Note: This FAQ is for users of releases prior to Stata 6. It is not
relevant for more recent versions.
Why does Weibull with entry and exit times produce different results from
Weibull with duration?
Entry and exit times in Weibull models
William Gould, StataCorp
A subscriber to Statalist asked about fitting a
Weibull model using weibull and stweib. He got different
results and attributed that to use of the two different commands. In fact,
the difference was because Weibull has an absolute concept of 0 and because
he was estimating different Weibull models.
The subscriber had two measures of time-to-failure:
- duration (variable dura), and
- entry and exit times (variables entry and exit).
What the subscriber observed was that
. weibull dura x1 x2, dead(censor) (1)
. weibull exit x1 x2, dead(censor) t0(entry) (2)
produced different results. He would have obtained the same individual
answers and the same difference had he
. stset dura, failure(censor) (1')
. stweib x1 x2
. stset exit, failure(censor) t0(entry) (2')
. stweib x1 x2
What he in fact ran was (1) and (2') and that is what confused him. The
difference has nothing to do with weibull vs. stweib; it has
to do with the model itself.
The Weibull hazard function is not constant with time. That means that, for
a given set of Weibull coefficients
p_1 = Pr(surviving from 0 to dura) *IS NOT EQUAL*
p_2 = Pr(surviving from entry to entry+dura)
The hazard might be increasing (in which case p_2<p_1) or decreasing (in
which case p_2>p_1).