Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


From   "Simon Oertel" <Sim.Oertel@t-online.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: survival analysis - iterations "not concave"
Date   Sat, 18 Aug 2007 14:09:29 +0200

Thanks Paul for your reply and your answer. I suggested that "not
concave" means sth. like this but I was not sure about it. So again,
thanks for your help. 

Simon  


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von E. Paul
Wileyto
Gesendet: Freitag, 17. August 2007 13:23
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: survival analysis - iterations "not concave"


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
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
>   

-- 
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/ 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index