st: Confidence limits on survival probabilities from stcox

["CDSC - Verlander, Neville" <Neville.Verlander@hpa.org.uk>]

Title: Confidence limits on survival probabilities from stcox

Dear stata users

I wonder if anyone knows the answer to the following question. Apologies if it is a silly question:

How can one obtain the 95% confidence limits on the survival probabilities from multiple failure data following model estimation using stcox and how is it different if one wants, say, a 70% Confidence Interval? I know one can use sts list, but this only gives Kaplan-Meier estimates giving quite different estimates to those from stcox. I have thought about using the predict command, but this requires obtaining the baselines for all time points which doesn't appear possible.

Any help would be greatly appreciated. Thank you for your attention.

Regards,

Neville

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Neville Verlander
Statistics Unit
Statistics, Modelling and Economics Department
Health Protection Agency Centre for Infections
61 Colindale Avenue
London
NW9 5EQ

Tel: (direct) (+44) 0208 3277426
Fax: (+44) 0208 7868

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