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st: Question about how streg using the constant-only model for starting values


From   Jonathan Eggleston <[email protected]>
To   [email protected]
Subject   st: Question about how streg using the constant-only model for starting values
Date   Thu, 12 Dec 2013 15:55:01 -0500

I have a question about how Stata uses the constant-only model in streg. My understanding is that Stata uses the constant-only model to generate starting values for the main model. I've used the "trace" option to see how this works, but I'm confused about how this works when I use frailty. If I do

webuse bc, clear
stset t, fail(dead)

and then I run

streg age smoking, d(weibull)  trace

I get this as part of my output

-------------+----------------------------------------------------------------
Iteration 4:
Coefficient vector:
           _t:      ln_p:
        _cons      _cons
r1  -.6860931  -.3380965
log likelihood = -138.83047

-------------+{hline 64


Fitting full model:

--------------------------------------------------------------------------------------------------------------------------
Iteration 0:
Parameter vector:
           _t:        _t:        _t:      ln_p:
          age    smoking      _cons      _cons
r1          0          0  -.6860931  -.3380965

log likelihood = -138.83047


So without frailty, it makes sense how Stata uses the constant-only model. However, when I add frailty with the command

streg age smoking, d(weibull) frailty(gamma) trace

I get this for the output

Iteration 4:
Parameter vector:
           _t:      ln_p:    ln_the:
        _cons      _cons      _cons
r1  -2.368818   .2681029   .9247814

log likelihood = -136.01201
--------------------------------------------------------------------------------------------------------------------------

Fitting full model:

--------------------------------------------------------------------------------------------------------------------------
Iteration 0:
Parameter vector:
           _t:        _t:        _t:      ln_p:    ln_the:
          age    smoking      _cons      _cons      _cons
r1   .1644213   .9056537  -11.20242   .3633523          0

log likelihood = -85.933969


Without a clear connection between these two iterations. Does anyone know how Stata uses the constant-only model with frailty? Thank you.



--
Jonathan Eggleston
PhD Candidate
Department of Economics
University of Virginia

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