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From |
Steven Samuels <[email protected]> |

To |
[email protected] |

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

Date |
Tue, 9 Nov 2010 18:49:26 -0500 |

---

Steve On Nov 9, 2010, at 5:51 PM, Steven Samuels wrote:

Steve ****CODE BEGINS ***** // Split at failures 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) predict hp1, hazard label var hp1 "stsplit at failures" scatter hp1 _t, saving(hp1, replace) nodraw // Split at single months sysuse cancer, clear gen id=_n stset studytime, failure(died) id(id) stsplit single, at(1(1)39) orthpoly _t, gen(t*) degree(3) streg t*, dist(exp) predict hp2, hazard label var hp2 "split at single months-" scatter hp2 _t, saving(hp2, replace) nodraw graph combine hp1.gph hp2.gph, ycommon xcommon **CODE ENDS******* Steve On Nov 9, 2010, at 9:21 AM, Lambert, Paul C. (Dr.) wrote: *

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)

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: [email protected] Homepage: http://www2.le.ac.uk/Members/pl4/ ________________________________________

Sent: Tuesday, November 09, 2010 1:46 PM To: [email protected]

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 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/ * * 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/

**References**:**Re: st: Question about Baseline Hazard in Parametric Hazard Models***From:*Steven Samuels <[email protected]>

**Re: st: Question about Baseline Hazard in Parametric Hazard Models***From:*Maarten buis <[email protected]>

**Re: st: Question about Baseline Hazard in Parametric Hazard Models***From:*Wei-Kang Shih <[email protected]>

**RE: st: Question about Baseline Hazard in Parametric Hazard Models***From:*"Lambert, Paul C. (Dr.)" <[email protected]>

**Re: st: Question about Baseline Hazard in Parametric Hazard Models***From:*Steven Samuels <[email protected]>

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