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Re: st: AIC and BIC to compare parametric and non-parametric survival models

From   Maarten buis <>
Subject   Re: st: AIC and BIC to compare parametric and non-parametric survival models
Date   Fri, 15 May 2009 20:13:59 +0000 (GMT)

--- On Fri, 15/5/09, Tom Trikalinos wrote:
> To compare non-parametric and parametric survival 
> analysis models, can I use the AIC and BIC?
> Specifically, I fit Cox PH models and exponential and
> weibull parametric regressions. It was pointed out to
> me that AIC & BIC-based comparisons may not be valid
> (because Cox uses partial likelihood).
> PS. I am performing survival analyses to inform a decision
> analysis. For this reason I strongly prefer to fit
> parametric models - will make life easier and restore the
> smile on me face.

You could try estimating a piecewise constant model. The
idea is very similar to the idea behind -stcox-: estimate
a flexible baseline hazard and the explanatory variable
multiplicatively move this baseline hazard up or down. 
Alternatively you could model the baseline hazard with
some other flexible curve, like a restricted cubic 
spline. See the example below:

*---------------- begin example --------------------------
sysuse cancer, clear
gen long id = _n
stset studytime, failure(died) id(id)
stsplit t, every(1)
gen t3 = floor((t)/3)

// piecewise constant
xi: streg i.t3 i.drug age, dist(exp)
adjust _Idrug_2=1 _Idrug_3=0 age , by(t3) exp gen(haz_piece)

// restricted cubic spline
mkspline tsp=t, cubic knots(5 10 20 30 35)
xi: streg tsp* i.drug age, dist(exp)
adjust _Idrug_2=1 _Idrug_3=0 age , by(t) exp gen(haz_cubic)

twoway line haz* studytim, sort c(J) ///
    legend(order(1 "piecewise" "constant"  ///
                 2 "restricted" "cubic spline")) ///
*----------------- end example ------------------------

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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