st: stkerhaz.ado: baseline hazard estimates and plots via kernel method
Date
Wed, 31 Jul 2002 06:53:21 +0200
Dear Stata Users,
Thanks to Kit Baum, there is now available on SSC a new ado stkerhaz aimed
at estimating
baseline hazard via a kernel method.
To describe and install the package, type -ssc describe stkerhaz- from
Web-aware Stata.
The kernel-smoothed hazard estimated by ^stkerhaz^ uses the method
described by Breslow and
Day (1986, pp 178-229) first introduced by Ramlau-Hansen.
This estimate is simply a weighted average of the increments in cumulative
baseline hazard,
where weights are a kernel function of ((t_target - t_obs) / bandwidth)
defined in the interval [-1,+1],
but in gaussian kernel. t_target are time points at which baseline hazard
is estimated and t_obs
are times at which increment of cumulative baseline hazard is actually
observed.
^stcox^ or ^sts gen^ can create new variable containing cumulative baseline
hazard unadjusted
or adjusted for covariates or estimated in separate groups. This command is
aimed at easily
deriving from this stored result an estimate of the baseline hazard.
There are other stata commands for kernel smoothing, but (to my knowledge)
they do not allow an estimate of the baseline hazard using a baseline
cumulative
hazard previously saved. So I believe that this new ado could be useful for
stata users
engaged in cohort or survival studies.
I will be grateful for any check or comment, possibly to my private e.mail
address.
Enzo
////////////////
Enzo Coviello
Unità di Epidemiologia e Statistica USL BA/1
via Fornaci 201 - 70031 ANDRIA (Ba)
Italy
tel +39 0883 299748
fax +39 0883 299417
tel (home) +39 0883 695055
