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


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Issue with hazard function generated by sts graph
Date   Tue, 6 Mar 2012 12:10:30 -0500

There's nothing strange here. You have a noisy graph, and you've focused only on a small part of it.  Remove the tmax(20) option to see the entire plot.  Set seed for reproducibility. The diagnostic for an exponential function with hazard = 1/5 is a cumulative hazard function in the form of a straight line, with a slope of 1/5. That's what you will see if you:

********************
sts graph, cumhaz
********************


Steve

On Mar 5, 2012, at 11:30 PM, Masashi Miyairi wrote:

Hi everyone,

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. In theory, this shouldn't be the case because exponential random variables have constant hazards, so the graph shouldn't have a increasing pattern. I am wondering if this issue has been documented, or I am missing something using this command. The following is the code that generates my puzzle.

set obs 5000
* Generate exponential random variables
gen dur = -5*log( uniform() )
* Plot the hazard rates
stset dur
sts graph, hazard tmax(20)

Thank you,
Masashi Miyairi
Department of Economics
University of Western Ontario




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