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st: streg & stcox with time varying covariables


From   "[email protected]" <[email protected]>
To   [email protected]
Subject   st: streg & stcox with time varying covariables
Date   Thu, 15 Dec 2005 17:18:13 +0100

Hello Statalist-user,

I need to estimate semiparametric as well as parametric models
with time varying covariables in streg and stcox.
I have left-truncated data with multiple records. For my stset command I
made
sure, that the delayed entry is taken into account.
stset month, id(id) fail(du_churn_m) origin(time origin) enter
(month==507)

Estimating the models, I am getting a log pseudo-likelihood for the
Cox-Model
that is negative (-111.533,11) for the Cox-Model.
Indeed for the Exponential and Weibull model the log-pseudo-likelihoods
are positive (+4.766,1459 and 5.043,0699).
I don't know if this is reasonable or there is a problem in the
estimation.
I would really appreciate any assistance with this issue.
Sincerely,

Anouscheh Vahedi





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