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From |
Steven Samuels <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Estimating the hazard function |

Date |
Sun, 11 Sep 2011 20:19:23 -0400 |

"Notice that -stcurve- actually plots the log estimated hazards." Well, I specified "yscale(log)", so I shouldn't have been surprised. Steve On Sep 11, 2011, at 1:26 PM, Steven Samuels wrote: Just to add. -stcurve- works only after -stcox- and -streg-. To get the smoothed hazard based on the Kaplan-Meier estimate: 1) run -stcox- with a single dummy predictor and the default (Breslow-Day) estimator of the baseline survival curve. The resulting estimate is identical to the K-M estimate. 2) run -stcurve- as below. I was wrong about -kdensity-; and, apparently, Stata doesn't have a built-in kernel smoother. But then I noticed that -stcurve- has an "outfile()" option for saving the estimated smooths. Notice that -stcurve- actually plots the log estimated hazards. *************CODE BEGINS************* set more off webuse drugtr stcox age drug stcurve, hazard kernel(gauss) yscale(log) outfile(new, replace) saving(g01, replace) ylabel(.02 .04 .06 .08 .10 .12) use new, clear twoway scatter haz1 _t, c(l) msymbol(i) yscale(log) /// ti("Saved Smooths") /// saving(g02, replace) graph combine g01 g02 *************************************************** On Sep 10, 2011, at 8:04 PM, Brendan Corcoran wrote: Thanks Steven. How do I actually incorporate the hazard contributions into -kdensity-? The analysis time variable is _t, and I've generated the hazard contributions through running -sts gen H=h- Just unsure how to apply -kdensity- to _t while also using the hazard contributions -H- to weight it somehow. On Sat, Sep 10, 2011 at 10:26 PM, Steven Samuels <[email protected]> wrote: > > You can use -kdensity- to estimate the hazard function and, as in -stcurve-, set the smoothing options yourself. The difference is that -kdensity- has an option to generate the smoothed estimates. > > Steve > On Sep 1 > > 0, 2011, at 3:10 PM, Brendan Corcoran wrote: > > I want to get a hold of the data produced by -sts graph, hazard- i.e. > the h(t) estimated at each time point. This is so I can produce > hazard graphs in other applications. > > I understand that -sts gen dh=h- produces the estimated hazard > component deltaH_j = H(t_j) - H(t_(j-1)), and that to calculate h(t) > -sts graph, hazard- calculates a weighted kernel-density estimate > using deltaH_j. > > But how could I get the actual h(t) values calculated here, or as a > second option how could I run the weighted kernel-density estimate > myself? > > > * > * 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**:**st: Estimating the hazard function***From:*Brendan Corcoran <[email protected]>

**Re: st: Estimating the hazard function***From:*Steven Samuels <[email protected]>

**Re: st: Estimating the hazard function***From:*Brendan Corcoran <[email protected]>

**Re: st: Estimating the hazard function***From:*Steven Samuels <[email protected]>

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