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From |
"Carlo Lazzaro" <carlo.lazzaro@tin.it> |

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

Subject |
R: st: R: Estimating the probability of censoring |

Date |
Thu, 25 Sep 2008 20:15:48 +0200 |

Dear Michael, I have followed step-by-step your codes and, as you are surely already aware of, p_cens can exceed 2.0 and this raises some concerns. I am not sure whether the following may be a good hypothesis but typing gen p_cens = exp(coeff_cens) I find no way to constrain p_cens within the 0-1 range. I do hope this second try will sound a little bit less obvious than the first one. Kind Regards, Carlo tabulate p_cens p_cens | Freq. Percent Cum. ------------+----------------------------------- .8290267 | 2 4.17 4.17 .8444218 | 1 2.08 6.25 .8601028 | 1 2.08 8.33 .8923438 | 1 2.08 10.42 .9257933 | 1 2.08 12.50 .9429854 | 2 4.17 16.67 .9604967 | 1 2.08 18.75 .9783332 | 1 2.08 20.83 .996501 | 1 2.08 22.92 1.033855 | 2 4.17 27.08 1.072609 | 1 2.08 29.17 1.16299 | 1 2.08 31.25 1.206585 | 1 2.08 33.33 1.228992 | 2 4.17 37.50 1.27506 | 1 2.08 39.58 1.347422 | 1 2.08 41.67 1.372443 | 1 2.08 43.75 1.423889 | 2 4.17 47.92 1.504697 | 1 2.08 50.00 1.532639 | 1 2.08 52.08 1.619618 | 1 2.08 54.17 1.68033 | 2 4.17 58.33 1.724076 | 3 6.25 64.58 1.756093 | 1 2.08 66.67 1.788703 | 1 2.08 68.75 1.82192 | 3 6.25 75.00 1.925316 | 1 2.08 77.08 1.961069 | 2 4.17 81.25 1.997486 | 1 2.08 83.33 2.03458 | 2 4.17 87.50 2.072362 | 1 2.08 89.58 2.150045 | 1 2.08 91.67 2.189971 | 1 2.08 93.75 2.230639 | 1 2.08 95.83 2.314255 | 1 2.08 97.92 2.401005 | 1 2.08 100.00 ------------+----------------------------------- Total | 48 100.00 -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Michael McCulloch Inviato: giovedì 25 settembre 2008 19.29 A: statalist@hsphsun2.harvard.edu Oggetto: Re: st: R: Estimating the probability of censoring >at a very first glance, what hits the eyes is the adjusted probability of >being censoring sometimes above the usual upper constraint. How can it be? I >should have missed something in your assumptions. Yes, that's one of my main questions. Since I used the Stata-supplied cancer.dta file and provided all my methods, I'm hoping that someone on Statalist might have advice on how to correct the method for unadjusted estimation of censoring probability. > >Kind Regards, >Carlo > > >-----Messaggio originale----- >Da: owner-statalist@hsphsun2.harvard.edu >[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Michael McCulloch >Inviato: giovedì 25 settembre 2008 17.56 >A: Statalist >Oggetto: st: Estimating the probability of censoring > >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 >* >* For searches and help try: >* http://www.stata.com/help.cgi?search >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ > > > >* >* For searches and help try: >* http://www.stata.com/help.cgi?search >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: R: Estimating the probability of censoring***From:*Michael McCulloch <mm@pinest.org>

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