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Re: st: Sub-optimal smoothing behavior by stcurve?


From   ymarchenko@stata.com (Yulia Marchenko, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Sub-optimal smoothing behavior by stcurve?
Date   Fri, 18 Nov 2005 13:23:28 -0600

William Dupont <william.dupont@Vanderbilt.Edu> asks about behaviour of
-stcurve- at the boundaries:

>I believe that the smoothing behavior for the hazard function plots of
>-stcurve- is less than ideal near the time boundaries.
>...
>I have not attempted to read the -stcurve- code and realize that devising
>smoothing algorithms can be non-trivial.  I wondered, however, if the program
>was really working as the authors intended or it there might be some way of
>improving its performance near the time boundaries.

The algorithm in -stcurve- uses the usual smoothing kernel technique to
estimate hazard function as described in [ST] sts graph on p.292. Due to the
symmetry of the kernel, kernel estimators encounter bias at the boundary
points.

Two solutions to this problem would be

   1. Retrict the plot region to not include points near the boundary.
      This is something Bill can do himself, and something we are considering
      doing officially.

   2. Use boundary kernels to alleviate the bias.  This is also something
      we are considering doing officially.

-- Yulia
   ymarchenko@stata.com
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