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Re: st: predictions after spsurv


From   sjsamuels@gmail.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: predictions after spsurv
Date   Thu, 19 Nov 2009 15:02:02 -0500

-spsurv- is by Stephen Jenkins, and it doesn't provide a -predict-
option.  One possible reason that  a single prediction doesn't make
sense with time-dependent predictors.

I couldn't get -spsurv- to run the cancer example in its -help-
without omitting the "drug" variable, but the results appear to be the
same with and without version control.

If you do not have time-dependent predictors, you can create your own
predicted values
(See 13.5 in the V11 User manual).

For example,  I ran the following command for the cancer data model in
the -help file for -spsurv-

spsurv dead logt  age, id(id) seq(t)


The linear  predictor  for time t is found by:

x_t = hazard[_cons] + _b[logt]*logt _b[age]*age

The discrete interval survival probability  for interval t is:
g_t =   exp(-exp(x_t))

The  probability  s_T for survival up to time T for the non-cured part
of the data is the product of the g_t for t<=T.  It will probably be
better to add the logs of the g's and then exponentiate.

Finally the estimated probability of cure up to T is given by c + (1-c)*s_T

c is in e(curep) or can be computed as exp([cure_p]_cons)


The log(t) distribution form is very restrictive.  Better, I think to
group the data into larger intervals and estimate a separate parameter
for each one, as Stephen recommends

-Steve


On Thu, Nov 19, 2009 at 12:03 PM, Mark S. Manger <m.s.manger@lse.ac.uk> wrote:
> Thanks---and yes, spsurv (see sources below) is for Version 6/7. However,
>
> predict h, p
>
> still gives me the error "option p not allowed", so that's not the solution.
>
> Best,
>
> Mark
>
>
> Reference:
>
> http://fmwww.bc.edu/repec/bocode/s/spsur_ll.ado
> http://fmwww.bc.edu/repec/bocode/s/spsurv.ado
>
>
>
> Dr Mark S MANGER
> Lecturer in International Political Economy
> International Relations Department
> London School of Economics
> m.s.manger@lse.ac.uk
> Phone +44 (0) 20 7955 6525
>
> On 2009-11-18, at 19:59 , sjsamuels@gmail.com wrote:
>
>> -spsurv- is a user-written program, and the FAQ request that you note
>> the source of such programs.
>>
>> From the -help-
>>
>> "spsurv works with Stata version 6 or version 7."
>>
>> I don't have  Version 7 manuals any more, but I guess that the
>> post-estimation commands were different.  At best, you will have to
>> run under version control.
>>
>> -Steve
>>
>> On Wed, Nov 18, 2009 at 1:08 PM, Mark S. Manger <M.S.Manger@lse.ac.uk> wrote:
>>> Hi,
>>>
>>> I'm using spsurv to estimate a split-population survival model, and I'm trying to obtain some predictions to generate hazard functions graphs.
>>>
>>> Unfortunately, predict h, b doesn't work: "option p not allowed" and the default prediction is clearly not the probability. Can someone enlighten me how I can obtain a prediction of the probability?
>>>
>>>
>>> Cheers,
>>>
>>> Mark
>>>
>>>
>>> Stata 9.2
>>> OS X
>>>
>>> Dr Mark S MANGER
>>> Lecturer in International Political Economy
>>> International Relations Department
>>> London School of Economics
>>> m.s.manger@lse.ac.uk
>>> Phone +44 (0) 20 7955 6525
>>>
>>>
>>> Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm
>>>
>>> *
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>>>
>>
>>
>>
>> --
>> Steven Samuels
>> sjsamuels@gmail.com
>> 18 Cantine's Island
>> Saugerties NY 12477
>> USA
>> 845-246-0774
>>
>> *
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>
>
> Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm
>
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>



-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

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