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Re: st: STATA version 8 hazard
Alessandro Teresio Barbarino <firstname.lastname@example.org> asked:
> I would like to know if somebody knows what kind of smoothing
> procedure is used to graph the
> hazard with the STATA 8.0 command "sts graph, h" and how it is possible to
> obtain the un-smoothed version. The manual is silent about all this.
If I am misunderstanding your question, please clarify.
The manual entry [ST] sts graph (p. 259) does say that "This
estimate is calculated as a weighted kernel density estimate utilizing
the estimated hazard contribution."
The formula for the estimated hazard contribution is given in
[ST] sts (p. 253). The entry for [ST] sts graph also points you
to [ST] sts generate for the unsmoothed hazard contributions.
The smoothing procedure for the hazard function is a kernel density
smoother. In fact, it calls -kdensity-. The procedure is the one
outlined in Klein and Moeschberger's _Survival Analysis_ in chapter 6,
section 6.2 "Estimating the Hazard Function".
Hope that helps.
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