Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Question about how streg using the constant-only model for starting values
From
Steve Samuels <[email protected]>
To
[email protected]
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/