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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 22:14:57 -0500 |

I It disregards the three constant model. The starting iteration is based on the values from the full model with: _t: _t: _t: ln_p: age smoking _cons _cons Steve On Dec 12, 2013, at 8:18 PM, Jonathan Eggleston wrote: Thank you for your response. I'm still a bit confused about how Stata generates the number for iteration 0 for the full model. Does it use the estimates from the constant-only model at all to generate the numbers for iteration 0, or does it completely disregard these numbers for some reason? On 12/12/2013 05:45 PM, Steve Samuels wrote: > 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/

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

**Re: st: Question about how streg using the constant-only model for starting values***From:*Steve Samuels <sjsamuels@gmail.com>

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

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