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st: Shared Frailty including Level 2 variables

From   Lee Panas <>
Subject   st: Shared Frailty including Level 2 variables
Date   Thu, 03 Nov 2011 16:46:01 -0400

I am trying to do hierarchical linear modeling in survival analysis and I have gathered from the archives that this can be done in STATA using STCOX and shared. What I want to know is how to include level-2 or group variables in the model.

I have a sample of about 8,000 patients served in about 100 substance abuse facilities. The dependent variable is time to arrest (TIMEARR) after treatment

The primary independent variable is Engagement or ENGAGE. ENGAGE=1 if the patient received three services in the first 45 days of treatment. ENGAGE=0 otherwise. Co-variates include prior criminal justice involvement (PRIORCJ 0/1), FEMALE (0/1) and about 20 others.

I want to control for clustering within facilty and to also estimate the effect of facility-level variables such as facility size (FACSIZE) and facility engagement rate (PCTENGAGE). I have controlled for clustering using the SHARED command:

stset timearr, failure(arrested)
stcox engage pctengage priorcj female , shared(facility)

Is this correct? Do I need to indicate somehow that PCTENGAGE is a level-2 variables or does STATA know this from the shared statement and the fact that PCTENGAGE is constant within facility?


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