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st: Competing risks with time-varying covariates/episode-splitting


From   Bettina Heiss <heiss@usc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Competing risks with time-varying covariates/episode-splitting
Date   Wed, 11 Aug 2010 16:52:19 +0200

Dear group,

I have used Enzo Coviello's helpful suggestions
(http://www.stata.com/statalist/archive/2004-05/msg00506.html) about
how to expand a dataset in order to estimate a competing-risks model
with two different outcomes. However, duplicating the entries
requires, as I found out experientially and by perusing Mario Cleves's
article (http://www.stata.com/support/faqs/stat/stmfail.html), that
the ID variable has to be left unspecified when it comes to stsetting
the data.
As my data are split into yearly episodes to accommodate a variety of
time-varying covariates, I depend on the ID variable to group the
spells by subject. Leaving it in, however, confuses Stata as it is
being confronted with duplicate rows for each subject.

It would be great if any of you had some suggestions on how it might
be possible to run a competing-risks model while episodes are split.

Your help is much appreciated!
B. Heiss
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