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From |
Wei-Kang Shih <wkshih@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 9 Nov 2010 07:46:41 -0500 |

Marrten and Steven, Thank you both for your suggestions. And yes, the reason I want to impose a third polynomial baseline hazard is to reproduce some work done by others. I will try both your suggestion to see what I can get. Thanks so much again. TS On Tue, Nov 9, 2010 at 3:29 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- 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: > http://www.maartenbuis.nl/example_faq ) > > Hope this helps, > Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > -------------------------- > > > > > * > * 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/ > * * 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/

**Follow-Ups**:**RE: st: Question about Baseline Hazard in Parametric Hazard Models***From:*"Lambert, Paul C. (Dr.)" <pl4@leicester.ac.uk>

**References**:**Re: st: Question about Baseline Hazard in Parametric Hazard Models***From:*Steven Samuels <sjsamuels@gmail.com>

**Re: st: Question about Baseline Hazard in Parametric Hazard Models***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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