Patrick Royston and Paul C. Lambert

Researchers wishing to fit regression models to survival data have long faced the difficult task of choosing between the Cox model and a parametric survival model such as Weibull. Cox models can be fit using Stata’s command, and parametric models are fit using which offers five parametric forms in addition to Weibull. While the Cox model makes minimal assumptions about the form of the baseline hazard function, prediction of hazards and other related functions for a given set of covariates is hindered by this lack of assumptions; the resulting estimated curves are not smooth and do not possess information about what occurs between the observed failure times. Parametric models offer nice, smooth predictions by assuming a functional form of the hazard, but often the assumed form is too structured for use with real data, especially if there exist significant changes in the shape of the hazard over time.

This book is written for Stata 12, but is fully compatible with Stata 11 as well.



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