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Re: st: Interpreting streg, time dist(weibull) coefficients as a time metric
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: Interpreting streg, time dist(weibull) coefficients as a time metric
Date
Sun, 2 Mar 2014 20:54:37 -0500
Your reference point is not the mean of the Weibull distribution. See:
http://en.wikipedia.org/wiki/Weibull_distribution or
http://www.math.uah.edu/stat/special/Weibull.html (Generalized Weibull
distribution).
A better choice of reference point would be the estimated median from
the Kaplan Meier curve, supplemented by the other quartiles
(-stsum-).
Steve
[email protected]
> On Mar 2, 2014, at 8:53 AM, Yvon Pho <[email protected]> wrote:
>
>
> If I am understanding the response below, am I correct to state:
>
> The estimated (mean) survival time is exp(5.20779/1.635698), or 24.14
> days. A one unit change in X1 results in a 290.1
> (100*[exp(2.226613/1.635698)-1]) percentage increase in t, or 70.03
> days (24.14*2.9). Similarly, a one unit change in X2 results in a 16.2
> (100*[exp(-0.2897575/1.635698)-1]) percentage decrease in t, or 3.92
> days (24.14*0.162).
On Sat, Mar 1, 2014 at 3:31 PM, Steve Samuels <[email protected]> wrote:
> A good start would be to read the Manual entry for -streg-, section on
> "Weibull and Exponential Models":
>
> "The AFT model is written as log(tj) = xj b* + zj where zj has an
> extreme-value distribution scaled by 𝞂 "
>
> then note that 𝞂= 1/p in the Weibull output. Also zj does _not_ have
> value mean zero. See:
> http://www.math.uah.edu/stat/special/ExtremeValue.html
>
>
> So
> cons* = 5.20779/1.635698
> b1* = 2.226613/1.635698
> b2* = -0.2897575/1.635698
>
> Finally, figure out how to interpret coefficients when log t = a + b X +z
>
> Hint: Subtract log(t|X) = a + b X from log(t|X +1)= a + b X + b; and
> conclude that the percentage change in t associated with a one unit
> change in X is 100 [exp(b)-1].
>
>
>
> On Feb 28, 2014, at 12:27 PM, Yvon Pho <[email protected]> wrote:
>
> Hello.
>
> I am running an accelerated failure time model with a Weibull distribution
> to estimate the time (in days) to my failure event. The Stata command is
> streg x1 x2, time dist(weibull)
>
> My coefficient for x1 is 2.226613, for x2 is -0.2897575, constant is
> 5.20779, and p is 1.635698.
>
> Am I correct to say that the mean survival time (baseline) when x1
> (continuous covariate) and x2 (binary covariate) are equal to 0 is 182.69
> days (or exp(5.20779))? How do I interpret the coefficients for x1 and x2,
> and convert them into a days metric?
>
> Any help would be greatly appreciated.
>
> Yvon
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