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st: RE: Cox model with shared frailty


From   Dimitris Pavlopoulos <Dimitris.Pavlopoulos@soc.kuleuven.be>
To   Garry Anderson <g.anderson@unimelb.edu.au>
Subject   st: RE: Cox model with shared frailty
Date   Fri, 04 Jul 2008 09:54:51 +0200

Sorry, I forgot to mention that I am using STATA 10 MP

Dimitris


Quoting Garry Anderson <g.anderson@unimelb.edu.au>:

HI,

What version of Stata are you using?

Cheers, Garry

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Dimitris
Pavlopoulos
Sent: Friday, July 04, 2008 5:36 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Cox model with shared frailty

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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********************************************************************
dr. Dimitris Pavlopoulos

International Master in Social Policy Analysis (IMPALLA)
University of Leuven
OE CeSO, room 02.27
Parkstraat 45 - bus 3601
3000 Leuven
Belgium

tel: +32 (0)16 323151
email: dimitris.pavlopoulos@soc.kuleuven.be
********************************************************************

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