Thanks Paul for your reply and your answer. I suggested that "not
concave" means sth. like this but I was not sure about it. So again,
thanks for your help.
Simon
-----Urspr�ngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von E. Paul
Wileyto
Gesendet: Freitag, 17. August 2007 13:23
An: [email protected]
Betreff: Re: st: survival analysis - iterations "not concave"
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
>
> *
> * For searches and help try:
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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
[email protected]
http://mail.med.upenn.edu/~epw/
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
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