Erik Parner and Per Kragh Andersen have a new paper available as a research report at the Department of Biostatistics, University of Copenhagen. This develops STATA routines for implementing the pseudo-observations method of performing direct regression modelling of complicated outcome measures (such as cumulative incidence functions or overall survival times) for multi-state models subject to right censoring. The paper is essentially the STATA equivalent of the 2008 paper by Klein et al which developed similar routines for SAS and R.
[Update: The paper is now published in The STATA Journal]
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