st: stkerhaz.ado: baseline hazard estimates and plots via kernel method

[Enzo Coviello <Enzo.Coviello@tin.it>]

Dear Stata Users,

Thanks to Kit Baum, there is now available on SSC a new ado stkerhaz aimed 
at estimating
baseline hazard via a kernel method.
To describe and install the package, type -ssc describe stkerhaz- from 
Web-aware Stata.

The kernel-smoothed hazard estimated by ^stkerhaz^ uses the method 
described by  Breslow and
Day (1986, pp 178-229) first introduced by Ramlau-Hansen.
This estimate is simply a weighted average of the increments in cumulative 
baseline hazard,
where weights are a kernel function of ((t_target - t_obs) / bandwidth) 
defined in the interval [-1,+1],
but in gaussian kernel. t_target are time points at which baseline hazard 
is estimated and t_obs
are times at which increment of cumulative baseline hazard is actually 
observed.

^stcox^ or ^sts gen^ can create new variable containing cumulative baseline 
hazard unadjusted
or adjusted for covariates or estimated in separate groups. This command is 
aimed at easily
deriving from this stored result an estimate of the baseline hazard.

There are other stata commands for kernel smoothing, but (to my knowledge)
they do not allow an estimate of the baseline hazard using a baseline 
cumulative
hazard previously saved. So I believe that this new ado could be useful for 
stata users
engaged in cohort or survival studies.

I will be grateful for any check or comment, possibly to my private e.mail 
address.

Enzo



////////////////
Enzo Coviello
Unit� di Epidemiologia e Statistica  USL BA/1
via Fornaci 201 - 70031 ANDRIA (Ba)
Italy
tel  +39 0883 299748
fax +39 0883 299417
tel (home) +39 0883 695055

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