Stata 15 help for stintreg postestimation

[ST] stintreg postestimation -- Postestimation tools for stintreg

Postestimation commands

The following postestimation commands are of special interest after stintreg:

Command Description ------------------------------------------------------------------------- estat gofplot produce goodness-of-fit plot stcurve plot the survivor, hazard, and cumulative hazard functions -------------------------------------------------------------------------

The following standard postestimation commands are also available:

Command Description ------------------------------------------------------------------------- contrast contrasts and ANOVA-style joint tests of estimates estat ic Akaike's and Schwarz's Bayesian information criteria (AIC and BIC) estat summarize summary statistics for the estimation sample estat vce variance-covariance matrix of the estimators (VCE) estat (svy) postestimation statistics for survey data estimates cataloging estimation results * hausman Hausman's specification test lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients * lrtest likelihood-ratio test margins marginal means, predictive margins, marginal effects, and average marginal effects marginsplot graph the results from margins (profile plots, interaction plots, etc.) nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients predict predictions, residuals, influence statistics, and other diagnostic measures predictnl point estimates, standard errors, testing, and inference for generalized predictions pwcompare pairwise comparisons of estimates suest seemingly unrelated estimation test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * hausman and lrtest are not appropriate with svy estimation results.

Syntax for predict

predict [type] newvar [if] [in] [, statistic options]

predict [type] newvar_l newvar_u [if] [in] , statistic2 [options]

predict [type] {stub*|newvarlist} [if] [in], scores

statistic Description ------------------------------------------------------------------------- Main median time median survival time; the default median lntime median ln(survival time) mean time mean survival time mean lntime mean ln(survival time) hr hazard ratio, also known as the relative hazard xb linear prediction stdp standard error of the linear prediction; SE(xb) * mgale martingale-like residuals -------------------------------------------------------------------------

statistic2 Description ------------------------------------------------------------------------- Main hazard hazard for interval endpoints ltime and rtime surv survivor probability for interval endpoints ltime and rtime * csnell Cox-Snell residuals for interval endpoints ltime and rtime -------------------------------------------------------------------------

options Description ------------------------------------------------------------------------- Main nooffset ignore the offset() variable specified in stintreg oos make statistic and statistic2 available in and out of sample -------------------------------------------------------------------------

Unstarred statistics are available both in and out of sample; type predict ... if e(sample) ... if wanted only for the estimation sample. Starred statistics are calculated for the estimation sample by default, but the oos option makes them available both in and out of sample. The predicted hazard ratio, option hr, is available only for the exponential, Weibull, and Gompertz models. The mean time and mean lntime options are not available for the Gompertz model. csnell and mgale are not allowed with svy estimation results.

Menu for predict

Statistics > Postestimation

Description for predict

predict creates a new variable containing predictions such as median and mean survival times, hazards, hazard ratios, linear predictions, standard errors, probabilities, Cox-Snell and martingale-like residuals.

Options for predict

+------+ ----+ Main +-------------------------------------------------------------

median time calculates the predicted median survival time in analysis-time units. When no options are specified with predict, the predicted median survival time is calculated for all models.

median lntime calculates the natural logarithm of what median time produces.

mean time calculates the predicted mean survival time in analysis-time units. This option is not available for Gompertz regression.

mean lntime predicts the mean of the natural logarithm of time. This option is not available for Gompertz regression.

hazard calculates the predicted hazard for both the lower endpoint ltime and the upper endpoint rtime of the time interval.

hr calculates the hazard ratio. This option is valid only for models having a proportional-hazards parameterization.

xb calculates the linear prediction from the fitted model. That is, you fit the model by estimating a set of parameters b0, b1, b2, ..., bk, and the linear prediction is y = xb.

