*! version 1.0.0 26sep2010

help stmix postestimation also see: stmix

Title

[ST] stmix postestimation -- Postestimation tools for stmix

Description

The following standard postestimation commands are also available:

command description

predict predictions

Syntax for predict

predict newvar [if] [in] [, statistic]

statistic

Main
hazard hazard function

survival survival function

cumhazard cumulative hazard function

ci calculate confidence intervals

stdp standard error of predicted function

timevar(varname) time variable used for predictions (default _t)

at(vn # [vn # ...]) predict at values of specified covariates

zeros sets all covariates to zero (baseline prediction)

Subsidiary
level sets confidence level (default 95)

Options for predict

Main

hazard calculates the predicted hazard.

survival calculates the predicted survivor function

cumhazard calculates the predicted cumulative hazard.

ci calculate a confidence interval for the requested statistic and
stores the confidence limits in newvar_lci and
newvar_uci.

stdp calculates standard error of prediction and stores it in
newvar_se.

timevar(varname) defines the variable used as time in the predictions.
Default varname is _t. This is useful for large datasets where
for plotting purposes predictions are only needed for 200 observations for example.
Note that some caution should be taken when using this option as predictions may be
made at whatever covariate values are in the first 200 rows of data.
This can be avoided by using the at() option and/or the zeros option to
define the covariate patterns for which you require the predictions.

at(varname # [ varname # ...]) requests that the covariates specified by
the listed varname(s) be set to the listed # values. For example,
at(x1 1 x3 50) would evaluate predictions at x1 = 1 and
x3 = 50. This is a useful way to obtainThis is a useful way to obtain
out of sample predictions. Note that if at() is used together
with zeros all covariates not listed in at()
are set to zero. If at() is used without zeros then
all covariates not listed in at() are set to their sample
values. See also zeros.

zeros sets all covariates to zero (baseline prediction). For
example, predict s0, survival zeros calculates the baseline
survival function. See also at().

Subsidiary

level(#) sets the confidence level; default is level(95)
or as set by set level.

Examples

Setup

webuse brcancer

stset rectime, failure(censrec = 1) scale(365.25)

Mixture Weibull-Weibull proportional hazards model

stmix hormon, dist(ww)

predict h, hazard ci

predict s, survival ci

Also see

Online: [ST] stmix