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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 11 Jul 2012 10:57:25 -0400 |

Al's advice to transform S(t) is excellent. My previous example produced confidence limits outside of [0,1] Here's a rewrite e with the complementary log-log transformation. c(t) = log(-log(S(t)). Steve sjsamuels@gmail.com ***************************************** webuse drugtr, clear streg drug age, dist(gamma) time coeflegend gen old_t = _t replace _t = 20 predict t_surv, surv local myt = 20 #delim ; predictnl c_`myt' = cloglog(gammap( _b[kappa:_cons]^(-2), (_b[kappa:_cons]^(-2))*exp(_b[kappa:_cons]* (log(`myt')-xb())/exp(_b[ln_sig:_cons])))), se(se_`myt') ci(lowc_`myt' uppc_`myt'); #delim cr gen surv_`myt' = 1- invcloglog(c_`myt') gen s_low_`myt' =1- invcloglog(uppc_`myt') gen s_upp_`myt' =1 -invcloglog(lowc_`myt') sum t_surv surv_* s_low* s_upp* list t_surv surv_* s_low* s_upp* in 1/2 ************************************* On Jul 11, 2012, at 9:32 AM, Feiveson, Alan H. (JSC-SK311) wrote: 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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Thomas Inns Sent: Wednesday, July 11, 2012 6:25 AM To: statalist@hsphsun2.harvard.edu Subject: st: Predicting survival at a specific time following generalized gamma regression Hello, 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 http://www.stata.com/statalist/archive/2010-12/msg00647.html. Thanks, 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************** ************************************************************************** The information contained in the EMail and any attachments is confidential and intended solely and for the attention and use of the named addressee(s). It may not be disclosed to any other person without the express authority of the HPA, or the intended recipient, or both. If you are not the intended recipient, you must not disclose, copy, distribute or retain this message or any part of it. This footnote also confirms that this EMail has been swept for computer viruses by Symantec.Cloud, but please re-sweep any attachments before opening or saving. HTTP://www.HPA.org.uk ************************************************************************** * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Predicting survival at a specific time following generalized gamma regression***From:*Thomas Inns <Thomas.Inns@hpa.org.uk>

**st: RE: Predicting survival at a specific time following generalized gamma regression***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

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