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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 > > > > * > > * 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**:**st: Re: how to select model in xtpcse , corr(ar1)***From:*Christopher Baum <baum@bc.edu>

**st: left censoring***From:*IOANNA MARIOU STYLIANOU <stylianou@wisc.edu>

**st: RE: left censoring***From:*"Mak, Timothy" <timothy.mak07@imperial.ac.uk>

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