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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 12 Dec 2013 17:45:56 -0500 |

See Formulas and Methods in the Manual entry for -streg- (p. 387, Stata 13 Survival Manual). the frailty parameter multiplies S(t) and h(t) in the log-likelihood, and these terms are functions of the regression coefficients and the two other constants, and so are computed first. The frailty parameter is fitted last: the value (0.92) from the constants only model is not useful, might not even be feasible, as a starting value for the full model, where the eventual estimate is 0.33. Steve On Dec 12, 2013, at 3:55 PM, Jonathan Eggleston wrote: 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Question about how streg using the constant-only model for starting values***From:*Jonathan Eggleston <eggleston@email.virginia.edu>

**References**:**st: Question about how streg using the constant-only model for starting values***From:*Jonathan Eggleston <eggleston@email.virginia.edu>

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