Re: st: survival analysis - iterations "not concave"

["E. Paul Wileyto" <epw@mail.med.upenn.edu>]

Maximizing likelihood is like climbing a hill to the top. "Not concave" 
simply means that when Stata calculates the numerical derivatives around 
the current point, it might appear to be in a valley or a saddle, with 
no clear direction to the top.

P

Simon Oertel wrote:

> Dear Stata list members,
>  
> I am using parametric models for a survival analysis. To figure out
> which model fits my data best, I used the common procedures (theoretical
> implications, graphical plot of the cumulative hazard-rate against the
> cox-snell residuals, AIC values). For calculating the AIC values of the
> different (standard) models (exponential, weibull, gompertz,
> log-logistic, log-normal, gamma) I first used the "streg" command and
> fit each of them to my data. Finally, I found the model that will fit my
> data best (weibull) - but while running the iteration-processes for the
> log-logistic, log-normal and gamma model, STATA tells me for the first
> (and for the log-logistic also for the second) iteration that it is "not
> concave". 
>  
> Also if I will not use a log-logistic, log-normal or gamma model for my
> data, I am really interested in figuring out what this message
> implicates. I suggested that it is not a big problem, as long as the
> following iterations (especially the last one) will be concave. I think
> that the message "not concave" only tells me that during the iteration
> process STATA found a local maximum (what depending on the local maximum
> could still be a problem)- but again I am not sure about that. 
>  
> I appreciate any answer and help.
>  
> Thanks
> Simon
>
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>   
--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA  19104-3309

215-746-7147
Fax: 215-746-7140
epw@mail.med.upenn.edu
http://mail.med.upenn.edu/~epw/ 
*
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