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From |
"Carlo Lazzaro" <carlo.lazzaro@tin.it> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
R: st: Survival analysis: repeated spells |

Date |
Sat, 26 Sep 2009 20:44:11 +0200 |

Vinicio might want to run -stcox- with -cluster(id)- standard error to get some evidences about the differences between the non-parametric regresion models he is interested in comparing. Kind Regards, Carlo -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di V.Martini Inviato: sabato 26 settembre 2009 16.58 A: statalist@hsphsun2.harvard.edu Oggetto: Re: st: Survival analysis: repeated spells Thank you very much for your reply! My question was, in a sense, much more basic. When I say "repeated spells", I simply mean multiple records per unit (under no subject event dependence). Therefore, putting it differently, my question is the following: Compare stset t stcox X with stset t, id(var) stcox X Does the introduction of the option id() change the likelihood function in stcox? Or it simply allows stata to cluster the standard error by "var"? Concerning the way I wrote the likelihood, maybe I'm wrong, but I still think it is correct (notice that h is the hazard, not the failure function) Many thanks, Vinicio Il giorno 25/set/2009, alle ore 19.25, E. Paul Wileyto ha scritto: > You have some choices to make for modeling recurrent events. Stata > has many utilities for structuring the risk-set for survival > modeling, especially for multiple record data. Best thing is to go > to the survival manual for Stata, and look up the methods and > formulas section in STREG. Here is how you stated the log- > likelihood... > > ln L(i)= c log h(t)+log S(t) > > This should actually be > > ln L(i)= c log h(t)+ (1-c) log S(t) > > The manual adds one more term to make likelihood conditional on time > of entry into the risk set. > > ln L(i)= c log h(t)+ (1-c) log S(t) - S(t0) > > You will have to make a choice about how to represent time. For > models like Anderson-Gill, the only time=0 is when you enter the > cohort at the beginning. The time for your first event becomes the > entry time for the second event, and so on. Gap time models reset > the clock back to zero after each event, so t for later events > becomes (ti-t0), and the S(t0) term in the likelihood goes away. > > Beyond that, you will have to adjust at least the standard errors, > either by some sort of clustering approach (vce(cluster) or > bootstrap), or using shared frailty. > I will say that STSET is unfriendly to certain types of multiple > record data. I have had bad luck trying to STSET data for gap time, > and usually have to do something heroic that side-steps STSET's > "idiot proofing." That is, I either have to create my multiple > records with an Anderson-Gill type structure, and then subtract out > the t0 values, or I have to treat it as single record data... STSET > only generates the risk-set representation of the data, and > clustering or shared frailty will work without giving the IDs to > STSET. > > Paul > > > > > > > > V. Martini wrote: >> Hello, >> >> this is maybe a trivial question for some of you: >> >> how does stata account for the presence of repeated spells? >> >> I know that, in order to account for different spells that refers >> to the same unit, stata requires to specify the id( ) option when >> the data are stset-ted. But my question is about how stata deals >> with this problem in the estimation. >> >> For instance, suppose the contribution to the loglikelihood (with >> right censoring) is given by: >> >> L(i)= c log h(t)+log S(t) >> >> where c is a censoring variable (c=1 if spell is complete), h is >> the hazard function and S the survival function. >> >> How the contribution to the likelihood changes when unit i has >> repeated spells? In my case this is relevant because I have to >> program the likelihood function by myself. >> >> >> Many thanks, >> >> Vinicio >> * >> * 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/ >> > > -- > E. Paul Wileyto, Ph.D. > Assistant Professor of Biostatistics > Tobacco Use Research Center > School of Medicine, U. of Pennsylvania > 3535 Market Street, Suite 4100 > Philadelphia, PA 19104-3309 > > 215-746-7147 > Fax: 215-746-7140 > epw@mail.med.upenn.edu > * > * 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**:**Re: st: Survival analysis: repeated spells***From:*"V.Martini" <vinmar0@hotmail.com>

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