+ Reply to Thread
Page 2 of 2 FirstFirst 1 2
Results 16 to 17 of 17

Thread: Unobserved heterogenity

  1. #16
    Fortran must die
    Points: 58,790, Level: 100
    Level completed: 0%, Points required for next Level: 0
    noetsi's Avatar
    Posts
    6,532
    Thanks
    692
    Thanked 915 Times in 874 Posts

    Re: Unobserved heterogenity




    Spunky remember this is done in the context of the hazard function specifically here when the hazard function declines artifically over time due to unobserved heterogenity. That said, on p 259 Allison notes: "What can be done? As we'll see on the next section. when evemts are repeatable , it is quite feasible to separate the true hazard function from unobservered heterogenity. But when events are not repeatable ..the options are limited." On 260 he notes that there have been numerous attempts to separate the hazard function from unobserved heterogenity by formulating models that incorporate both [essentially through creating a random error term]. The problem with this is that it is unclear what distribution that error term should take as well as the specific dependence on time. This reflects the fact I feel that an error term helps deal with this issue, although obviously it occurs in forms of regression that have error terms when the omited variables are correlated with predictors in the model.

    He discusses some of the problems unobserved heterogenity causes on 260 - they influence not only the SE but the slopes which I was not aware of. 260-274 addresses this issue, but it is not clear to me, I only went through this section briefly when it is dealing with unobserved heterogenity and when dealing with repeated events which are not the norm in Cox regression.

    Unfortuntately I sent the book back yesterday. But it is Survival Analysis Using SAS by Paul Allison. 2nd ed printed 2010
    "Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995

  2. The Following User Says Thank You to noetsi For This Useful Post:

    spunky (01-27-2015)

  3. #17
    TS Contributor
    Points: 22,359, Level: 93
    Level completed: 1%, Points required for next Level: 991
    spunky's Avatar
    Location
    vancouver, canada
    Posts
    2,135
    Thanks
    166
    Thanked 537 Times in 431 Posts

    Re: Unobserved heterogenity


    Quote Originally Posted by noetsi View Post
    Unfortuntately I sent the book back yesterday. But it is Survival Analysis Using SAS by Paul Allison. 2nd ed printed 2010
    THANKS! my uni has an online version of the book. i'll make sure to check it out and will explore this further
    for all your psychometric needs! https://psychometroscar.wordpress.com/about/

+ Reply to Thread
Page 2 of 2 FirstFirst 1 2

           




Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats