[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

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

Subject |
st: R: left censoring |

Date |
Fri, 5 Dec 2008 15:01:00 +0100 |

Dear Ioanna, tricky issue indeed. Anyway, I would refer you to: Cleves MA, Gould WW, Gutierrez RG. An introduction to survival analysis using Stata. Revides Edition. Station College: Stata Press, 2004: 32-34; Klein JP, Moeschberger ML. Survival Analysis. Techniques for Censored and Truncated Data. Second Edition. Berlin: Springer, 2003: 70-71;74;140-141. Sorry I cannot be more helpful. Knd Regards, Carlo -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di IOANNA MARIOU STYLIANOU Inviato: giovedì 4 dicembre 2008 21.01 A: statalist@hsphsun2.harvard.edu Oggetto: st: left censoring Hi iam trying to estimate duration models(Cox-PH) but i have left censoring..Does anyone knows how this is treated in STATA? Ioanna Stylianou ----- Original Message ----- From: Christopher Baum <baum@bc.edu> Date: Thursday, December 4, 2008 1:54 pm Subject: st: Re: how to select model in xtpcse , corr(ar1) To: statalist@hsphsun2.harvard.edu > < > > Ghislain said > I want to compare two models one made with : xtpcse x y z,corr(ar1) > > the other with : xtpcse x y w,corr(ar1) xtpcse doesn't return AIC nor > > BIC nor e(ll), > > Martin suggests looking at r^2. AIC and BIC are criteria that will > > penalize for non-parsimonious models. As both of the models you > specify have exactly the same length, they would not be useful. They > > are not estimated with maximum likelihood, so there is no e(ll). [OLS > > is not estimated with MLE either, but -regress- does provide e(ll)]. > > As r^2 is perfectly comparable for models of the same length, r^2 > would seem to make sense as a comparison. > > I would worry more about the notion that if each of these models does > > a good job, with a significant z or w respectively, then there is > surely the risk that they are both misspecified versions of a model > > that contains both. Can you indeed rule out w appearing in the first > > model, or z in the second? > > > Kit Baum, Boston College Economics and DIW Berlin > http://ideas.repec.org/e/pba1.html > An Introduction to Modern Econometrics Using Stata: > http://www.stata-press.com/books/imeus.html > > * > * 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/

**Follow-Ups**:**Re: st: R: left censoring***From:*IOANNA MARIOU STYLIANOU <stylianou@wisc.edu>

- Prev by Date:
**st: Maximum likelihood simulation** - Next by Date:
**Re: st: Using xtgee with multiple weights per ID** - Previous by thread:
**st: Maximum likelihood simulation** - Next by thread:
**Re: st: R: left censoring** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |