Modeling the probability of occurrence of events with the new stpreg command

Matteo Bottai, Andrea Discacciati and Giola Santoni
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Matteo Bottai: Karolinska Institutet
Andrea Discacciati: Karolinska Institutet
Giola Santoni: Karolinska Institutet

Nordic and Baltic Stata Users' Group Meeting 2019 from Stata Users Group

Abstract: We introduce the new stpreg command, which can fit flexible parametric models for the event-probability function, a measure of occurrence of an event of interest over time. The event-probability function is defined as the instantaneous probability of an event at a given time point conditional on having survived until that point. Unlike the hazard function, the event-probability function defines the instantaneous probability of the event. This talk describes its properties and interpretation along with convenient methods for modeling the possible effect of covariates on it, including flexible proportional-odds models and flexible power-probability models, which allow for censored and truncated observations. We compare these with other popular methods and discuss the theoretical and computational aspects of parameter estimation through a real data example.

Date: 2020-08-20
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Persistent link: https://EconPapers.repec.org/RePEc:boc:ncon19:1

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