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From |
Magdalena Kapelko <magdalena.kapelko@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: parametric survival analysis - choosing the probability distribution |

Date |
Tue, 7 Jun 2011 01:34:21 +0200 |

Hi, I am trying to run survival analysis is STATA, analyzing the impact of some variables on the probability of firm failure. Because the proportionality assumption for cox model does not hold, I run a parametric regression model instead. I want to choose between Weibull and exponential distributions. Some literature says: compare AIC of different models and choose a model with the lowest AIC. But the problem is that: - for Weibull I obtain very large negative AIC (aprox. - 20000) - for exponential I obtain positive AIC (aprox. 1000). when choosing the model, shall I look at absolute values of AIC and in this way choose exponential, or shall I choose in general a model with the smallest AIC that is Weibull. Is it possible that for the model with the same independent variables, the assumption of one distribution can give a negative AIC and the other a positive AIC? Thanks. Magda * * 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**:**Re: st: parametric survival analysis - choosing the probability distribution***From:*Maarten Buis <maartenlbuis@gmail.com>

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