On 11 Apr 2017, at 14:46, shahla ebrahimi <shebrahimi_3622 at yahoo.com> wrote:
Dear Dr. Alday
Greetings
I would greatly appreciate if you could let me know how to do discrete time survival analysis or grouped time survival analysis. In fact, I am studying accounting my data set is related to companies' bankruptcy. My covariates are some financial ratios which are computed at the end of each year. Besides, the issue that a company is gone bankrupt or not, is also determined at the end of each year after preparing financial statements.
Could you please let me know if :
1- It is right to do?
require(lme4)
model <- glmer(EVENT ~ TIME + (1+TIME|ID)+x1+x2+x3+x4+x5, data=df, family=binomial (link="cloglog"))
2- How to do LR test in order to decide about heterogeneity?
Some part of my data set is as follows (152 firm during a 12 years period or 1554 firm-year observations of which 50 firm-year observations are bankrupt):
ID TIME EVENT x1 x2 x3 x4 x5
1 1 0 1.28 0.02 0.87 1.22 0.06
1 2 0 1.27 0.01 0.82 1.00 -0.01
1 3 0 1.05 -0.06 0.92 0.73 0.02
1 4 0 1.11 -0.02 0.86 0.81 0.08
1 5 1 1.22 -0.06 0.89 0.48 0.01
2 1 0 1.06 0.11 0.81 0.84 0.20
2 2 0 1.06 0.08 0.88 0.69 0.14
2 3 0 0.97 0.08 0.91 0.81 0.17
2 4 0 1.06 0.13 0.82 0.88 0.23
2 5 0 1.12 0.15 0.76 1.08 0.28
2 6 0 1.60 0.26 0.55 1.31 0.37
2 7 0 1.58 0.26 0.56 1.16 0.35
2 8 0 1.54 0.24 0.59 1.08 0.33
2 9 0 1.72 0.22 0.55 0.84 0.29
2 10 0 1.72 0.21 0.53 0.79 0.29
2 11 0 1.63 0.19 0.55 0.73 0.27
2 12 0 2.17 0.32 0.44 0.95 0.43
3 1 0 0.87 -0.03 0.79 0.61 0.00
3 2 1 0.83 -0.14 0.95 0.57 -0.02
I am so sorry but I sent my question to this group: r-sig-mixed-models at r-project.org . However, I have not received any answer.
Thanks in advance.
Best regards,