Statalist


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

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


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
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")) ///
    ytitle(hazard)
*----------------- end example ------------------------

Hope this helps,
Maarten

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

http://home.fsw.vu.nl/m.buis/
-----------------------------------------




      

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index