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st: Cox model with shared frailty: should I upgrade to Stata SE?


From   "Kelchtermans, Stijn" <Stijn.Kelchtermans@econ.kuleuven.be>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Cox model with shared frailty: should I upgrade to Stata SE?
Date   Fri, 30 Sep 2005 10:57:53 +0200

Dear Statalisters,

I'm estimation a Cox model for the 'hazard' to be a top performing academic=
  researcher (in terms of publications). In my standard Cox model I have fou=
nd a strong dependence of current top performance on previous top performan=
ce. Before deciding that the academic research process is highly 'accumulat=
ive' in nature (earlier success leads to future success), I want to estimat=
e a frailty model to determine whether there is underlying individual heter=
ogeneity which would offer an alternative explanation (some people are just=
  inherently more productive than others).

I'm running into a problem which I think is due to a limitation of Stata v8=
=2E0 Intercooled.

An example command:
=2E stcox male age age2 r_doc1 r_hdoc1 r_hl1 r_rest1 yrsrank headuni1 fullt=
iun tenure zapaft92 yrszap tchload pasttop2y, shared(persnr)

matsize too small
=A0=A0=A0 You must set matsize to at least 946, where 946 is the number of =
groups plus the number of covariates; see help matsize. r(908);

I have 1040 researchers in my sample and my interpretation of the above err=
or is that because I try to estimate a frailty parameter for each individua=
l, I'm exceeding Stata Intercooled's limitation of matsize=3D800. Estimatio=
n on a subsample works, so I assume this is the reason.

Can anyone confirm this or am I misunderstanding the shared frailty model? =
Any other ways out of this besides upgrading to Stata SE with a matsize=3D1=
1,000 limit?

Sincerely,
Stijn Kelchtermans

Doctoral Researcher
Katholieke Universiteit Leuven, Belgium
Stijn.kelchtermans@econ.kuleuven.be
=A0


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