st: Estimating the probability of censoring

[Michael McCulloch <mm@pinest.org>]

Hello,
I'm seeking guidance on a series of commands I've written to estimate 
the probability of being censored. Might anyone be able to offer 
commentary as to whether I've done this correctly?  The resulting 
unadjusted probability of censoring ranges from 0-1, while the 
adjusted probability goes above 1.

sysuse cancer.dta, clear
gen id = _n				//  generate individual IDs
stset studytime, failure(died==0)		//  note that total 
person-time is 744
*estimate the unadjusted probability of censoring
sts gen cens = s
*estimate the adjusted probability of censoring
stcox drug age, nohr
predict coeff_cens, xb			// predicts linear 
coefficients of censoring
gen p_cens = exp(coeff_cens)		// adjusted probability of 
time-to-censoring
*lists the results
list id drug age died cens p_cens in 40/48, clean noobs

40	3	50	0	.58476475	.8601028
41	3	55	1	.58476475	.9429854
42	3	57	1	.51166915	.9783332
43	3	48	0	.51166915	.8290267
44	3	56	0	.34111277	.9604967
45	3	60	1	.34111277	1.033855
46	3	62	0	.22740851	1.072609
47	3	48	0	.11370426	.8290267
48	3	52	0	0	.8923438

--

Best wishes,
Michael McCulloch



Pine Street Foundation
124 Pine St., San Anselmo, CA 94960-2674
Tel:	(415) 407-1357
Fax:	(415) 485-1065
mcculloch@pinestreetfoundation.org
www.pinestreetfoundation.org
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