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From |
"Mark S. Manger" <m.s.manger@lse.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: predictions after spsurv |

Date |
Fri, 18 Dec 2009 21:05:10 +0000 |

Excellent, thanks a lot for the detailed response. --Mark 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 2009-11-19, at 20:02 , sjsamuels@gmail.com wrote: > -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 >>>> >>>> * >>>> * 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/ >>>> >>> >>> >>> >>> -- >>> Steven Samuels >>> sjsamuels@gmail.com >>> 18 Cantine's Island >>> Saugerties NY 12477 >>> USA >>> 845-246-0774 >>> >>> * >>> * 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/ >> >> >> Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm >> >> * >> * 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/ >> > > > > -- > Steven Samuels > sjsamuels@gmail.com > 18 Cantine's Island > Saugerties NY 12477 > USA > 845-246-0774 > > * > * 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/ Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/planningAndCorporatePolicy/legalandComplianceTeam/legal/disclaimer.htm * * 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/

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