Survival Analysis in Stata

• First, declare your survival-time variables to Stata using stset• For example, suppose your duration variable is called timevar and it

ranges from 0 to 15 (where 15 marks the end of the sample)• You observe failure for all durations less than 15 but when timevar =

15 the data is censored• You need a variable that indicates for which durations you observe

failure; call this variable failureind• Failureind must take the value 1 when duration is less than 15 and 0

otherwise• Given timevar and failureind, you tell stata you have duration data

with the command:

Stset timevar, failure(failureind)

The Non-Parametric Hazard Function

• Sts can be used to generate the non-parametric survivor function or the non-parametric hazard function

• To graph the hazard function, use:

Sts graph, hazard

• To list the hazard function, use:

Sts list, hazard

Survival Models

• Estimate survival models using streg

• Specify which distribution you want using the distribution() option

• You can use the exponential, Weibull, log-normal, log-logistic, Gompertz, and gamma distributions

Streg x, distribution(exponential)

• You may need to use the nohr option to get Stata to report coefficient estimates rather than exponentiated coefficients when you are working with the exponential, Weibull, and Gompertz distributions:

Streg x, distribution(exponential) nohr