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Re: st: "time ratios" and "hazard ratios"


From   sjsamuels@gmail.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: "time ratios" and "hazard ratios"
Date   Thu, 14 May 2009 12:34:04 -0400

--

Perhaps I should have added the original source for discriminating
among these models is Kalbfleisch and Prentice, The Statistical
Analysis of Failure time Data, Wiley Books, 1st edition (1978) or 2nd
edition (2002).  K and P show that these models can be embedded in a
very general "log F" distribution

-Steve

On Thu, May 14, 2009 at 11:38 AM, Martin Weiss <martin.weiss1@gmx.de> wrote:
> <>
>
> Thank you very much, it works well now!
>
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
> sjsamuels@gmail.com
> Gesendet: Donnerstag, 14. Mai 2009 17:36
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: "time ratios" and "hazard ratios"
>
> --
>
> Martin,
> Try:
> http://www.iser.essex.ac.uk/files/teaching/stephenj/ec968/pdfs/ec968lnotesv6
> .pdf
>
> I think that's what I already specified, but this time I copied it
> right from the link on Stephen's  web page, which is:
> http://www.iser.essex.ac.uk/iser/teaching/module-ec968
>
> And the book is "lecture notes manuscript"  under "Other related
> materials, including Lecture notes"
>
> -Steve
>
>
> On Thu, May 14, 2009 at 11:25 AM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>>
>> <>
>>
>>
>> The link to the book does not do much good for me. Is there an
> alternative?
>>
>>
>>
>> HTH
>> Martin
>>
>>
>> -----Ursprüngliche Nachricht-----
>> Von: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
>> sjsamuels@gmail.com
>> Gesendet: Donnerstag, 14. Mai 2009 16:58
>> An: statalist@hsphsun2.harvard.edu
>> Betreff: Re: st: "time ratios" and "hazard ratios"
>>
>> --
>>
>> "can I take the multiplicative inverse of the time ratio and report it
>> as a hazard ratio?"
>>
>> No, The (log) Weibull is the  only probability distribution for which
>> this is true.
>>
>> It's a good idea to consider multiple probability distributions, as
>> you have done. but reporting the regression results is not enough.
>> Have you evidence that these distributions fit the data?  (using a
>> -linktest- or diagnostic plots, for example); that one fits any better
>> or worse than the others?  You can compare directly the likelihoods of
>> the log-logistic and log-normal, and those of the log-normal and
>> Weibull models.
>>
>> For hazard ratio models, I rarely see anything but a Cox model these
>> days, because the Weibull has a very restrictive shape. Patrick
>> Royston's -stpm-  (from SSC) offers a flexible parametric version.
>> For the log-linear regression models , the generalized Gamma in Stata
>> has the most flexible shape, and its likelihood can be compared
>> directly to those of the Weibull and log-normal.   See:  Stephen
>> Jenkins's  book “Survival Analysis”, available from his website
>>
> (http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/pdfs/ec968lnotes
>> v6.pdf
>> ).
>>
>>  -Steve
>>
>> On Wed, May 13, 2009 at 7:16 PM, Emory Morrison
>> <Morrison@soc.msstate.edu> wrote:
>>> I am reporting different specifications of event history models within
> the
>> same paper.
>>>
>>> In some of the models (for example the log logistic specification and the
>> log normal specification) stata reports coefficients as time ratios.
>>>
>>> In the Weibull model stata report coefficients as hazard ratios.
>>>
>>> While the direction of effects are clearly inverted in these two ways of
>> reporting the coefficients, I need to know if these coefficients are
>> precisely inverse.  In other words, can I take the multiplicative inverse
> of
>> the time ratio and report it as a hazard ratio?
>>>
>>> It would be very helpful in writing up the results of the paper, if the
>> coefficients could be read and interpreted in a standardized fashion.
>>>
>
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