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recsim
2018 Mar 02
0
Rstmp2 - linear predictors, AICs and BICs
...etric model (using stmp2 in Stata). They then need to establish the AIC and BIC for models with different numbers of knots. Finally, they need to obtain the linear predictor for their chosen model.
The AIC can easily be established using the following code:
data(brcancer)
fit_3k <- stpm2(Surv(rectime,censrec==1)~hormon,data=brcancer,df=3)
fit_4k <- stpm2(Surv(rectime,censrec==1)~hormon,data=brcancer,df=4)
fit_5k <- stpm2(Surv(rectime,censrec==1)~hormon,data=brcancer,df=5)
AIC(fit_3k)
AIC(fit_4k)
AIC(fit_5k)
(although these equivalent values for my real dataset are different to those obt...