Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Interpreting time ratios in ATF models (streg)

    Hello,
    I read a post from Robert Gutierrez on the interpretation of time ratios in accelerated failure time (AFT) models which really confused me.
    http://www.stata.com/statalist/archi.../msg00698.html

    Here, Roberto argues that a time ratio of 0.88 means in case of a dummy variable that the treated group dies at a 12% slower rate.
    From my understanding time ratios (the tr option in streg) are exponentiated coefficients. Thus, the coefficient is -0.13 from ln(0.88). According to other examples this means that treated group dies at a 14% faster rate due to exp(-0.88)=0.14 as explained here for example:
    http://data.princeton.edu/pop509/recid1.html

    Or am I totally wrong?

    Thanks,
    Sven
    Last edited by Sven Heim; 07 Sep 2015, 17:00.

  • #2
    Yes, you are totally wrong. You are mistaking -0.88 for a log ratio.
    You've just done this calculation:
    ratio= 0.88 log(ratio) = -0.13
    So far so good.

    But you now have recomputed a "real" ratio as the exponential of the negative of the original ratio (exp(-0.88). Neither of the examples in the Princeton link does that.
    Steve Samuels
    Statistical Consulting
    [email protected]

    Stata 14.2

    Comment


    • #3
      Originally posted by Steve Samuels View Post
      Yes, you are totally wrong. You are mistaking -0.88 for a log ratio.
      You've just done this calculation:
      ratio= 0.88 log(ratio) = -0.13
      So far so good.

      But you now have recomputed a "real" ratio as the exponential of the negative of the original ratio (exp(-0.88). Neither of the examples in the Princeton link does that.
      Sorry, my fault. It should be exp(-(-0.13)) which ist 1.14. But my question remains because I don't understand why the treated group dies slower in this case as Roberto says and not faster?
      In the Princeton Link they interpret it differently from my understanding. There is also a negative original coefficient (-0.349) but their interpretation is that the treatment group dies faster and not slower.

      E.g.
      In the Princeton example they get [1-exp(-0.349) ]= 0.29 and they say, the treated have a 29% shorter life.
      In the other example we would get [1-exp(-0.13)] =0.12. Roberto says, however, the treated group dies at a 12% slower rate. But shouldn't it be faster not slower?

      Many thanks,
      Sven




      Comment


      • #4
        I see the disagreement now. The Princeton page is right and Bobby Gutierrez was incorrect (a rare occurrence!): a ratio <1 -> the beta coefficient (log ratio) will be negative. That will always mean that there is a decrease in time for Z = 1 compared to Z = 0, no matter how that decrease is characterized.
        Last edited by Steve Samuels; 08 Sep 2015, 19:11.
        Steve Samuels
        Statistical Consulting
        [email protected]

        Stata 14.2

        Comment

        Working...
        X