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From |
Babak Oskooei <babak_cho@yahoo.com> |

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

Subject |
st: Potential bug in Stata 11 |

Date |
Wed, 19 May 2010 07:48:52 -0700 (PDT) |

Dear Stata users, I have been conducting some simulations in Stata and faced a computational problem in Stata 11. I run the same code in Stata 9 and it gives me the right answer. I would be grateful for any feedback on this. Below, I include the code and the output from both version 9 and version 11. I am simply simulating conditional time-to-event data that are exponentially distributed with one normally distributed covariate. Then I fitt the Cox PH model to the simulated data. The code I wrote is: clear set mem 200m set obs 10000 set seed 30101 gen x = uniform() gen y = invnorm(uniform()) gen eta=y*4.159 gen u=-ln(1-uniform())/0.02 /* exp dist with given hazard */ gen t=exp(-eta)*u gen d=1 noi{ stset t, failure(d) stcox y, nohr } *********************** Here is the output from Stata 11 . stset t, failure(d) failure event: d != 0 & d < . obs. time interval: (0, t] exit on or before: failure ------------------------------------------------------------------------------ 10000 total obs. 0 exclusions ------------------------------------------------------------------------------ 10000 obs. remaining, representing 10000 failures in single record/single failure data 1.28e+11 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 1.25e+11 . stcox y, nohr failure _d: d analysis time _t: t Iteration 0: log likelihood = -82108.928 Iteration 1: log likelihood = -71768.287 Iteration 2: log likelihood = -70067.991 Iteration 3: log likelihood = -69325.489 Iteration 4: log likelihood = -68942.115 flat region resulting in a missing likelihood r(430); . } r(430); *********************** Here is the output from Stata 9 . stset t, failure(d) failure event: d != 0 & d < . obs. time interval: (0, t] exit on or before: failure ------------------------------------------------------------------------------ 10000 total obs. 0 exclusions ------------------------------------------------------------------------------ 10000 obs. remaining, representing 10000 failures in single record/single failure data 1.28e+11 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 1.25e+11 r; t=0.11 15:37:08 . stcox y, nohr failure _d: d analysis time _t: t Iteration 0: log likelihood = -82108.928 Iteration 1: log likelihood = -71768.287 Iteration 2: log likelihood = -70067.991 Iteration 3: log likelihood = -69325.489 Iteration 4: log likelihood = -68942.115 Refining estimates: Iteration 0: log likelihood = -68932.661 Iteration 1: log likelihood = -68928.827 Iteration 2: log likelihood = -68928.826 Cox regression -- no ties No. of subjects = 10000 Number of obs = 10000 No. of failures = 10000 Time at risk = 1.28362e+11 LR chi2(1) = 26360.20 Log likelihood = -68928.826 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- y | 4.183923 .0341413 122.55 0.000 4.117007 4.250838 ------------------------------------------------------------------------------ r; t=0.20 15:37:08 . } r; t=0.33 15:37:08 *********************** I would be grateful if someone could help me to find out what the problem is. Kind regards Babak Oskooei MRC Clinical Trial Unit London * * 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/

**Follow-Ups**:**st: RE: Potential bug in Stata 11***From:*"Kieran McCaul" <Kieran.McCaul@uwa.edu.au>

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