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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 7 Jun 2011 22:56:59 +0200 |

Maarten, thank you very much for your answer. Can you suggest me a way to solve the problem that the proportionality assumption for cox model does not hold? Is there any other model I can choose from? I would be very grateful for your answer. Magda 2011/6/7 Maarten Buis <maartenlbuis@gmail.com>: > On Tue, Jun 7, 2011 at 1:34 AM, Magdalena Kapelko wrote: >> 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. > > Both the Weibull and the exponential also assume proportional hazards, > so that does not solve your problem. > >> 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. > > You take the values as is, so you do not take the absolute values. > >> 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? > > yes, see e.g.: <http://blog.stata.com/2011/02/16/positive-log-likelihood-values-happen/> > > 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/ > * * 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>

**References**:**st: parametric survival analysis - choosing the probability distribution***From:*Magdalena Kapelko <magdalena.kapelko@gmail.com>

**Re: st: parametric survival analysis - choosing the probability distribution***From:*Maarten Buis <maartenlbuis@gmail.com>

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