Hi, I'm (still) having problems getting out-of-sample predictions after
fitting a model using -streg-. I've attached a dump showing how no
cumulative predictions of survival and cox-snell are calculated when
using my validation data. (Notice how the number of missing observations
equal the total observations in the dataset.) If I need to direct this
problem elsewhere, please let me know where to turn to.
Thank you,
Steinar
. tab validering if time==1 & !outlier
validering | Freq. Percent Cum.
------------+-----------------------------------
0 | 19,097 66.67 66.67
1 | 9,546 33.33 100.00
------------+-----------------------------------
Total | 28,643 100.00
. stset time if !validering & !outlier, id(contract) failure(default)
id: contract
failure event: default != 0 & default < .
obs. time interval: (time[_n-1], time]
exit on or before: failure
if exp: !validering & !outlier
------------------------------------------------------------------------
----
573134 total obs.
216170 ignored at outset due to -if <exp>-
28308 obs. begin on or after (first) failure
------------------------------------------------------------------------
----
328656 obs. remaining, representing
19097 subjects
2020 failures in single failure-per-subject data
431774.1 total analysis time at risk, at risk from t = 0
earliest observed entry t = 0
last observed exit t = 63.01
. quietly streg x1-x7, d(lognorm) frailty(invgauss)
. predict s, surv
(option unconditional assumed)
(244478 missing values generated)
. predict h, haz
(option unconditional assumed)
(244478 missing values generated)
. predict cs, csurv
(option unconditional assumed)
(244478 missing values generated)
. predict ccsnell, ccsnell
(option unconditional assumed)
(554037 missing values generated)
. stset time if validering & !outlier, id(contract) failure(default)
id: contract
failure event: default != 0 & default < .
obs. time interval: (time[_n-1], time]
exit on or before: failure
if exp: validering & !outlier
------------------------------------------------------------------------
----
573134 total obs.
392461 ignored at outset due to -if <exp>-
13729 obs. begin on or after (first) failure
------------------------------------------------------------------------
----
166944 obs. remaining, representing
9546 subjects
1004 failures in single failure-per-subject data
217923.7 total analysis time at risk, at risk from t = 0
earliest observed entry t = 0
last observed exit t = 65
. predict sv, surv
(option unconditional assumed)
(406190 missing values generated)
. predict hv, haz
(option unconditional assumed)
(406190 missing values generated)
. predict csv, csurv
(option unconditional assumed)
(573134 missing values generated)
. predict ccsnellv, ccsnell
(option unconditional assumed)
(573134 missing values generated)
*
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