Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Lambert, Paul C. (Dr.)" <pl4@leicester.ac.uk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Tue, 9 Nov 2010 14:21:04 +0000 |

* I think Maarten needs to add an -stsplit- to his code before generating the polynomals, i.e. sysuse cancer, clear gen id = _n stset studytime, failure(died) id(id) stsplit, at(failures) orthpoly _t, gen(t*) degree(3) streg t*, dist(exp) However, I agree with both Maarten and Steve that polynomials are not a good way to model the hazard function. Restricted cubic splines are a useful alternative and you could calulate splines rather than polynomials in the above example. However, fitting a model after using -stsplit, at(failures)- on a large data set becomes paintfully slow. If you want to use splines and not have to use -stsplit- then you can use -stpm2- (available from SSC), which models on the log cumulative hazard scale. Below is an example of estimating a hazard function which has a turning point using a restriced cubic splines with 4 knots (3 df). clear webuse brcancer stset rectime, f(censrec=1) scale(365.25) exit(time 5*365.25) id(id) stpm2, scale(hazard) df(3) predict h, hazard ci twoway (rarea h_lci h_uci _t, sort pstyle(ci)) (line h _t, sort) Paul Dr Paul C Lambert Reader in Medical Statistics Centre for Biostatistics & Genetic Epidemiology Department of Health Sciences University of Leicester 2nd Floor, Adrian Building University Road Leicester LE1 7RH Tel: +44 (0)116 229 7265, Fax: +44 (0)116 229 7250 e-mail: paul.lambert@le.ac.uk Homepage: http://www2.le.ac.uk/Members/pl4/ ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Wei-Kang Shih [wkshih@gmail.com] Sent: Tuesday, November 09, 2010 1:46 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Question about Baseline Hazard in Parametric Hazard Models 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/ * * 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:*"Irwin T.S. Wang" <irwintswang@gmail.com>

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

**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>

**Re: st: Question about Baseline Hazard in Parametric Hazard Models***From:*Wei-Kang Shih <wkshih@gmail.com>

- Prev by Date:
**Re: st: Question about Baseline Hazard in Parametric Hazard Models** - Next by Date:
**st: stochastic frontier test distribution** - Previous by thread:
**Re: st: Question about Baseline Hazard in Parametric Hazard Models** - Next by thread:
**Re: st: Question about Baseline Hazard in Parametric Hazard Models** - Index(es):