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Re: st: stratified Cox proportional hazards model and AIC


From   Brigham Whitman <brighamj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: stratified Cox proportional hazards model and AIC
Date   Tue, 1 Nov 2011 11:35:06 -0400

Yes, it does help.  I will not compare AICc values for stratified
models with those of non-stratified models.

Thank you,

Brigham Whitman



On Tue, Nov 1, 2011 at 3:45 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Tue, Nov 1, 2011 at 5:23 AM, Brigham Whitman wrote:
>> I am using the stcox command to perform a Cox proportional hazards
>> model, and using the log likelihood in the output, I am computing AICc
>> values to determine the best model.  If anybody has ever done this, I
>> am trying to find out if I can compare the AICc value for a model that
>> is stratified (in this case by sex) with the AICc value of a different
>> model that does not stratify by sex.  Can I do this?  Or do I need to
>> compare stratified models together as one suite of models, and
>> non-stratified models as a different suite of models?
>
> I don't think you can. The problem would be determining the difference
> in the number of parameters between the two models. The stratified
> model uses in your case two non-parametric estimates of the baseline
> hazard (one for women and one for men) and the non-stratified model
> constraints the baseline hazards to have the same general shape and
> allows them to differ by one fixed proportion.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
>
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