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Re: st: survival analysis - iterations "not concave"


From   "E. Paul Wileyto" <epw@mail.med.upenn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: survival analysis - iterations "not concave"
Date   Fri, 17 Aug 2007 07:22:46 -0400

Maximizing likelihood is like climbing a hill to the top. "Not concave" simply means that when Stata calculates the numerical derivatives around the current point, it might appear to be in a valley or a saddle, with no clear direction to the top.

P

Simon Oertel wrote:

Dear Stata list members,
I am using parametric models for a survival analysis. To figure out
which model fits my data best, I used the common procedures (theoretical
implications, graphical plot of the cumulative hazard-rate against the
cox-snell residuals, AIC values). For calculating the AIC values of the
different (standard) models (exponential, weibull, gompertz,
log-logistic, log-normal, gamma) I first used the "streg" command and
fit each of them to my data. Finally, I found the model that will fit my
data best (weibull) - but while running the iteration-processes for the
log-logistic, log-normal and gamma model, STATA tells me for the first
(and for the log-logistic also for the second) iteration that it is "not
concave". Also if I will not use a log-logistic, log-normal or gamma model for my
data, I am really interested in figuring out what this message
implicates. I suggested that it is not a big problem, as long as the
following iterations (especially the last one) will be concave. I think
that the message "not concave" only tells me that during the iteration
process STATA found a local maximum (what depending on the local maximum
could still be a problem)- but again I am not sure about that. I appreciate any answer and help.
Thanks
Simon

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--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA 19104-3309

215-746-7147
Fax: 215-746-7140
epw@mail.med.upenn.edu
http://mail.med.upenn.edu/~epw/
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* http://www.ats.ucla.edu/stat/stata/




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