streg.hlp

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{smcl}
{* 18mar2005}{...}
{cmd:help streg} {right:dialog:  {bf:{dialog streg}}{space 15}}
{right:also see:  {help streg postestimation}}
{hline}

{title:Title}

{p2colset 5 19 21 2}{...}
{p2col :{hi:[ST] streg} {hline 2}}Fit parametric survival models{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 16 2}{cmd:streg} [{varlist}] {ifin} [{cmd:,} {it:options}]

{synoptset 29 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Model}
{synopt :{opt nocon:stant}}suppress constant term{p_end}
{synopt :{cmdab:d:istribution(}{cmdab:e:xponential)}}exponential survival distribution{p_end}
{synopt :{cmdab:d:istribution(}{cmdab:gom:pertz)}}Gompertz survival distribution{p_end}
{synopt :{cmdab:d:istribution(}{cmdab:log:ogistic)}}log-logistic survival distribution{p_end}
{synopt :{cmdab:d:istribution(}{cmdab:ll:ogistic)}}synonym for {cmd:distribution(loglogistic)}{p_end}
{synopt :{cmdab:d:istribution(}{cmdab:w:eibull)}}Weibull survival distribution{p_end}
{synopt :{cmdab:d:istribution(}{cmdab:logn:ormal)}}lognormal survival distribution{p_end}
{synopt :{cmdab:d:istribution(}{cmdab:ln:ormal)}}synonym for {cmd:distribution(lognormal)}{p_end}
{synopt :{cmdab:d:istribution(}{cmdab:gam:ma)}}generalized gamma survival distribution{p_end}
{synopt :{cmdab:fr:ailty(}{cmdab:g:amma)}}gamma frailty distribution{p_end}
{synopt :{cmdab:fr:ailty(}{cmdab:i:nvgaussian)}}inverse Gaussian distribution{p_end}
{synopt :{opt ti:me}}use accelerated failure-time metric{p_end}

{syntab:Model 2}
{synopt :{opth st:rata(varname)}}strata ID variable{p_end}
{synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient constrained to 1{p_end}
{synopt :{opth sh:ared(varname)}}shared frailty ID variable{p_end}
{synopt :{opth anc:illary(varlist)}}use {it:varlist} to model the first ancillary parameter{p_end}
{synopt :{opth anc2(varlist)}}use {it:varlist} to model the second ancillary parameter{p_end}
{synopt :{cmdab:const:raints:(}{help estimation options##constraints():constraints}{cmd:)}}apply specified linear constraints{p_end}

{syntab:SE/Robust}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt oim}, {opt r:obust}, {opt opg}, {opt boot:strap}, or {opt jack:knife}{p_end}
{synopt :{opt r:obust}}synonym for {cmd:vce(robust)}{p_end}
{synopt :{opth cl:uster(varname)}}adjust standard errors for intragroup correlation{p_end}

{syntab:Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt :{opt nohr}}do not report hazard ratios{p_end}
{synopt :{opt tr}}report time ratios{p_end}
{synopt :{opt nos:how}}do not show st setting information{p_end}
{synopt :{opt nohead:er}}suppress header from coefficient table{p_end}
{synopt :{opt nolr:test}}do not perform the likelihood-ratio test{p_end}

{syntab:Max options}
{synopt :{it:{help streg##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}

{p 4 6 2}
You must {cmd:stset} your data before using {cmd:streg}; see {helpb stset}.{p_end}
{p 4 6 2}
{opt bootstrap}, {opt by}, {opt jackknife}, {opt statsby}, {opt stepwise}, and {opt xi} may be used with {cmd:stcox}; see {help prefix}.{p_end}
{p 4 6 2}
Note that {opt fweight}s, {opt iweight}s, and {opt pweight}s may be specified with {cmd:stset}; see {helpb stset}.{p_end}
{p 4 6 2}
See {help streg postestimation} for additional capabilities of estimation commands.


{title:Description}

{pstd}
{cmd:streg} performs maximum likelihood estimation for parametric regression
survival-time models.  Survival models currently supported are exponential,
Weibull, Gompertz, lognormal, log-logistic, and generalized gamma.  Parametric
frailty models and shared-frailty models are also fitted using {cmd:streg}

{pstd}
Also see {helpb stcox} for proportional hazards models.


{title:Options}

{dlgtab:Model}

{phang}
{opt noconstant}; see {help estimation options##noconstant:estimation options}.

{phang}
{opt distribution(distname)} specifies the survival model to be fitted.  A
specified {opt distribution()} is remembered from one estimation to the next
when {opt distribution()} is not specified.

{phang}
{cmd:frailty(gamma} | {cmd:invgaussian)} specifies the assumed distribution of
the frailty, or heterogeneity.  The estimation results, in addition to the
standard parameter estimates, will contain an estimate of the variance of the
frailties and a likelihood-ratio test of the null hypothesis that this
variance is zero.  When this null hypothesis is true, the model reduces to the
model with {opt frailty(distname)} not specified.

{pmore}
A specified {opt frailty()} is remembered from one estimation to the next when
{opt distribution()} is not specified.  When you specify {opt distribution()},
the previously remembered specification of {opt frailty()} is forgotten.

