RE: st: cox model with shared frailty

[Tracy Clegg <tracy.clegg@ucd.ie>]

Hi,

Thanks Maarten, I had already started looking around for other computers
which was my main option, I was just checking I wasn?t missing something
obvious!

Can I ask a probably naïve question.  If I run the model on a small sample
and say end up with a model that includes just 2 significant predictors out
of a possible 5, would I just check the final model with the 2 predictors on
the full dataset or do I need to go through the model building process
again?

Many thanks for your suggestions,

Tracy

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: 22 April 2010 11:04
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: cox model with shared frailty

--- On Thu, 22/4/10, Tracy Clegg wrote:
> Hi, I am having a few problems with running a cox
> propotional hazard model with a shared frailty.  
> My problem is that it is taking around 12 hours to 
> run a model with just one predictor, does anyone know
> how I can speed up the model?  I am using STATA/SE version 11. 
> 
> In my data I have over 10,000 animals which are clustered 
> into 1,662 herds with between 6 and 12 animals in each herd.  
> To add a further complication I have 2 predictors which are 
> time varying.  

I can see why that is taking long. I would do two things:

1) build your model on a dataset that contains only a sample
of your total data. I would sample herds not animals. So 
say the variable identifying the herd is called herd, then
I would start my .do-file with

use complete_data.dta, clear
set seed 12345
bys herd: gen u = runiform()
bys herd (u): replace u = sum(u)
keep if u < .25  // keep 25% of the herds
drop u

2) Look around your departement to see if some computers 
are going to remain unused for some days (because of 
vacation/conference/field work/etc.), and ask those persons
if you can use their computer to run your complete model on.

Hope this helps,
Maarten

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

http://www.maartenbuis.nl
--------------------------


      

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