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Re: st: stcox discrete versus continuous


From   [email protected]
To   [email protected]
Subject   Re: st: stcox discrete versus continuous
Date   Thu, 16 Oct 2003 09:38:54 CEST

Doug Thomas wrote:

>Sujet: st: stcox discrete versus continuous
>Date: Wed, 15 Oct 2003 10:58:05 -0600
>De: "Douglas Thomas" <[email protected]>
>A: <[email protected]>
>
>I have a question about stcox with multiple records. I have a dataset with variables 
that are measured every year for 10 years on an an annual basis (e.g., sales for each 
year). I then have my failure measured on a daily basis. In other words, the failure can 
occur anytime during the year and I know the specific date of the failure. Is it 
inappropriate to use stcox, a continuous hazard model? Should I be using a discrete 
model instead? Any suggestions? A reviewer on the paper indicated the following: 
>
>I have several reservations regarding the empirical analyses and interpretation of 
the results. Foremost, it appears that your research design confounds discrete time 
and continuous time event-history analyses. Cox's partial likelihood method is a 
continuous time method. Therefore, creating and pooling discrete 1-year event 
windows (which would be consistent with a discrete time analysis) appears not to be 
appropriate. 
>
>
>
>Thanks,
>
>Doug Thomas


I'm a beginner in survival analysis, so my answer is likely to be shaky, but I give it 
nevertheless.

The difference between discrete and continuous time specifications is that in the 
latter events are not constrained to happen in predefined periods. However, the way I 
understand the distinction is that it applies to the underlying process generating the 
events more than to the characteristics of the observed events. If this is true, you can 
use a continuous time specification to analyse observations that are in fact discrete. 
The advantage is that, if you are interested in duration dependence, a continous time 
specification takes this into account while a discrete time doesn't.

However, the reviewer seems to suggest that you should take days as units of 
analysis rather than years, in which case a continuous time specification would no 
doubt be appropriate.

fabrizio


----------
Fabrizio Gilardi
Institut d'Etudes Politiques et Internationales
Universit´┐Ż de Lausanne -- BFSH2
1015 Lausanne (Switzerland)

Bureau 5123
Phone +41 21 692 31 48
[email protected]
http://wwwpeople.unil.ch/fabrizio.gilardi/


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