{phang}
{cmd:time} specifies that the model be fitted in the accelerated failure-time
metric rather than in the log relative-hazard metric.  This option is only
valid for the exponential and Weibull models since they have both a
proportional hazards and an accelerated failure-time parameterization.
Regardless of metric, the likelihood function is the same, and models
are equally appropriate viewed in either metric; it is just a matter of
changing interpretation.

{pmore}
{opt time} must be specified at estimation.

{dlgtab:Model 2}

{phang}
{opth strata(varname)} specifies a stratification ID variable.  Observations
with equal values of the variable are assumed to be in the same stratum.
Stratified estimates (with equal coefficients across strata but intercepts and
ancillary parameters unique to each stratum) are then obtained.  This option
is not available if {opt frailty(distname)} is specified.

{phang}
{opth offset(varname)}; see
      {help estimation options##offset():estimation options}.

{phang}
{opth shared(varname)} is valid with {opt frailty()} and specifies a variable
defining those groups over which the frailty is shared, analogous to
random-effects model for panel data where {it:varname} defines the panels.
{opt frailty()} specified without {opt shared()} treats the frailties as
occurring at the observation level.

{pmore}
A specified {opt shared()} is remembered from one estimation to the next when
{opt distribution()} is not specified.  When you specify {opt distribution()},
the previously remembered specification of {opt shared()} is forgotten.

{pmore}
{cmd:shared()} may not be used with {cmd:distribution(gamma)}.

{pmore}
If {opt shared()} is specified without {opt frailty()} and there is no
remembered {opt frailty()} from the previous estimation, {cmd:frailty(gamma)}
is assumed to provide behavior analogous to {cmd:stcox}; see {helpb stcox}.

{phang}
{opth ancillary(varlist)} specifies that the ancillary
parameter for the Weibull, lognormal, Gompertz, and log-logistic distributions
and the first ancillary parameter (sigma) of the generalized log-gamma
distribution be estimated as a linear combination of {it:varlist}.
This option may not be used with {opt frailty()}.

{pmore}
Note that when an ancillary parameter is constrained to be strictly positive,
the logarithm of the ancillary parameter is modeled as a linear combination
of {it:varlist}

{phang}
{opth anc2(varlist)} specifies that the second ancillary parameter (kappa) for
the generalized log-gamma distribution be estimated as a linear combination of
{it:varlist}.  This option may not be used with {opt frailty(distname)}.

{phang}
{opt constraints(constraints)}; see
       {help estimation options##constraints():estimation options}.

{dlgtab:SE/Robust}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{phang}
{opt robust}, {opt cluster(varname)}; see
        {help estimation options##robust:estimation options}.

{dlgtab:Reporting}

{phang}
{opt level(#)} specifies the confidence level, as a percentage, for confidence
intervals.  The default is {cmd:level(95)} or as set by {cmd:set level}; see
{help level}.

{phang}
{opt nohr}, which is may be specified at estimation or upon redisplaying
results, specifies that coefficients rather than exponentiated coefficients be
displayed or, said differently, that coefficients rather than hazard ratios be
displayed.  This option affects only how coefficients are displayed, not how
they are estimated.

{pmore}
This option is valid only for models with a proportional hazards
parameterization: exponential, Weibull, and Gompertz.  These three models, by
default, report hazards ratios (exponentiated coefficients).

{phang}
{opt tr} specifies that exponentiated coefficients be displayed, which are
interpreted as time ratios.  {opt tr} is appropriate only for the
log-logistic, lognormal, and gamma models, or for the exponential and Weibull
models when fitted in the accelerated failure-time metric.

{pmore}
{opt tr} may be specified at estimation or upon replay.

{phang}
{opt noshow} prevents {cmd:streg} from showing the key st variables.  This
option is rarely used since most people type {cmd:stset, show} or 
{cmd:stset, noshow} to set once and for all whether they want to see these
variables mentioned at the top of the output of every st command; see 
{helpb stset}.

{phang}
{opt noheader} suppresses the output header, either at estimation or upon
replay.

{phang}
{opt nolrtest} is valid only with frailty models, in which case it suppresses
the likelihood-ratio test for significant frailty.

{dlgtab:Max options}
 
{phang}
{it:maximize_options}; {dif:ficult}, {opt tech:nique(algorithm_spec)}, 
{opt iter:ate(#)}, [{opt no:}]{opt lo:g}, {opt tr:ace}, {opt grad:ient}, 
{opt showstep}, {opt hess:ian}, {opt shownr:tolerance}, {opt tol:erance(#)}, 
{opt ltol:erance(#)} {opt gtol:erance(#)}, {opt nrtol:erance(#)}, 
{opt nonrtol:erance}, {opt from(init_specs)}; see {help maximize}.  These 
options are seldom used.


{title:Examples}

{phang}{cmd:. stset failtime, failure(died) id(serno)}{p_end}
{phang}{cmd:. streg load bearings, distribution(weibull)}{p_end}
{phang}{cmd:. streg load bearings, dist(lognormal) robust}{p_end}
{phang}{cmd:. streg, d(gamma)}{p_end}
{phang}{cmd:. streg load bearings, d(weibull) frailty(gamma)}{p_end}
{phang}{cmd:. streg load bearings, d(weibull) frailty(gamma) shared(group_id)}


{title:Also see}

{psee}
Manual:  {bf:[ST] streg}

{psee}
Online:  {help streg postestimation}; {helpb stcurve};{break}
{help st}, {helpb stcox}, {helpb sts}, {helpb stset}
{p_end}