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From |
"Siyam,AA (pgr)" <A.A.Siyam@lse.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Re: Interpreting Theta with gompertzhet |

Date |
Mon, 7 Oct 2002 17:18:29 +0100 |

My thanks to Roberto Gutierrez for his prompt and helpful reply . Best wishes, Amani -----Original Message----- From: Roberto G. Gutierrez, StataCorp. [mailto:rgutierrez@stata.com] Sent: 07 October 2002 17:07 To: statalist@hsphsun2.harvard.edu Subject: st: Re: Interpreting Theta with gompertzhet A. A. Siyam <A.A.Siyam@lse.ac.uk> asks: > A colleague of mine is asking about how to best interpret the "theta" value > following the estimation of a "gompertzhet" model. > As an example, we have the following model: > xi:gompertzhet time i.sex i.tenureg i.newcohort i.marstat i.nmm i.socg > i.educ i.bathg i.carg i.urind i.pob, dead(outcome) frailty(gamma) robust hr [output omitted] > We found a great deal of help in understanding the gompertz model from the > book "Introduction to Survival Analysis Using Stata" by Cleves,Gould and > Gutierrez. But, there seems to be very little explanation of how to use and > interpret the "theta" coeffi cient estimated by the model. First of all, the equivalent way to fit your model using the more modern -streg- is . stset time, failure(outcome) . xi: streg i.sex i.tenureg i.newcohort i.marstat i.nmm i.socg /* */ i.educ i.bathg i.carg i.urind i.pob, dist(gompertz) /* */ frailty(gamma) robust That being said, you'll find the discussion of the frailty variance, theta, estimated by -streg, frailty()- in Section 15.3 of the aforementioned text applicable. Namely, theta is the estimated frailty variance. If significantly different from zero (in the case of robust no formal likelihood-ratio test is available, so merely compare the parameter estimate to its standard error), this indicates significant heterogeneity. This heterogeneity can be thought of as arising from some unobserved observation-specific effect, or frailty. Theta measures the variability of these frailties. If close to zero, then the frailties are virtually non-existent, and you can get by with the standard Gompertz model. --Bobby rgutierrez@stata.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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