stpm3quadchk -- Check sensitivity of quadrature approximation in stpm3 models

Syntax

stpmquadchk [numlist] [survival hazard ]

numlist specifies the number of nodes (quadrature points) to use when
comparing to the current model.

stpmquadchk can only be used after fitting an stpm3 model using
the scale(lnhazard) option. When fitting the model numerical integration
is used. stpmquadchk allows you to investigate stability of the likelihood
function, parameter estimates and predictions of hazard and survival functions.

Options

hazard compares predictions of the hazard function at values of _t

survival compares predictions of the survival function at values of _t

Examples

Setup

. use https://www.pclambert.net/data/rott3

. stset os, f(osi=1)

Fit survival model

. stpm3 i.hormon @ns(age,df(3)), scale(lnhazard) df(3) nodes(10)

Check stability of quadrature calculation

. stpm3quadchk 20 30 50 100, hazard survival

Author

Paul C. Lambert

Biostatistics Research Group

Department of Population Health Sciences

University of Leicester

Leicester, UK

and

Department of Medical Epidemiology and Biostatistics

Karolinska Institutet

Stockholm, Sweden

paul.lambert@le.ac.uk