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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Sub-optimal smoothing behavior by stcurve?
Date   Sun, 20 Nov 2005 16:03:48 -0000

A third possibility is other smoothing problems 
with a strictly positive response is to smooth 
w.r.t the logarithm of that variable and back-transform. 
I have no idea of how far this is a good idea here
with hazard functions, but for density estimation it 
often works nicely, and seems a lot less ad hoc than 
the surgery of boundary kernels. 

Nick 
n.j.cox@durham.ac.uk 

Yulia Marchenko, StataCorp
 
> 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.

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