Hi, listers
I'm trying to perform an lrtest on survival time data. Thus I need to
create a restricted model, which I would do using the -constraint-
command and adding the parameter constraints(#) to the -streg- commmand.
However, this does not seem to work very well and stata still calculates
the kappa-parameter. Please see attached printout.
I tried doing a workaround by specifying anc(kappa1) where kappa1 is a
variable containing only 1's, but computing that regression has my
computer running on it's third day and still going strong. Is there a
way to predict approximately how much time it will take computing a
regression? I mean - more than two days computational time deserves some
kind of warning :)
Anyway - here's my printout, hope you can give me some advice.
Cheers,
Steinar Fossedal
. stset time, failure(default) id(kontrakt)
id: kontrakt
failure event: default != 0 & default < .
obs. time interval: (time[_n-1], time]
exit on or before: failure
------------------------------------------------------------------------
----
638684 total obs.
52310 obs. begin on or after (first) failure
------------------------------------------------------------------------
----
586374 obs. remaining, representing
31746 subjects
13582 failures in single failure-per-subject data
570537.2 total analysis time at risk, at risk from t = 0
earliest observed entry t = 0
last observed exit t = 68
. constraint 1 [kappa]_cons=0
. streg ,d(gamma) nolog time constraints(1)
failure _d: default
analysis time _t: time
id: kontrakt
Gamma regression -- accelerated failure-time form
No. of subjects = 31746 Number of obs =
586374
No. of failures = 13582
Time at risk = 570537.2198
Wald chi2(0) =
.
Log likelihood = -27747.888 Prob > chi2 =
.
------------------------------------------------------------------------
----
_t | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------
----
_cons | 3.534992 .0086277 409.73 0.000 3.518082
3.551902
-------------+----------------------------------------------------------
----
/ln_sig | -.3399564 .0129331 -26.29 0.000 -.3653049
-.3146079
/kappa | .8868395 .0246913 35.92 0.000 .8384454
.9352337
-------------+----------------------------------------------------------
----
sigma | .7118014 .0092058 .693985
.7300751
------------------------------------------------------------------------
----
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