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Re: st: discrete hazard modells: irregular time intervals


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: discrete hazard modells: irregular time intervals
Date   Thu, 27 May 2010 00:23:12 -0400

Oliver,
  Are your intervals small enough to aggregate them into 
larger but temporally equal intervals?  That way you can
still do the discrete time logistic regression using the hazard
rate in the odds ratio.
  You might consider a finite mixture model where one of the
components dealt with the duration of the risk set and the other
dealt with the hazard rate within it.  You could alternatively 
weight the risk by the exposure time to compensate for the
irregular duration of the periodization if you could find a 
relationship between the rate and duration that was strong enough.
   You would have to make the adjustments for the interval
censoring of course.
   -  Robert

Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Oliver Eger <oliver.eger@yahoo.de>
Date: Wednesday, May 26, 2010 8:14 am
Subject: st: discrete hazard modells: irregular time intervals
To: statalist@hsphsun2.harvard.edu


> Dear Stata users,
> 
> I ?am new to Stata and to the newsgroup. I would kindly ask for advice,
> concerning my work on survival analysis.
> 
> I collected company data. My data are interval censored and interval
> truncated. The intervals are of irregular period in calendar time. 
> 
> Are there any methods to deal with this irregularities or at least to
> estimate their influence on my survival regressions?
> 
> Best regards,
> Oliver
> 
> 
> ================================================
> Oliver Eger
> Lehrstuhl für VWL - Innovationsökonomik
> Universität Augsburg
> Universität Hohenheim
> Prof. Dr. Horst Hanusch - Prof. Dr. Andreas Pyka
> ================================================
> 
> 
>  
>  
> 
> 
> 
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