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st: Using constraints on ancillary parameters in streg


From   "Steinar Fossedal" <Steinar.Fossedal@nhh.no>
To   <statalist@hsphsun2.harvard.edu>
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
------------------------------------------------------------------------
----

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