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

From   Steve Samuels <>
Subject   Re: st: Competing risks with time-varying covariates/episode-splitting
Date   Thu, 12 Aug 2010 12:26:35 -0400

The 2004 Statalist message was written by May Boggess of StataCorp,
not by Enzo Coviello. I suspect you confused it with:, which
gives the original reference for the data expansion technique.

The Statalist FAQ request that you show us what you typed and what
Stata did. Do this with a toy data set of a few ids ID, and one
time-dependent covariate. However I suspect that you have a
bookkeeping problem. Each line in the expanded data set should be
uniquely identified by (in May's terminology): type, id, and _t.
Rather than repair your code, I suggest that you prepare a separate
data set for each failure type, treating the other types as censored;
then append the data sets.

Note that the the effects of covariates estimated by the techniques in
the Boggess message might not predict effects on cause-specific
cumulative incidence curves. (See, the example of a treatment that
does _not_ affect the hazard of one failure type but affects the
cumulative incidence curve of that type in For
competing risks analysis, I recommend -stcompet- by Coviello,
available from -ssc- and -stcrreg- in Stata 11.


On 8/11/10, Bettina Heiss <> wrote:
> Dear group,
> I have used Enzo Coviello's helpful suggestions
> ( 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 (, 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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Steven Samuels
18 Cantine's Island
Saugerties NY 12477
Voice: 845-246-0774
Fax: 206-202-4783
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