Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence by Judith D. Singer and John B. Willett Chapter 12: Extending the discrete-time hazard model

Table 12.2, page 413

General model:

Title:
general model
Data:
  File is d:aldatenure_wide.dat ;
Variable:
  Names are 
     id event1 event2 event3 event4 event5 event6 event7 event8 event9;
  Missing are all (-9999) ; 
  usev are event1-event9;
  classes = c(1);
  categorical are event1-event9;
Analysis: 
  Type = mixture missing;
  estimator = ML;
model:
%overall%
%c#1%
[event1$1*0 event2$1*0 event3$1*0 event4$1*0 ]
[event5$1*0 event6$1*0 event7$1*0 event8$1*0 event9$1*0] ;

The deviance is -2*(loglikelihood) = -2* (-415.602) = 831.204.

TESTS OF MODEL FIT

Loglikelihood

          H0 Value                        -415.602

Information Criteria

          Number of Free Parameters              9
          Akaike (AIC)                     849.204
          Bayesian (BIC)                   881.250
          Sample-Size Adjusted BIC         852.716
            (n* = (n + 2) / 24)

Constant only model:

Title:
Constant only model
Data:
  File is d:aldatenure_wide.dat ;
Variable:
  Names are 
     id event1 event2 event3 event4 event5 event6 event7 event8 event9;
  Missing are all (-9999) ; 
  usev are event1-event9;
  classes = c(1);
  categorical are event1-event9;
Analysis: 
  Type = mixture missing;
  estimator = ML;
model:
%overall%
%c#1%
[event1$1*0 event2$1*0 event3$1*0 event4$1*0 ](1)
[event5$1*0 event6$1*0 event7$1*0 event8$1*0 event9$1*0] (1);

The deviance is -2*(loglikelihood) = -2* (-518.783) = 1037.566. The difference between this model and the general model is 1037.566 – 831.204 =206.362 with 8 degrees of freedom.

TESTS OF MODEL FIT

Loglikelihood

          H0 Value                        -518.783

Information Criteria

          Number of Free Parameters              1
          Akaike (AIC)                    1039.565
          Bayesian (BIC)                  1043.126
          Sample-Size Adjusted BIC        1039.955
            (n* = (n + 2) / 24)

Linear Model:

Quadratic Model:

Cubic Model:

Fourth Order Model:

Fifth Order Model: