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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Simulating failure times using discrete-time event history analysis |

Date |
Thu, 8 Jul 2010 00:38:23 -0700 (PDT) |

--- On Wed, 7/7/10, Wallace, Geoffrey P wrote: > I am conducting an event history analysis using > discrete-time data looking at the decision to ratify a > number of international human rights treaties. The unit of > analysis is the country-year. The main specification for the > models is as follows, which uses cubic splines and a count > variable to capture duration dependence. > > . logit treatyvar indepvars timecount spline1 spline2 > spline3, vce(cluster country) > > To explore substantive effects I've used the Clarify ado > package to estimate the predicted probability of failure > (ratify the treaty) based on different values for the > explanatory variables. > > Rather than just the probability of failure, what I want to > do is estimate the probable length of time it would take to > fail based on setting different values for the explanatory > variables, measured by the number of years, though still > allowing for a fraction of a year (e.g. 2.5 years). I think > it makes most sense to specify the length of time until > failure as occurring once Probability(failure) is greater > than 0.5, but I'm having trouble figuring out how to do this > in Stata. If you fix the values of your covariates at a given value, you can for each year predict the probabilities that a treaty is rattified in that year given that it is not rattified before that. Say we have three years and we call those conditional probabilities pr1 pr2 pr3, then the probability that it takes one year to ratify is pr1, for two years it is (1-pr1)*p2, for three years it is (1-pr1)*(1-pr2)*pr3. So the average number of years it takes to rattify is: pr1*1 + (1-pr1)*pr2*2 + (1-pr1)*(1-pr2)*pr3*3 If I were to do that with -logit- I would estimate my model, create a new dataset that contains one "country" that is observed for all years and has the characteristics at which I want to fix those. I would than use -predict- to get the conditional probabilities. After that I would manipulate those according to the formula above. It is possible to automate that but that is not worth the effort if you are only going to do that once or twice. Alternatively, you could use -seqlogit- for that (see: -ssc d seqlogit-). You would need to be a bit careful, as you are than modeling the probability of _not_ ratifying at each year, but it has a predict function that will allow you to predict the average number of years directly. Notice that in order to compute this average all countries need to have ratified the treaty at the moment you stopped measuring (i.e. no right censoring), otherwise the number of years represented by the final category is not 3 but some unknown number of years larger than 3. The median is identified when you have right censoring, you have the probabilities for each year the running sum is the cumulative distribution, the year where that running sum passes 50% is the median. -seqlogit- does not have a prediction function for that. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**References**:**st: Simulating failure times using discrete-time event history analysis***From:*"Wallace, Geoffrey P" <geoffrey.wallace@uky.edu>

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