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Re: st: stcox and basechazard


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp.)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: stcox and basechazard
Date   Wed, 25 Jun 2003 09:14:35 -0500

<gc4@duke.edu> points out an inconsistency in the estimation of the baseline
cumulative hazard using -stcox-.

> I would like to report what I believe is an erroneous result that is
> generated by Stata 7.

> After the estimation of a Cox proportional hazard model (stcox), I obtain a
> baseline cumulative hazard function that is NOT monotonically increasing
> with time. In particular, I obtain:

[...]

This is a bug, and it occurs only when one specifies the -efron- method for
handling ties.  Also, as gc4 pointed out, the erroneous values occur at the 
failure times for which there do exist ties.  

We've added this bug to our things-to-do list.

--Bobby
rgutierrez@stata.com
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