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st: Cox model with shared frailty


From   Dimitris Pavlopoulos <Dimitris.Pavlopoulos@soc.kuleuven.be>
To   statalist@hsphsun2.harvard.edu
Subject   st: Cox model with shared frailty
Date   Fri, 04 Jul 2008 09:36:18 +0200

Dear Statalisters,

I would like to ask for your help in running a cox model with shared frailty on unemployment duration. I have organized my data in a spell file with in total 7,401 spells. I tried a very simple version of the model:

xi: stcox i.variable, shared(pid)

where pid is the person identification number and 'variable' has 4 categories.

The model has been running for the last 16 hours.

Some time ago, there were discussions in the statalist about it (see, for example,
http://www.stata.com/statalist/archive/2004-01/msg00728.html). I understand from these discussions that the cox model with frailty runs extremely slow due to the exact calculation of the partial likelihood from STATA. As these questions were posted a few years ago, my question is whether there has been developed a way to speed up the process. Or would the only way be to drop the cox model and try a parametric one?

Thank you in advance.

best,
Dimitris Pavlopoulos


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