When I am running the model without unobserved heterogeneity (stcox [vars]) there are no problems. But when I try to include unobserved heterogeneity (stcox ]vars], shared(id) frailty(gamma)) I get the message: shared(): delayed entries or gaps detected.
My dataset looks something like this:
id | first | year | gender | reform |
1 | 0 | 2005 | 0 | 0 |
1 | 0 | 2006 | 0 | 0 |
1 | 1 | 2007 | 0 | 0 |
1 | 0 | 2008 | 0 | 0 |
2 | 0 | 2002 | 1 | 1 |
2 | 0 | 2003 | 1 | 1 |
3 | 0 | 2007 | 0 | 1 |
3 | 0 | 2008 | 0 | 1 |
3 | 1 | 2009 | 0 | 1 |
The commands I use are the following:
stset year, id(id) failure(first)
stcox reform##age gender if age >=60 & age <=64
stcox reform##age gender if age >=60 & age <=64, shared(id) frailty(gamma) --> 'delayed entries or gaps detected'.
I have tried to use:
* stdes (which indicates no delayed entries or gaps),
* missable sum [vars] and then deleting the observations with missing values,
* forceshared which leads to the message: matsize too small set matsize to at least 2103'
* streg [vars], sist(weibull) shared(id) frailty(gamma)
Do you have any recommendations or solutions to why I struggle including unobserved heterogeneity in my model?
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