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st: parents breaking up - multiple failure survival data w. the Anderson-Gill model


From   Tinne Steffensen <tst@sfi.dk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: parents breaking up - multiple failure survival data w. the Anderson-Gill model
Date   Fri, 15 Jul 2011 12:45:18 +0000

Dear Statalist.
  I have a dataset containing 135.000 children - and information on their parents in a time period from 1980-2007. I'm only interested in them after the year of the id's birth. So for some id's I have observations for 4 years others over a 20 year time-period. 

  I am interested in analyzing the hazard ratios of the parents breakup(=move from shared address). However there is a possibility of the parents breaking up several times during the period, so I wanted to use the multiple failure-time survival data. t 0 is the birth of my id, t is years after the birth and livetog is if the parents live together that year or not. 

Stset, id year

To give you an example:
+------------------------------------------------------+
   | id    group            t0   t   breakup  livetog  Inc  |
   |------------------------------------------------------|
   |  1   treatment   0      1        0             1           3 |
   |  1   treatment   1      2        0             1           3 |
   |  1   treatment   2      3        0             1           4 |
   |  1   treatment   3      4        1             0          3 |
   |------------------------------------------------------|
   |  2   treatment   0      1        0             0           0 |
   |  2   treatment   1      2        0             0           2 |
   |  2   treatment   2      3        0             0           2 |
   |------------------------------------------------------|
   |  3   control        0      1        0             0           3 |
   |  3   control        1      2        0             1           4 |
   |  3   control        2      3        1             0           1 |
   |  3   control        3      4        0             1           2 |
   |  3   control        4      5        1             0           2 |
   +------------------------------------------------------+

   I have tried following the guideline from http://www.stata.com/support/faqs/stat/stmfail.html - ordered failure events "The Anderson-Gill model". So that there for each id is one observation per event or time interval, I've created the variables var"i" - it looks like the following; 

+------------------------------------------------------+
   | id     group   t0        t     break  livetog   Inc  t0i ti  breaki|
   |--------------------------------------------------------------------------|
   |  1   treatment   0      1        0        1          3      0     3     1  |
   |  1   treatment   1      2        0        1          3      3     4     0  |
   |  1   treatment   2      3        1        1          4       .     .     .    |
   |  1   treatment   3      4        0        0         3        .     .     .    |
   |-------------------------------------------------------------------------|
   |  2   treatment   0      1        0        0         0      0     3     0   |
   |  2   treatment   1      2        0        0         2        .     .     .    |
   |  2   treatment   2      3        0        0         2        .     .     .    |
   |-------------------------------------------------------------------------|
   |  3   control         0      1        0        0         3        .     .     .     |
   |  3   control         1      2        0        1         4         .     .     .    |
   |  3   control         2      3        1        0         1        0     3     1  |
   |  3   control         3      4        0        1         2         .     .     .    |
   |  3   control         4      5        1        0         2        3     5     1  |
   +-------------------------------------------------------------------------+

Along the line of the Anderson-Gill model I have done;

Stset ti, fail(breaki) exit(ti .) id(id) enter(t0i)

But following error comes up:    option exit invalid.

1. Isn't it right to put exit(time i.) since I want to keep the id's after their first breakup and until the observation runs out.
2. It seems wrong to follow the Anderson-Gill model, when creating so many missings - but in the guideline (3.2.1) there are only observations for the times of event, so that is what I tried creating. Is the missing values for the "i" variables not excluding the values for group and income in the other years from the model? I have a lot of other variables than group and income, that I want to add to the model along the way.
3.  Furthermore I would like to include that breaking up (moving from shared address) is only possible when living together - how do I take this into consideration in my model?

I have tried reading the guideline, extracts from "An introduction to survival analysis using Stata", googling, reading old statalist posts etc., but I can't seem to find a solution. I hope you can help!

Thank you for your time.
Kind regards, Tinne S.


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