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Re: st: stcox output: p-value and CI don't agree
Richard asked:
*--------------- begin code in question -----------------------
*************
* plain cox
*************
* load data and define as survival data
sysuse cancer, clear
stset studytim, failure(died)
* run cox
stcox drug
Could you show us this part of the output using your own data?
------------------------------------------------------------------------------
_t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
tcm | .7746256 .3025034 -0.65 0.513 .3603167 1.665326
------------------------------------------------------------------------------
Also show the results for
stcox drug, nohr
I believe the z value is based on the coefficient and its standard
error, whether nohr is specified or not.
------------------------------------------------------------------------------
_t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
tcm | -.2553755 .3905156 -0.65 0.513 -1.020772 .5100211
------------------------------------------------------------------------------
* cox
stcox drug
indeplist, local
Note that -indeplist- needs to be installed; you can get it from SSC.
* run program
bootstrap drug=r(drug), reps(100): boot_hr
I wonder if there is some bug in Stata here? Even though Stata
labels it as the "Observed coefficient" it is indeed the hazard
ratio that is being reported. But, unlike the non-bootstrapped
results, the z-value seems to be based on the hazard ratio rather
than the coefficient. It looks to me like Stata thinks the hazard
ratio really is the coefficient and is doing its calculations of z,
etc. incorrectly.
In short, my theory is that, when bootstrapping, Stata is getting
confused and reporting incorrect results. Alas, the alternative
hypothesis, that I am the one getting confused, may be equally
plausible. But, the results from the bootstrapped and
non-bootstrapped runs do not seem consistent; the labeling of
results is different and the calculations of the z values also seem
to be different.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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