At 04:48 AM 7/15/2002 -0700, you wrote:
Dear All,
Is there anyone here who use both Stata and TDA? I did a simple
log-logistic hazard model in both packages, and I had two questions:
1) The two packages give the same point estimatation with opposite
direction (e.g. 3.13 in Stata but -3.13 in TDA), anyone can tell me why?
In stata, the log-logistic is implemented as an accelerated failure time
model, while in TDA it is a hazard rate model; hence the opposite signs
2) The log-likelihood reported by these two packages are dramatically
different, although I was using the same model on the same data set
(for example, Stata gave me 1350.692 but TDA gave me -15803.2146). Am I
missing anything here?
Stata adjusts the log-likelihood by adding sum(log(t)) for uncensored
observations (see vol 3 of the reference manuals, p. 373), "to make
reported values match those of other statistical packages" -- but obviously
not TDA! This is just a constant, so doesn't make any different to
estimation etc.
//Jesper
If anyone is willing to help me, I can provide further details. Thanks!
Shige Song
Department of Sociology, UCLA
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Jesper B. Sorensen
Associate Professor of Strategic Management
Sloan School of Management
Massachusetts Institute of Technology
E52-581
Cambridge, MA 02142
http://web.mit.edu/sorensen/www/
(617) 253 7945 -- voice
(617) 253 2660 -- fax
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