The x used in the calculation is obtained from the data currently in memory and need not correspond to the data on the independent variables used in estimating b.

stdp calculates the standard error of the prediction, that is, the standard error of y.

surv calculates each observation's predicted survivor probabilities for both the lower endpoint ltime and the upper endpoint rtime of the time interval.

csnell calculates the Cox-Snell residuals for both the lower endpoint ltime and the upper endpoint rtime of the time interval.

mgale calculates interval-censored martingale-like residuals, which are an interval-censored version of martingale-like residuals for right-censored data.

nooffset is relevant only if you specified offset(varname) with stintreg. It modifies the calculations made by predict so that they ignore the offset variable; the linear prediction is treated as xb rather than xb + offset.

oos makes csnell and mgale available both in and out of sample. oos also dictates that summations and other accumulations take place over the sample as defined by if and in. By default, the summations are taken over the estimation sample, with if and in merely determining which values of newvar, newvar_l, and newvar_u are to be filled in once the calculation is finished.

scores calculates equation-level score variables. The number of score variables created depends upon the chosen distribution.

The first new variable will always contain the partial derivative of the log likelihood with respect to the linear prediction (regression equation) from the fitted model.

The subsequent new variables will contain the partial derivative of the log likelihood with respect to the ancillary parameters.

Syntax for margins

margins [marginlist] [, options]

margins [marginlist] , predict(statistic ...) [predict(statistic ...) ...] [options]

statistic Description ------------------------------------------------------------------------- median time median survival time; the default median lntime median ln(survival time) mean time mean survival time mean lntime mean ln(survival time) hr hazard ratio, also known as the relative hazard xb linear prediction stdp not allowed with margins hazard not allowed with margins surv not allowed with margins csnell not allowed with margins mgale not allowed with margins -------------------------------------------------------------------------

Hazard estimation is not allowed because it produces interval estimates.

Statistics not allowed with margins are functions of stochastic quantities other than e(b).

For the full syntax, see [R] margins.

Menu for margins

Statistics > Postestimation

Description for margins

margins estimates margins of response for median and mean survival times, hazard ratios, and linear predictions.

Syntax for estat gofplot

estat gofplot [, options]

options Description ------------------------------------------------------------------------- outfile(filename[, replace]) save values used to plot the goodness-of-fit graph

Plot connect_options affect rendition of plotted cumulative hazard function

Reference line rlopts(cline_options) affect rendition of the reference line

Add plots addplot(plot) add other plots to the generated graph

Y axis, X axis, Titles, Legend, Overall twoway_options any options other than by() documented in [G-3] twoway_options -------------------------------------------------------------------------

Menu for estat

Statistics > Postestimation

Description for estat gofplot

estat gofplot plots the Cox-Snell residuals versus the estimated cumulative hazard function corresponding to these residuals to assess the goodness of fit of the model visually.

Options for estat gofplot

outfile(filename[, replace]) saves in filename.dta the values used to plot the goodness-of-fit graph.

+------+ ----+ Plot +-------------------------------------------------------------

connect_options affect the rendition of the plotted cumulative hazard function; see [G-3] connect_options.

+----------------+ ----+ Reference line +---------------------------------------------------

rlopts(cline_options) affects the rendition of the reference line; see [G-3] cline_options.

+-----------+ ----+ Add plots +--------------------------------------------------------

addplot(plot) provides a way to add other plots to the generated graph; see [G-3] addplot_option.

+-----------------------------------------+ ----+ Y axis, X axis, Titles, Legend, Overall +--------------------------

twoway_options are any of the options documented in [G-3] twoway_options, excluding by(). These include options for titling the graph (see [G-3] title_options) and for saving the graph to disk (see [G-3] saving_option).

Examples

Setup . webuse cosmesis

Fit Weibull survival model . stintreg i.treat, distribution(weibull) interval(ltime rtime)

Predict median survival time . predict time, time

Predict log-median survival time . predict lntime, lntime

Predict adjusted Cox-Snell residuals . predict double cs, csnell adjusted

Predict martingale-like residuals . predict double mg, mgale

Graphically test goodness of fit of the model . estat gofplot


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