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From |
"Lili Yan" <lyan16@gmail.com> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: help needed on discrete-time hazard model |

Date |
Thu, 18 Oct 2007 13:27:25 -0400 |

Dear all, I checked the data just now. After running logit model with our dependent variable, the stored results show: e(N) = 5463 e(N_cds) = 0 e(N_cdf) = 0 So seems there is something wrong in the data setup. Could anyone please give me some help? Thanks a lot! Lili On 10/18/07, Lili Yan <lyan16@gmail.com> wrote: > Dear Statalist readers, > > I am a new user of Stata and now have problem with discrete-time > hazard model. I am not sure whether I handle the model with correct > Stata commands, or the data are set up correctly. If anyone can give > me some suggestions or tips, I will truly appreciate it. Here is my > question: > > We want to know whether higher price predicts quitting from smoking. > We have a 3-wave survey on smokers in the US and Canada. We look at > smokers with 4 smoking patterns: SSS, SSQ, SQS, and SQQ. SSS means one > is a smoker at all 3 waves, SSQ means he or she smoks at first two > waves but quit at the third wave, and so on. > > The data are set up this way (somebody else set up this actually, I > think her setup is correct based on my limited knowledge on this > model. Please let me know if there is anything incorrect here.): > > 1) Starting from one-row-per-person dataset, create a variable to > indicate the number of waves that smokers are at "risk" of quitting. > So, SSS and SSQ respondents are assigned value 3 and SQQ and SQS value > 2. > 2) Based on this indicator, expand the dataset, so SSS and SSQ have 3 > rows of observation per person, and SQS and SQQ 2 rows per person. > 3) By uniqid, that is for each person, create a counter of rows. > 4) By uniqid, create a binary variable "qtsmok" which equals 1 at the > last row for SQQ, SQS and SSQ; it takes value 0 for all rows of SSS > and other-than-last row(s) of SQQ, SQS and SSQ. This is the dependent > variable of our model. > 5) A "wave" variable is created, which takes values 1, 2 and 3 to > indicate the wave; 3 dummies - wave1, wave2 and wave3 - are created as > well. > > Then I set up the survey design with the strata and weights. I use > -svy: logit- command. The explanatory variables include the > conventional demographic and socioeconomic variables, price, a dummy > variable for Canada, wave2 and wave3. Since in wave 1, everybody is > smoker, no "quitting" event happens. So I do not include the "wave1" > indicator in the equation. Besides, I use the option of "noconstant" - > all my model setup is based on my reading of the on-line lecture notes > by Prof. Stephen Jenkins in UK. > > The problem is the coefficient before our price variable is negative > (small magnitude though) and significant at 1%! This is not what we > expected. I tried many ways to explore: > 1) removing "wave2" and "wave3" > 2) removing survey setting > 3) regression with only US or Canada sample > 4) regression with the "wave" variable which has 3 values > I got similar results each time. Then I tried more: > > 5) neglecting the fact that the dependent is binary, instead, I used > "svy: reg", now the coefficient before price is positive and > significant at 10%! > > 6) there is a categorical variable in the data set which defines > smoking cessation stages: precontemplation, contemplation, > preparation, action, and maintanence. A higher value of it means > higher motivation to quit smoking or the quitting has already > happened. This variable is positively correlated with the binary > quitting dependent variable in this model. I cross-tabulated it with > our dependent variable; it is consistent with our dependent variable - > so again it seems that our dependent variable is correct. > I ran OLS and ordered logit models for this cessation stage variable. > In both models, the coefficients before the price are positive and > significant. > > Based on this, I really do not know how to explain the negative and > significant price coefficient in the hazard model (the logit model). > > I never did hazard model before, and I am still new to Stata. I am not > sure whether my problem is in the data setup or in the modeling. Any > suggestions will be greatly appreciated! > > Thanks for your time reading my question. > > Best, > Lili > > * > * 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/

**Follow-Ups**:**RE: st: help needed on discrete-time hazard model***From:*"Steichen, Thomas J." <SteichT@rjrt.com>

**References**:**st: help needed on discrete-time hazard model***From:*Lili Yan <lyan16@gmail.com>

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