Hi, I posted this question yesterday and after some work I realized that
Stata does not report the LR test when I am using pweights. I have done all
my estimations using these weights so I set the weights from the beginning
in the stset command. But it seems that not all the streg commands work
when using the weights (see for example a related question and answers on
pweights and stcurve that I posted yesterday: "stcurve does not allow
pweights?").
So, how can I estimate the LR test after using the weights? And an
alternative to the stcurve command? Any suggestions on what should I do?
Thanks,
M�nica L.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Monica L. Parra
Torrado
Sent: Sunday, December 05, 2004 12:14 AM
To: [email protected]
Subject: st: streg: why Stata doesn't report LR test if I am NOT using
nolrtest
Dear Statalist Members,
I am estimating streg models and I am puzzled with the fact that when
requesting the frailty model Stata is not reporting the LR test of
theta. (at the end of the line) Any one has an idea of what could be wrong?
The code I�m using is:
. streg aid head female mature estrato yearseduc married hkids6 ,
dist(weibull) nolog nohr frailty(gamma)
failure _d: censored
analysis time _t: spell
weight: [pweight=fex]
Weibull regression -- log relative-hazard form
Gamma frailty
No. of subjects = 2295080 Number of obs = 12575
No. of failures = 2223349
Time at risk = 32632828
Wald chi2(8) =
179.30
Log pseudo-likelihood = -3832420.2 Prob > chi2 = 0.0000
----------------------------------------------------------------------------
--
| Robust
_t | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
aid | -.1866559 .1194168 -1.56 0.118 -.4207086 .0473967
head | .1962927 .0681644 2.88 0.004 .062693 .3298924
female | -.5252398 .0650417 -8.08 0.000 -.6527192
-.3977604
mature | -.6090215 .0710077 -8.58 0.000 -.748194
-.4698491
estrato | -.0574289 .0336078 -1.71 0.087 -.123299 .0084412
yearseduc | .0003043 .007951 0.04 0.969 -.0152794 .0158879
married | -.1543224 .0653988 -2.36 0.018 -.2825018
-.0261431
hkids6 | .0050739 .0307985 0.16 0.869 -.0552901 .0654378
_cons | -1.966727 .118218 -16.64 0.000 -2.19843
-1.735024
-------------+--------------------------------------------------------------
--
/ln_p | .4512306 .0325004 13.88 0.000 .3875309 .5149303
/ln_the | .4263246 .0761754 5.60 0.000 .2770237 .5756256
-------------+--------------------------------------------------------------
--
p | 1.570243 .0510336 1.473338 1.673522
1/p | .636844 .0206977 .5975422 .6787307
theta | 1.531618 .1166715 1.319198 1.778243
----------------------------------------------------------------------------
--
.
Thanks a lot!
Monica L.
*
* 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/
*
* 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/
