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st: competing risks model with time varying covariates


From   "Raji Srinivasan {srinivasanr}" <Raji.Srinivasan@mccombs.utexas.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: competing risks model with time varying covariates
Date   Fri, 15 Oct 2004 09:21:53 -0500

Hello all, 
 
 
I need to estimate competing risks (2 end states) accelerated failure time models with time varying variables in streg with the cluster option.
 
I am using the data expansion technique of Lunn and McNeil (1995) to estimate the models for the 2 end-states.
 
I am getting a log pseudo-likelihood that is positive for the hazard model for one of the states, and negative for the other state?
 
I don't know if this is reasonable or there is a problem in the estimation. 
I guess one of the things I am wondering is whether the data expansion technique can be extended to accelerated failure time models. 
 
I would appreciate any help that you can give me.
 
Many thanks!
 
Raji Srinivasan

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