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Threshold regression for time-to-event analysis: The stthreg package

Author

Listed:
  • Tao Xiao

    (The Ohio State University)

  • G. A. Whitmore

    (McGill University)

  • Xin He

    (University of Maryland)

  • Mei-Ling Ting Lee

    (University of Maryland)

Abstract

In this article, we introduce the stthreg package of Stata commands to fit the threshold regression model, which is based on the first hitting time of a boundary by the sample path of a Wiener diffusion process and is well suited to applications involving time-to-event and survival data. The threshold regression model serves as an important alternative to the Cox proportional hazards model. The four commands that comprise this package for the threshold regression model are the model-fitting command stthreg, the postestimation command trhr for hazard-ratio calculation, the postestimation command trpredict for prediction, and the model diagnostics command sttrkm. These commands can also be used to implement an extended threshold regression model that accommodates applications where a cure rate exists. Copyright 2012 by StataCorp LP.

Suggested Citation

  • Tao Xiao & G. A. Whitmore & Xin He & Mei-Ling Ting Lee, 2012. "Threshold regression for time-to-event analysis: The stthreg package," Stata Journal, StataCorp LLC, vol. 12(2), pages 257-283, June.
    • Handle: RePEc:tsj:stataj:v:12:y:2012:i:2:p:257-283
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    References listed on IDEAS

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    1. William W. Gould & Jeffrey Pitblado & Brian Poi, 2010. "Maximum Likelihood Estimation with Stata," Stata Press books, StataCorp LLC, edition 4, number ml4, March.
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    Cited by:

    1. Chrys Caroni, 2022. "Regression Models for Lifetime Data: An Overview," Stats, MDPI, vol. 5(4), pages 1-11, December.
    2. Takumi Saegusa & Tianzhou Ma & Gang Li & Ying Qing Chen & Mei-Ling Ting Lee, 2020. "Variable Selection in Threshold Regression Model with Applications to HIV Drug Adherence Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 12(3), pages 376-398, December.

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