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st: RE: Predicting survival at a specific time following generalized gamma regression

From   "Feiveson, Alan H. (JSC-SK311)" <>
To   "" <>
Subject   st: RE: Predicting survival at a specific time following generalized gamma regression
Date   Wed, 11 Jul 2012 08:32:34 -0500

Thomas - If you look up the expression for the survival function S(t) for the generalized gamma (in the manual under -streg-) you can see that S(t) is a complicated function of "Xb" - the (linear predictor) for a particular value of time, the covariates, and the ancillary parameters kappa and sigma. You can use -nlcom- or -nlpredict- to get confidence limits for this function. Better, because S(t) is bounded between 0 and 1, you can get confidence limits for logit(S(t)) or probit(S(t)), which covers all values, then transform back to guarantee that your limits will lie between 0 and 1.

I know this is messy. Perhaps there are more direct ways of doing this. We need something like -margins- to work for predicting survival after running -streg-.

Al Feiveson

-----Original Message-----
From: [] On Behalf Of Thomas Inns
Sent: Wednesday, July 11, 2012 6:25 AM
Subject: st: Predicting survival at a specific time following generalized gamma regression


If someone could kindly take the time to help me I'd be very appreciative. I'm try to predict the probability of survival at one year following infection.
I'm using a parametric survival model with a generalized gamma distribution and an accelerated failure-time metric (streg, distribution(gamma) time).

I have used the streg postestimation command "predict, surv", but I can't work out how to put a confidence interval around my predicted survival probability at one year following infection. Is this possible? And if so, do you know how I might do this?

Below is my code, inspired by Bobby Gutierrez's post at

Thomas Inns

*************CODE BEGINS*************
streg i.ribolog i.gender i.agetri i.year i.ftbin##i.trustapp, d(gamma) time

****predict conditional survivor function (probability of survival past time t)
****(time t = 1 year)
*prediction at t = 365.25
gen tt = 365.25

*keep old _t
gen t_old = _t

*put in _t you want to use for prediction
replace _t = tt

*predict surival past time _t (one year)
predict t_surv, surv

label var t_surv "gamma prediction"

*summarise these predictions
summ t_surv, detail
**************CODE ENDS**************

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