st: Competing Hazards with Multiple-Record-per-Subject Data

[Alexander Gelber <gelber@fas.harvard.edu>]

In earlier Statalist posts, May Boggess of Statacorp explained how to 
estimate a competing hazard model using Lunn and McNeil's methods A and 
B.  There seems to be a problem, however, with implementing Lunn and 
McNeil's Method B when using multiple-record-per-subject data.

The problem is that to implement Lunn and McNeil Method B, you need to 
duplicate each subject's record twice (in the case of two competing 
hazards).  In the case of multiple-record-per-subject data, when using the 
stset command to stset the data, you need to specify the ID variable using 
id(idname), where "idname" is the name of the ID variable.  But then Stata 
gives you an error message, because each ID has two records attached to it 
at every instant, and the stset command with multiple-record-per-subject 
data only works correctly when there is only one record for each id-time 
combination.

For example, in my case, the time variable is "month," the failure 
variable is "status," and the id variable is "id," and here is what 
happens when I try to stset my data:

. stset month, failure(status) id(id)

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

------------------------------------------------------------------------------
     2000  total obs.
     2000  multiple records at same instant                     PROBABLE ERROR
           (month[_n-1]==month)
------------------------------------------------------------------------------
        0  obs. remaining, representing
        0  subjects
        0  failures in single failure-per-subject data
        0  total analysis time at risk, at risk from t =         0
                             earliest observed entry t =         .
                                  last observed exit t =         .

Does anyone know how to address this problem?  Any help would be much 
appreciated.

Alex

--
Alexander Gelber
Ph.D. Candidate
Harvard University Department of Economics
Littauer Center
Cambridge, MA 02138
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