Threshold regression for time-to-event analysis: The stthreg package

Tao Xiao (), G. A. Whitmore (), Xin He () and Mei-Ling Ting Lee ()
Additional contact information
Tao Xiao: The Ohio State University
G. A. Whitmore: McGill University
Xin He: University of Maryland
Mei-Ling Ting Lee: University of Maryland

Stata Journal, 2012, vol. 12, issue 2, 257–283

Abstract: In this article, we introduce the stthreg package of Stata commands to fit the threshold regression model, which is based on the first hitting time of a boundary by the sample path of a Wiener diffusion process and is well suited to applications involving time-to-event and survival data. The threshold regression model serves as an important alternative to the Cox proportional hazards model. The four commands that comprise this package for the threshold regression model are the model-fitting command stthreg, the postestimation command trhr for hazard-ratio calculation, the postestimation command trpredict for prediction, and the model diagnostics command sttrkm. These commands can also be used to implement an extended threshold regression model that accommodates applications where a cure rate exists. Copyright 2012 by StataCorp LP.

Keywords: stthreg; trhr; trpredict; sttrkm; bootstrap; Cox proportional hazards regression; cure rate; first hitting time; hazard ratios; model diagnostics; survival analysis; threshold regression; time-to-event data; Wiener diffusion process (search for similar items in EconPapers)
Date: 2012
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