Flexible parametric survival analysis with multiple timescales: Estimation and implementation using stmt

Hannah Bower (), Therese M.-L. Andersson (), Michael J. Crowther () and Paul C. Lambert ()
Additional contact information
Hannah Bower: Department of Medicine Solna, Karolinska Institutet
Therese M.-L. Andersson: Karolinska Institutet
Michael J. Crowther: Karolinska Institutet
Paul C. Lambert: Department of Health Sciences, University of Leicester

Stata Journal, 2022, vol. 22, issue 3, 679-701

Abstract: In this article, we describe methodology that allows for multiple timescales using flexible parametric survival models without the need for time splitting. When one fits flexible parametric survival models on the log-hazard scale, numerical integration is required in the log likelihood to fit the model. The use of numerical integration allows incorporation of arbitrary functions of time into the model and hence lends itself to the inclusion of multiple timescales in an appealing way. We describe and exemplify these methods and show how to use the command stmt, which implements these methods, alongside its postestimation commands.

Keywords: stmt; stmt postestimation; flexible parametric survival model; multiple timescales (search for similar items in EconPapers)
Date: 2022
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj22-3/st0653/
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0688 link to article purchase

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:y:22:y:2022:i:3:p:679-701

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

DOI: 10.1177/1536867X221124552

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().