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From |
Steven Samuels <sjhsamuels@earthlink.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: R: Survival Analysis Censoring stset |

Date |
Thu, 18 Sep 2008 17:07:17 -0400 |

Dirk--

For how many years do you have outcomes? "Interval-censored" data methods are, in my opinion, best applied to data in which there are many possible time points. I think your data are more properly classified as "grouped" or "discrete". With a relative small number of years of observation, I suggest calendar time as a time-scale.

This topic has come up before ( http://www.stata.com/statalist/ archive/2006-11/msg00473.html ).

I haven't reread the thread, but I suggest that you try a survival model appropriate for discrete data, either -hshaz- or -pgmhaz8- by Stephen Jenkins (-findit hshaz-/ -findit pgmhaz8-). Control for company age with covariates.

Note that "left-censored" means the outcome for a company took place before the start of observation. You have "left-truncated" or "delayed entry" data: some of your companies are "survivors" of original cohorts of companies which started before the study.

-Steve

On Sep 18, 2008, at 11:57 AM, Dirk Volland wrote:

Hello again, thank you Carlo. It seems that my description has been a little confusing. So here another try: (1) The structure of the data with multiple episodes for each id is id | year0 | year1 | failure 1 | 2002 | 2003 | 0 1 | 2003 | 2004 | 0 1 | 2004 | 2005 | 1 stset with the command stset year1, id(id) failure(failure) With no gaps I meant that annual data is always available (2002 2003 2004 ... without missing years). Is this data interval censored just because it is discrete and the failure event can only be measured at year1 meaning the exact time between year0 and year1 is not available? Is this handled by Stata in an appropriate manner? (2) When I stset data with the command stset year1, id(id) origin(time founding) enter(time start) Here founding contains the time when the subject first came at risk and start contains the time the observation window starts. So in a way I know when a company was founded, but I want to start analysis in a certain year. Are these observations still left censored (in comparison to just deleting records that are prior to the observation window)? Is this handled by Stata? Thanks a lot, dirk 2008/9/18 Carlo Lazzaro <carlo.lazzaro@tin.it>:Dear Dirk,

as far as your first question is concerned:

- it seems to me that your following statements "time span as 2006 and 2007

without gaps" and "the exact time between year0 and year1" conflate.

Should your analysis start in 2006 (that is, t0)and stop in 2007 (that is,

t1), some companies will have gone to bankruptcy (that is failure=1) and

other will have survived (that is, failure=0). The latter are right-censored

observations, since they might go to bankruptcy (or not) in the future and,

anyhow you will not know, since you have stopped your analysis.

- stset - will automatically account for censored observations.

For further details on this topic, I will recommend you to take a thorough

look at:

Cleves MA, Gould WG, Gutierrez R. An Introduction To Survival Analysis

Using Stata. 2nd edition. College Station: StataPress, 2006;

[ST] Stata manual. Survival analysis and epidemiological table. Release 9

Two other relevant contributors of the Statalist - Maarten Buis

(http://home.fsw.vu.nl/m.buis/) and Stephen Jenkins

(http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/ index.php.)

published really interesting papers as well as teaching-notes on the topics

you are interested in.

HTH and Kind Regards,

Carlo

-----Messaggio originale-----

Da: owner-statalist@hsphsun2.harvard.edu

[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Dirk Volland

Inviato: giovedì 18 settembre 2008 15.29

A: statalist@hsphsun2.harvard.edu

Oggetto: st: Survival Analysis Censoring stset

Hello,

i have to quesitons regarding censoring and how it is handled in

Stata's survival package.

(1) When I have the following data structure:

id | year0 | year1 | failure

stset with the command

stset year1, id(id) failure(failure)

and year0 and year1 always represents a time span as 2006 and 2007

without gaps. Is this data interval censored just because it is

discrete and the failure event can only be measured at year1 meaning

the exact time between year0 and year1 is not available? Is this

handled by Stata in an appropriate manner?

(2) When I stset data with the command

stset year1, id(id) origin(time founding) enter(time start)

Here founding contains the time when the subject first came at risk

and start contains the time the observation window starts. So in a way

I know when a company was founded, but I want to start analysis in a

certain year. Are these observations still left censored? Is this

handled by Stata?

Thanks for any help,

best wished,

dirk

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**References**:**st: Re: R: Survival Analysis Censoring stset***From:*Dirk Volland <vollanddirk@googlemail.com>

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