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


From   Nishant Dass <nishant_dass@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: r2 in -streg-/-stcox-
Date   Fri, 6 Oct 2006 04:06:45 -0700 (PDT)

Dear Maarten,
Thank you very much for your tips as well as the links.
Regards,
Nishant

--- Maarten Buis <M.Buis@fsw.vu.nl> wrote:

> 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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> 


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