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Re: st: equivalence of log-logistic survival estimation with gllamm


From   Karen Ruckman <[email protected]>
To   [email protected]
Subject   Re: st: equivalence of log-logistic survival estimation with gllamm
Date   Tue, 26 Mar 2013 11:19:06 -0700 (PDT)

hi billy,

yes, i have looked at p.12 of the manual.  but not every link is available for each family.  complementary log-log is not the same thing as log-log.  complementary log-log is for binomial dependent variables.  my survival analysis has a dependent variable which is the length of time to an event where every observation achieves the event (non-discrete survival analysis).  i have been using the log-log distribution in survival analysis with good results and it has the appropriate assumptions about the hazard rate.  i would like to recreate the same results using -gllamm- but am having trouble doing so.  

what i have:
streg x, d(ll)

what i would like to do:
gllamm y x, family(poisson???) link(???)



----- Original Message -----
From: "William Buchanan" <[email protected]>
To: [email protected]
Sent: Tuesday, March 26, 2013 11:10:21 AM
Subject: Re: st: equivalence of log-logistic survival estimation with gllamm

Maybe you weren't looking at the documentation?  On page 12 of the GLLAMM manual (http://biostats.bepress.com/cgi/viewcontent.cgi?article=1160&context=ucbbiostat), the authors explicitly list each of the links and families (as well information for ordered categorical data).  On that page, the authors list "complimentary log-log" as one of the link functions.  Maybe you should first try explaining your data and what inference you hope to make/models you would like to fit and see if anyone has other suggestions for fitting a model that would be easier to defend and/or interpret.  

HTH,
Billy


On Mar 26, 2013, at 10:53 AM, Karen Ruckman <[email protected]> wrote:

> hi statalisters,
> 
> in my quest to run an IV estimation with the first stage being a survival analysis, i am trying to figure out how to use -gllamm-.  the appropriate first stage survival distribution is log-logistic (or log-normal) but there does not seem to be this option for -gllamm-. (it is hard to tell as there is no list of the available links for each family anywhere and the writer of the command does not respond to emails.)  -gllamm- offers the family(poisson) distribution but no loglog link.  does anyone know if there is there is a way to recreate survival analysis log-log results using a -gllamm- regression?
> 
> karen.
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