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STPM2: Stata module to estimate flexible parametric survival models

Author

Listed:
  • Paul Lambert

    () (University of Leicester)

Abstract

stpm2 fits flexible parametric survival models (Royston-Parmar models). stpm2 can be used with single- or multiple-record or single- or multiple-failure st data. Survival models can be fitted on the log cumulative hazard scale, the log cumulative odds scale, the standard normal deviate (probit) scale, or on a scale defined by the value of theta using the Aranda-Ordaz family of link functions. stpm2 can fit the same models as stpm, but is more flexible in that it does not force the knots for time-dependent effects to be the same as those used for the baseline distribution function. In addition, stpm2 can fit relative survival models by use of the bhazard() option. Post-estimation commands have been extended over what is available in stpm. stpm2 is noticeably faster than stpm. This is an updated version of stpm2 from that published in Stata Journal, 9:2, 2009.

Suggested Citation

  • Paul Lambert, 2010. "STPM2: Stata module to estimate flexible parametric survival models," Statistical Software Components S457128, Boston College Department of Economics, revised 11 Oct 2018.
  • Handle: RePEc:boc:bocode:s457128
    Note: This module should be installed from within Stata by typing "ssc install stpm2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_centpred.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_hazard_rs.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_hazard.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_lf_hazard_rs.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_lf_hazard.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_lf_log.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_lf_normal_rs.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_lf_theta_rs.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_lf_theta.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_normal.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_odds_rs.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_ml_odds.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_pred.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_postestimation.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/b/build_stpm2_mlib.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/l/lstpm2.mlib
    File Function: Mata object library
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stpm2_matacode.mata
    File Function: Mata code file
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