# st: Using constraints on ancillary parameters in streg

 From "Steinar Fossedal" To Subject st: Using constraints on ancillary parameters in streg Date Wed, 14 Sep 2005 11:48:14 +0200

```Hi, listers

I'm trying to perform an lrtest on survival time data. Thus I need to
create a restricted model, which I would do using the -constraint-
command and adding the parameter constraints(#) to the -streg- commmand.
However, this does not seem to work very well and stata still calculates
the kappa-parameter. Please see attached printout.

I tried doing a workaround by specifying anc(kappa1) where kappa1 is a
variable containing only 1's, but computing that regression has my
computer running on it's third day and still going strong. Is there a
way to predict approximately how much time it will take computing a
regression? I mean - more than two days computational time deserves some
kind of warning :)

Anyway - here's my printout, hope you can give me some advice.

Cheers,
Steinar Fossedal

. stset time, failure(default) id(kontrakt)

id:  kontrakt
failure event:  default != 0 & default < .
obs. time interval:  (time[_n-1], time]
exit on or before:  failure

------------------------------------------------------------------------
----
638684  total obs.
52310  obs. begin on or after (first) failure
------------------------------------------------------------------------
----
586374  obs. remaining, representing
31746  subjects
13582  failures in single failure-per-subject data
570537.2  total analysis time at risk, at risk from t =         0
earliest observed entry t =         0
last observed exit t =        68

. constraint 1 [kappa]_cons=0

. streg ,d(gamma) nolog time constraints(1)

failure _d:  default
analysis time _t:  time
id:  kontrakt

Gamma regression -- accelerated failure-time form

No. of subjects =        31746                   Number of obs   =
586374
No. of failures =        13582
Time at risk    =  570537.2198
Wald chi2(0)    =
.
Log likelihood  =   -27747.888                   Prob > chi2     =
.

------------------------------------------------------------------------
----
_t |      Coef.   Std. Err.      z    P>|z|   [95% Conf.
Interval]
-------------+----------------------------------------------------------
----
_cons |   3.534992   .0086277   409.73   0.000   3.518082
3.551902
-------------+----------------------------------------------------------
----
/ln_sig |  -.3399564   .0129331   -26.29   0.000  -.3653049
-.3146079
/kappa |   .8868395   .0246913    35.92   0.000   .8384454
.9352337
-------------+----------------------------------------------------------
----
sigma |   .7118014   .0092058                     .693985
.7300751
------------------------------------------------------------------------
----

*
*   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/
```