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RE: st: baseline function estimates for stratified estimation


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: baseline function estimates for stratified estimation
Date   Fri, 9 Aug 2002 11:32:44 +0100

Roberto G. Gutierrez answered Christian Kaiser 
> 
> > I did some Cox prop. hazard estimations using the strata 
> option. According
> > to the reference manual, estimates of the baseline 
> functions for each
> > stratum should have been stored. However, when I type 
> stcox xvars, strata
> > (svars) basechazard(bch) basesurv(bsv) I only get the two 
> vectors bch and
> > bsv. As far as I understand I should get one of these 
> vectors for each value
> > of my svars. How can I retreive the single vectors?
> 
> The estimated baseline functions are always generated as 
> single variables.
> When you stratify, the variable containing the estimated 
> baseline function 
> is "stratified" as well.  The estimated function values for 
> each stratum are
> contained within the one generated variable and are 
> organized to mirror the
> organization of your stratification variable.
> 
> So, for example, if your variable -svars- consists of the 
> values 1, 2, and 
> 3, then 
> 
>    . list bsv _t if svars == 1
> 
> will list the estimated baseline survival function for the 
> "first" strata,
> 
>    . list bsv _t if svars == 2
> 
> for the second strata, etc.
> 
> If this seems a bit sparse on information recall that the 
> estimated cumulative
> hazard and survival function are step functions where the 
> steps occur only at
> the observed failure times.  Thus, even when you stratify 
> you only need a
> single variable to contain all the required information.
> 

As a footnote to Bobby's posting, check out -separate-. 

. separate bsv_t, by(svars) 

would give you a separate variable for each distinct stratum, 
should you want them. 

Nick 
n.j.cox@durham.ac.uk 

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