Re: st: stcox output: p-value and CI don't agree

[Philip Ryan <philip.ryan@adelaide.edu.au>]

sacrificial line


well... it's your data and code but it sure looks suspiciously like 
that coefficient is not the hazard ratio.

Stata seems to have formed the confidence limits in the usual 
(asymptotic) way from the reported coefficient and its standard 
error, for example, the upper limit is:


. di  0.7626117 +(invnormal(.975) * 0.2860169)
1.3231945

as reported, and the CI is symmetrical around the estimate, which 
isn't likely for the CI of a hazard ratio.

Also the two-tailed P value arises in the usual way:

. di  2*(1-normal(.7626117/.2860169))
.00766874

... reported to 3dps as 0.008.

Finally, if you estimated the hazard ratio in -stcox- the header 
would be "Observed Haz. Ratio", not "Observed coefficient".

So, everything seems to check out and is internally consistent _if_ 
the "coefficient" is just that, the coefficient.  Unless something 
else happened upstream, I can't explain it.


Phil


At 11:26 AM 8/08/2007, you wrote:

> Thank you Phil. In this case, it's the hazard ratio that was 
> obtained, and the 95% CI includes one. The column header is 
> displayed that way because I bootstrapped the standard errors.
>
> I appreciate your reply, and apologize for not specifying that point.
> Michael
>
>
> > I don't see the contradiction.
> >
> > Presumably you estimated the coefficient using the -nohr- option? 
> > So you get the log hazard ratio reported rather than the hazard ratio.
> > The P value is less than 0.05, the 95% CI does not cross zero. 
> > Reject the null either way.
> >
> > Phil
> >
> >
> >
> >
> >
> > At 11:09 AM 8/08/2007, you wrote:
> >
> > > Hello,
> > > I've obtained contradictory p-value and 95% confidence interval 
> > > from -stcox-.
> > > I'm puzzled as I've not seen this before in my studies, and not 
> > > sure about how to further explore these perplexing results. I'd 
> > > appreciate any pointers.
> > >
> > > ------------------------------------------------------------------------------
> > >              |   Observed   Bootstrap                         Normal-based
> > >              |      Coef.   Std. Err.      z    P>|z|     [95% 
> > > Conf. Interval]
> > > -------------+----------------------------------------------------------------
> > >          tcm |   .7626117   .2860169     2.67   0.008     .2020288 1.323195
> > > ------------------------------------------------------------------------------
> > >
> > > --
> > >
> > > Michael McCulloch
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> >
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> >
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> >
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Philip Ryan
Professor,
Discipline of Public Health

Director, Data Management & Analysis Centre

Associate Dean (IT)
Faculty of Health Sciences

postal address:
Discipline of Public Health
Mail Drop 511
University of Adelaide 5005
South Australia

location:
Level 6, Room 6-18
Bice Building
Royal Adelaide Hospital
North Terrace
Adelaide

tel +61 8 8303 3570
fax +61 8 8223 4075
http://www.public-health.adelaide.edu.au/
CRICOS Provider Number 00123M
-----------------------------------------------------------
This email message is intended only for the addressee(s)
and contains information that may be confidential and/or
copyright. If you are not the intended recipient please
notify the sender by reply email and immediately delete
this email. Use, disclosure or reproduction of this email
by anyone other than the intended recipient(s) is strictly
prohibited. No representation is made that this email or
any attachments are free of viruses. Virus scanning is
recommended and is the responsibility of the recipient.
*
*   For searches and help try:
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