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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: parametric survival analysis - choosing the probability distribution |

Date |
Tue, 7 Jun 2011 09:03:06 +0200 |

On Tue, Jun 7, 2011 at 1:34 AM, Magdalena Kapelko wrote: > I am trying to run survival analysis is STATA, analyzing the impact of > some variables on the probability of firm failure. Because the > proportionality assumption for cox model does not hold, I run a > parametric regression model instead. I want to choose between Weibull > and exponential distributions. Both the Weibull and the exponential also assume proportional hazards, so that does not solve your problem. > Some literature says: compare AIC of > different models and choose a model with the lowest AIC. But the > problem is that: > - for Weibull I obtain very large negative AIC (aprox. - 20000) > - for exponential I obtain positive AIC (aprox. 1000). > > when choosing the model, shall I look at absolute values of AIC and in > this way choose exponential, or shall I choose in general a model with > the smallest AIC that is Weibull. You take the values as is, so you do not take the absolute values. > Is it possible that for the model > with the same independent variables, the assumption of one > distribution can give a negative AIC and the other a positive AIC? yes, see e.g.: <http://blog.stata.com/2011/02/16/positive-log-likelihood-values-happen/> 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/

**Follow-Ups**:**Re: st: parametric survival analysis - choosing the probability distribution***From:*Magdalena Kapelko <[email protected]>

**References**:**st: parametric survival analysis - choosing the probability distribution***From:*Magdalena Kapelko <[email protected]>

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