Dear Stata Users,
I am using stata routines to do survival analysis. I am interested estimate expected and
median survival time.
By following Professor Stephen P. Jenkins notes and codes and using duration data I
got the following results.
* Weibull model, PH, coeffients
streg drug age, dist(weibull) nolog nohr
predict xb, xb
su xb
di "WEIBULL MODEL"
* median duration for each person in sample
ge mediand = (ln(2)*exp(-xb))^(1/e(aux_p))
* expected (mean) duration for each person in sample
ge meand = exp(-xb/e(aux_p))*exp(lngamma(1+1/e(aux_p)))
Variable | Obs Mean
Std. Dev. Min Max
-------------+--------------------------------------------------------
_d | 22
.8181818 .394771 0 1
_t0 | 22
0 0 0
0
_t | 22
12.77273 8.123639 1 32
mediand | 22 13.0186 3.276344
8.531759 19.7746
meand | 22 14.97909 3.769734
9.816569 22.75249
This makes sense to me because median and mean duration min and max values are
within the range of actual max value.
But when I am usually exactly these codes on my data I am getting some values which
are quite extreme. Am I making some mistake?
Here is the command I am using and results I am getting.
streg variable list.........., dist(weibull) nolog nohr
predict xb, xb
di "WEIBULL MODEL"
* median duration for each person in sample
ge mediand = (ln(2)*exp(-xb))^(1/e(aux_p))
* expected (mean) duration for each person in sample
ge meand = exp(-xb/e(aux_p))*exp(lngamma(1+1/e(aux_p)))
Variable | Obs
Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
_d | 269512 .0049831
.070415 0 1
_t0 | 269512 10.33649
6.762769 0 28.32854
_t | 269512 10.41994
6.762693 .0629706 28.41342
mediand | 269512 40.65339 63.9578
.142106 1261.704
meand | 269512 69.90463 109.9772
.2443553 2169.535
Yaseen Ghulam
Senior Lecturer in Banking and Finance
Department of Economics
Portsmouth Business School
University of Portsmouth, Richmond Building
Portland Street, Portsmouth
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