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RE: st: Issue with hazard function generated by sts graph


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: Issue with hazard function generated by sts graph
Date   Tue, 6 Mar 2012 12:21:47 +0000

I agree with Maarten. In addition: 

Whatever the sample size, an individual sample from an exponential distribution, as with any other specified distribution, will still waggle a lot in the tail. 

Convenience commands for plotting the distribution are on SSC as -qexp- and -pexp-. 

Nick 
[email protected] 

Maarten Buis

On Tue, Mar 6, 2012 at 5:30 AM, Masashi Miyairi wrote:
> I see something strange when plotting hazard rates by "sts graph, hazard".
> For example,  when I apply the command to a set of simulated exponential
> random variables, I get a graph that has a upward sloping part in the very
> beginning.

Estimates of hazards tend to be very unstable beasts, so you almost
always want to look at some smooth of these hazards, which is what
-sts graph, hazard- does. But a smooth can easily have the kind of
artifacts you report near the ends of the data range. Estimates of the
cumulative hazard function or survival function tend to be much more
stable.


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