Without more information, we can only guess what you did, or what you are seeing on the page that is "different". I'll make a random guess though. There are about 5 ways to paramaterize the Weibull distribution. The standard packages that I know, however, tend to use the one found in the Kalbfleisch and Prentice book The Statistical Analysis of Failure time Data. This includes the survreg funciton in R and lifereg in SAS, and likely stata tthought I don't know that package. The aftreg function in the eha package uses something different. About 1/2 the weibull questions I see are due to a change in parameters. Terry T. ---- begin included message ----- Dear Community, I have been using two types of survival programs to analyse a data set. The first one is an R function called aftreg. The second one an STATA function called streg. Both of them include the same analyisis with a weibull distribution. Yet, results are very different. Shouldn't the results be the same? Kind regards, J
differences between survival models between STATA and R
3 messages · Terry Therneau, Javier Palacios Fenech, Robert Baer
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On 7/9/2012 9:17 AM, Javier Palacios Fenech wrote:
Please.
After, Terry's response I guess I was expecting to hear how your comparison between R and STATA went when you used the R function, survreg() for your analysis. We still don't know what your data look like. The posting guide asks for a "reproducible example". This typically means including at least a "toy dataset" if not the actual data you are using. To learn more: library(survival) ?survreg
find an example here. With exactly the same data set, I run two hazard
models following the instructions for each function.
aftreg(formula = Surv(sta, sto, S) ~ a + b + c + d + e + f + g
, factor(F), data = data.frame(SURV),
dist = "weibull", id = ID)
streg f1 f2 f3 f4 f5 a b c d g f g, dist(weibull) time nolog (note:
F= f1, f2,f3,f4,f5)
Results are different. Really different. With aftreg some estimates are
significant, and with STATA they are not. Many estimates do not even have
the same sign, therefore predicting contrary effects. Which model should I
trust?
Best,
J
On Mon, Jul 9, 2012 at 9:59 AM, Terry Therneau <therneau at mayo.edu> wrote:
Without more information, we can only guess what you did, or what you are seeing on the page that is "different". I'll make a random guess though. There are about 5 ways to paramaterize the Weibull distribution. The standard packages that I know, however, tend to use the one found in the Kalbfleisch and Prentice book The Statistical Analysis of Failure time Data. This includes the survreg funciton in R and lifereg in SAS, and likely stata tthought I don't know that package. The aftreg function in the eha package uses something different. About 1/2 the weibull questions I see are due to a change in parameters. Terry T. ---- begin included message ----- Dear Community, I have been using two types of survival programs to analyse a data set. The first one is an R function called aftreg. The second one an STATA function called streg. Both of them include the same analyisis with a weibull distribution. Yet, results are very different. Shouldn't the results be the same? Kind regards, J