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Re: st: Issue with hazard function generated by sts graph


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Issue with hazard function generated by sts graph
Date   Tue, 6 Mar 2012 08:56:45 +0100

On Tue, Mar 6, 2012 at 5:30 AM, Masashi Miyairi wrote:
> I see something strange when plotting hazard rates by "sts graph, hazard".
> For example,  when I apply the command to a set of simulated exponential
> random variables, I get a graph that has a upward sloping part in the very
> beginning.

Estimates of hazards tend to be very unstable beasts, so you almost
always want to look at some smooth of these hazards, which is what
-sts graph, hazard- does. But a smooth can easily have the kind of
artifacts you report near the ends of the data range. Estimates of the
cumulative hazard function or survival function tend to be much more
stable.

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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