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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: test predicted hazard |

Date |
Wed, 20 May 2009 13:35:03 -0400 |

dario <d.sciulli@unich.it> : I doubt you actually want to test whether predicted hazard rates differ across groups, since they may differ because predictors vary or because coefs on X vary or because baseline hazards vary (you don't mention how you have parametrized time). If you want to test whether hazard rates differ across groups, conditional on some X variables, you may want the first -test- below, which constrains the coefs on all other variables (including parametrized time), and also the error variance, to be the same across groups. If you want to test whether the baseline hazard at the first time period observed differs, conditional on X (where now X may have different effects in the two groups), you might want the second -test- below. The third -test- tests whether the hazard evolves differently over time in the two groups. You might want something along these lines, depending on how you have specified your model and other details... you need to clarify what you want to test, in other words (preferably using a public dataset to construct any examples). See also http://www.iser.essex.ac.uk/iser/teaching/module-ec968 and http://home.fsw.vu.nl/m.buis/wp/survival.html webuse psidextract, clear g lnt=ln(t) bys id (t): g y=sum(union) bys id (t): replace y=sum(y) replace y=. if y>1 replace y=. if y==1 & t==1 li id t union y in 1/14, sepby(id) noo qui cloglog y south ed fem ind occ lnt test fem est sto both qui cloglog y south ed ind occ lnt if fem==1 est sto f qui cloglog y south ed ind occ lnt if fem==0 est sto m qui suest m f test [m_y]_cons=[f_y]_cons test [m_y]lnt=[f_y]lnt On Wed, May 20, 2009 at 11:53 AM, <d.sciulli@unich.it> wrote: > Dear Statalisters, > > I am applying cloglog models to estimate reemployment probabilities > for four different groups of individuals. I would like to test if the > predicted hazard rates significantly differ among groups. Does a > specific test exist? > > As alternative, can I simply calculate the predicted hazard (h) and to > test the null hypothesis (h0=h1) by ttest command? Perhaps should I > use bootstrapped standard errors? * * 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: test predicted hazard***From:*d.sciulli@unich.it

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