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st: Cox proportional hazard model and the number of parameters for AICc


From   Brigham Whitman <brighamj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Cox proportional hazard model and the number of parameters for AICc
Date   Mon, 5 Dec 2011 16:40:07 -0500

I am using the stcox command to perform a stratified Cox proportional
hazard model in Stata.  I want to use AICc to determine the best model
of a set of candidate models and I cannot figure out how to determine
the number of parameters ("K") to use for each model.  The models are
stratified by sex (male or female) and use 1, 2, or 3 variables.  I
don't know how to consider a dichotomous variable that the model is
being stratified by when determining "K" for the AICc calculation.  I
would appreciate any help on this subject.

I am using Stata/ MP 9.2 and there is an example below of one model
(which has 2 variables ("velo_log10" and "dst_to_cover_m")) and its
output.

Thank you,

Brigham Whitman
SUNY ESF




. stcox velo_log10 dst_to_cover_m, nohr robust strata(sex)

         failure _d:  event == 3
   analysis time _t:  (mydate-origin)
             origin:  time d(01Jan2006)
  enter on or after:  event==1
  exit on or before:  event==3 4
                 id:  id

Iteration 0:   log pseudolikelihood = -24.512423
Iteration 1:   log pseudolikelihood = -20.631007
Iteration 2:   log pseudolikelihood = -20.563058
Iteration 3:   log pseudolikelihood = -20.562172
Iteration 4:   log pseudolikelihood = -20.562171
Refining estimates:
Iteration 0:   log pseudolikelihood = -20.562171

Stratified Cox regr. -- no ties

No. of subjects      =           34                Number of obs   =      2304
No. of failures      =           13
Time at risk         =         2597
                                                   Wald chi2(2)    =      9.26
Log pseudolikelihood =   -20.562171                Prob > chi2     =    0.0097

                                    (Std. Err. adjusted for 34 clusters in id)
------------------------------------------------------------------------------
             |               Robust
          _t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
  velo_log10 |  -1.608069   .7634565    -2.11   0.035    -3.104417   -.1117222
dst_to_cov~m |  -.0123516   .0126958    -0.97   0.331     -.037235    .0125318
------------------------------------------------------------------------------
                                                             Stratified by sex
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