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Re: st: Question about Baseline Hazard in Parametric Hazard Models

From   Maarten buis <>
Subject   Re: st: Question about Baseline Hazard in Parametric Hazard Models
Date   Tue, 9 Nov 2010 08:29:32 +0000 (GMT)

--- On Nov 8, 2010, at 5:33 PM, Irwin T.S. Wang wrote:
> > I would like to specify/estimate a baseline hazard
> > function, which is not among the distribution provided
> > by Stata, e.g. exponential, Gompertz, in a Proportional
> > Hazard (PH) models. For example, I want to restrict the
> > shape of the the baseline hazard to a third degree
> > polynomial in time

--- On Tue, 9/11/10, Steven Samuels wrote:
> Two suggestions:  1) -stpm2- from SSC, which uses
> restricted cubic splines; and 2) -stcox-, followed by
> -stcurve-, which will smooth the Cox baseline hazard. I
> recommend against third degree polynomials, because they can
> curve up or down at the ends unpredictably and implausibly.

Another option you could investigate is a piecewise constant
model, see -ssc d stpiece-. 

I agree with Steven that such a polynomial would often impose 
too much unrealistic structure on your baseline hazard. The 
only reason I can imagine why you would want use the cubic 
polynomial baseline hazard would be when you want to reproduce 
an analysis made by someone else who used that baseline hazard
(typically to follow that with a "better" analysis to show
that they were wrong...). If that is what you want to do, then
below is an example of how to do that (I used -orthpoly- to 
avoid problems with colinearity):

*-------- begin example ---------
sysuse cancer, clear
stset studytime, failure(died)
orthpoly _t, gen(t*) degree(3)
streg t*, dist(exp)
*--------- end example ----------
(For more on examples I sent to the Statalist see: )

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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