***  
                Hispanic |    0.94     
                NH Black |    1.21***  
                NH Other |    0.71***  
             Hi Sch Grad |    0.83***  
            College Grad |    0.63***  
             Underweight |    1.64***  
              Overweight |    0.79***  
                   Obese |    0.87***  
             1 Condition |    1.51***  
           2+ Conditions |    2.58***  
- -------------------------+-------------
                       N |  227925     
- ---------------------------------------
  legend: * p<.05; ** p<.01; *** p<.001



              
Output from -svy:cloglog-
- -----------------------------------------------------------------
                Variable |     m1           m2           m3      
- -------------------------+---------------------------------------
                  Female |    0.54***      0.54***      0.54***  
    Serious Psy Distress |    1.09*        1.09*        1.09     
          Current Smoker |    1.11***      1.11***      1.11***  
           Former Smoker |    1.47***      1.48***      1.47***  
                 Div/Sep |    1.30***      1.31***      1.31***  
                   Widow |    3.74***      3.80***      3.80***  
           Never Married |    0.61***      0.60***      0.60***  
                Hispanic |    0.63***      0.63***      0.63***  
                NH Black |    0.96         0.97         0.97     
                NH Other |    0.54***      0.54***      0.54***  
             Hi Sch Grad |    0.59***      0.59***      0.59***  
            College Grad |    0.42***      0.42***      0.42***  
             Underweight |    1.75***      1.76***      1.76***  
              Overweight |    0.69***      0.69***      0.69***  
                   Obese |    0.57***      0.57***      0.57***  
             1 Condition |    2.78***      2.79***      2.79***  
           2+ Conditions |    6.85***      6.97***      6.98***  
                     lnj |                 1.19***               
                      j2 |                              1.00***  
                Constant |    0.00***      0.00***      0.00***  
- -------------------------+---------------------------------------
                       N | 5249084      5249084      5249084     
- -----------------------------------------------------------------
                            legend: * p<.05; ** p<.01; *** p<.001

 
The -cloglog- models are estimated using the data file that includes person-quarter-year observations. 

Acknowledgements: (http://www.iser.essex.ac.uk/survival-analysis ), and Steve.  Thanks.

The above online source shows that results from -cloglog- models are very similar to the results from parametric survival models. But, as shown in the above tables, my results from -stcox- and -cloglog- models are very different. Should not the results be similar?

Are there any resources available showing comparisons of the same model estimated via -stcox- and -cloglog-? 

Any help toward resolving the issue would be appreciated.

Thanks,

Pradip

=====================================================

In your follow-up message you also stated that " The time from interview to death or censoring ranges from 0 to 39 quarter".  However I see no covariates summarizing duration dependence in your table summary -- apart from perhaps "lnj" in model 2 (log of survival time?) and "j2" (square of survival time) -- but then you don't explain this.

In short, I am unsure that you are comparing like with like. If you look at my survival analysis resources again, it shows examples of a 'non-parametric' baseline hazard in the -cloglog- (discrete time PH model) -- I think you need estimates from that in order to compare with the continuous time Cox model.  (Create dummy/binary indicator variables for each quarter, and use them as covariates, taking appropriate care that there are events within each quarter, and exclude at least one indicator or use the nocons option.)

Whatever you do: if you post to the list again, please also show the precise Stata commands that you issued and not simply edited summaries of output. (Re-read the Statalist FAQ about these issues.)


Stephen
------------------
Stephen P. Jenkins <s.jenkins@lse.ac.uk>




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