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| From | Bettina Heiss <heiss@usc.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Competing risks with time-varying covariates/episode-splitting |
| Date | Wed, 11 Aug 2010 16:52:19 +0200 |
Dear group, I have used Enzo Coviello's helpful suggestions (http://www.stata.com/statalist/archive/2004-05/msg00506.html) about how to expand a dataset in order to estimate a competing-risks model with two different outcomes. However, duplicating the entries requires, as I found out experientially and by perusing Mario Cleves's article (http://www.stata.com/support/faqs/stat/stmfail.html), that the ID variable has to be left unspecified when it comes to stsetting the data. As my data are split into yearly episodes to accommodate a variety of time-varying covariates, I depend on the ID variable to group the spells by subject. Leaving it in, however, confuses Stata as it is being confronted with duplicate rows for each subject. It would be great if any of you had some suggestions on how it might be possible to run a competing-risks model while episodes are split. Your help is much appreciated! B. Heiss * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/