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Re: st: STATA version 8 hazard


From   jlinhart@stata.com (Jean Marie Linhart, StataCorp.)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: STATA version 8 hazard
Date   Mon, 07 Apr 2003 16:25:22 -0500

Alessandro Teresio Barbarino <atbarbar@midway.uchicago.edu> 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.

--Jean Marie
jlinhart@stata.com
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