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st: competing risks model with time varying covariates


From   "Raji Srinivasan {srinivasanr}" <[email protected]>
To   <[email protected]>
Subject   st: competing risks model with time varying covariates
Date   Fri, 15 Oct 2004 09:21:53 -0500

Hello all, 
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I need to estimate competing risks (2 end states) accelerated failure time models with time varying variables in streg with the cluster option.
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I am using the data expansion technique of Lunn and McNeil (1995) to estimate the models for the 2 end-states.
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I am getting a log pseudo-likelihood that is positive for the hazard model for one of the states, and negative for the other state?
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I don't know if this is reasonable or there is a problem in the estimation. 
I guess one of the things I am wondering is whether the data expansion technique can be extended to accelerated failure time models. 
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I would appreciate any help that you can give me.
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Many thanks!
�
Raji Srinivasan

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