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Re: st: Time to event analysis OLS negative intercept, Survival Analysis


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: Time to event analysis OLS negative intercept, Survival Analysis
Date   Tue, 9 Jul 2013 17:41:32 -0400

Reese Andorfer <[email protected]>:

The log of a number between zero and one is negative, so you are predicting that
duration is between 0 and 1 when all X vars are zero...
but OLS regression of a log y on X is not appropriate when y can equal zero.

See also
http://blog.stata.com/2011/08/22/use-poisson-rather-than-regress-tell-a-friend/
and its inspiration
http://www.stata.com/meeting/boston10/boston10_nichols.pdf

On Tue, Jul 9, 2013 at 5:28 PM, Reese Andorfer <[email protected]> wrote:
> Dear all,
>
> My dependent variable is the duration up until to an event. I did Cox
> regressions for my models, which worked fine. Now, since I have uncensored
> data I ran OLS regressions ( dependent variable still the duration -
> altough I took the log) as a sort of robustness check, however I get now
> negative values for the intercepts, which kind of bugs me since I don't
> have an explanation for it. Any ideas on what I might be doing wrong ?
>
> Thank you,
> Best Reese
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