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st: RE: r2 in -streg-/-stcox-


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: r2 in -streg-/-stcox-
Date   Fri, 6 Oct 2006 11:04:26 +0200

Nishant
In your case I'd look at AICs and BICs since you want to compare non-nested 
models. -estout- will allows the options aic and bic, even if these statistics 
aren't "ereturned". However I wouldn't rely only on one statistic (or two pretty 
similar statistics) to choose between models. For instance for -stcox- and
some of the -streg- models you'll want to check the proportional hazard 
assumption. Also for -streg- you will probably want to check whether you have
used the right model. A very short overview of some methods that could help 
you choose a model in -streg- can be found on page 13 of my introduction to 
survival analysis text. http://home.fsw.vu.nl/m.buis/wp/survival.html . Also see
the excellent book by Mario Cleves, William W. Gould, and Roberto Gutierrez
 "An Introduction to Survival Analysis Using Stata, Revised Edition" from 
Stata Press 2004. You can get this book from the Stata bookstore 
http://www.stata.com/bookstore/saus.html 

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

--- Nishant Dass wrote: 
 > I want to estimate a hazard-rate model and I would like to
> compare estimates from -streg- with those from -stcox-,
> however, I am puzzled as to why -streg- and -stcox- report
> different statistics for the overall fit of the model (I
> used -ereturn list to check this).

 

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