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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 25 Sep 2008 11:37:07 -0700 |

Thank you kindly Antoine, for pointing out:

to specify the baseline cumulative hazard in -stcox-, and

to multiply that baseline cumulative hazard by the regression coefficient.

I see that the two approaches you suggest:

gen cens_adj=exp(-cum*exp(coeff_cens))

gen cens_adj2=surv0^(exp(coeff_cens))

provide very similar results (as seen by . twoway scatter cens_adj cens_adj2).

May I ask:

how those two approaches differ, and

why the probability varies so much given that died is y/n?

Michael

Hello _all

I might be missing something, but isn't the correct way to do this more like (the part where I generate cens_adj):

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 basec(cum)

predict coeff_cens, xb // predicts linear coefficients of censoring

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

gen cens_adj=exp(-cum*exp(coeff_cens))

*lists the results

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

id drug age died cens p_cens cens_adj

40 3 50 0 .58476475 .8601028 .6811302

41 3 55 1 .58476475 .9429854 .6563864

42 3 57 1 .51166915 .9783332 .5705886

43 3 48 0 .51166915 .8290267 .6216006

44 3 56 0 .34111277 .9604967 .4199265

45 3 60 1 .34111277 1.033855 .3930005

46 3 62 0 .22740851 1.072609 .2585016

47 3 48 0 .11370426 .8290267 .2171345

48 3 52 0 0 .8923438 .0710848

Antoine

Michael McCulloch wrote:

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.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.

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/

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**Follow-Ups**:**Re: st: R: Estimating the probability of censoring***From:*Antoine Terracol <terracol@univ-paris1.fr>

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

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

**Re: st: R: Estimating the probability of censoring***From:*Antoine Terracol <terracol@univ-paris1.fr>

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