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Re: st: Interpreting streg, time dist(weibull) coefficients as a time metric


From   Steve Samuels <[email protected]>
To   [email protected]
Subject   Re: st: Interpreting streg, time dist(weibull) coefficients as a time metric
Date   Sat, 1 Mar 2014 15:31:26 -0500

A good start would be to read the Manual entry for -streg-, section on
"Weibull and Exponential Models":

"The AFT model is written as log(tj) = xj b* + zj where zj has an
extreme-value distribution scaled by 𝞂"

then note that 𝞂= 1/p in the Weibull output. Also zj does _not_ have
value mean zero. See:
http://www.math.uah.edu/stat/special/ExtremeValue.html


So 
cons* = 5.20779/1.635698
b1* = 2.226613/1.635698
b2* = -0.2897575/1.635698

Finally, figure out how to interpret coefficients when log t = a + b X +z

Hint: Subtract log(t|X) = a + b X from log(t|X +1)= a + b X + b; and
conclude that the percentage change in t associated with a one unit
change in X is 100 [exp(b)-1].



On Feb 28, 2014, at 12:27 PM, Yvon Pho <[email protected]> wrote:

Hello.

I am running an accelerated failure time model with a Weibull distribution
to estimate the time (in days) to my failure event. The Stata command is
streg x1 x2, time dist(weibull)

My coefficient for x1 is 2.226613, for x2 is -0.2897575, constant is
5.20779, and p is 1.635698.

Am I correct to say that the mean survival time (baseline) when x1
(continuous covariate) and x2 (binary covariate) are equal to 0 is 182.69
days (or exp(5.20779))? How do I interpret the coefficients for x1 and x2,
and convert them into a days metric?

Any help would be greatly appreciated.

Yvon
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