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Re: st: RE: left censoring


From   IOANNA MARIOU STYLIANOU <stylianou@wisc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: left censoring
Date   Fri, 05 Dec 2008 11:12:35 -0600

No! that must be something new..i will though, thank you so much!


Ioanna

----- Original Message -----
From: "Mak, Timothy" <timothy.mak07@imperial.ac.uk>
Date: Friday, December 5, 2008 6:18 am
Subject: st: RE: left censoring
To: statalist@hsphsun2.harvard.edu


> Have you checked the -stset- help menu? 
>  
>  Tim
>  
>  -----Original Message-----
>  From: owner-statalist@hsphsun2.harvard.edu
>  [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of IOANNA MARIOU
>  STYLIANOU
>  Sent: 04 December 2008 20:01
>  To: statalist@hsphsun2.harvard.edu
>  Subject: 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
>  >  
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