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From |
Michael McCulloch <mm@pinest.org> |

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

Subject |
st: Estimating the probability of censoring |

Date |
Thu, 25 Sep 2008 08:56:14 -0700 |

Hello,

I'm seeking guidance on a series of commands I've written to estimate the probability of being censored. Might anyone be able to offer commentary as to whether I've done this correctly? The resulting unadjusted probability of censoring ranges from 0-1, while the adjusted probability goes above 1.

sysuse cancer.dta, clear

gen id = _n // generate individual IDs

stset studytime, failure(died==0) // note that total person-time is 744

*estimate the unadjusted probability of censoring

sts gen cens = s

*estimate the adjusted probability of censoring

stcox drug age, nohr

predict coeff_cens, xb // predicts linear coefficients of censoring

gen p_cens = exp(coeff_cens) // adjusted probability of time-to-censoring

*lists the results

list id drug age died cens p_cens in 40/48, clean noobs

40 3 50 0 .58476475 .8601028

41 3 55 1 .58476475 .9429854

42 3 57 1 .51166915 .9783332

43 3 48 0 .51166915 .8290267

44 3 56 0 .34111277 .9604967

45 3 60 1 .34111277 1.033855

46 3 62 0 .22740851 1.072609

47 3 48 0 .11370426 .8290267

48 3 52 0 0 .8923438

--

Best wishes,

Michael McCulloch

Pine Street Foundation

124 Pine St., San Anselmo, CA 94960-2674

Tel: (415) 407-1357

Fax: (415) 485-1065

mcculloch@pinestreetfoundation.org

www.pinestreetfoundation.org

*

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**Follow-Ups**:**st: R: Estimating the probability of censoring***From:*"Carlo Lazzaro" <carlo.lazzaro@tin.it>

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