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

[Michael McCulloch <mm@pinest.org>]

> One other problem with your earlier approach: the z test is a test 
> of the hypothesis that the coefficient = 0.  Instead (since the 
> coefficient is a hazard ratio) it ought to be testing the hypothesis 
> that the coefficient = 1.
Hmmm... That suggests there's a way to alter my code so that could be 
done! It's only out of my own inexperience (and not out of laziness) 
that I ask whether anybody might see how to change this bootstrap 
program to test the hypothesis that the coefficient = 1?
Michael

*--------------- begin code in question -----------------------

*************
* plain cox
*************
* load data and define as survival data
sysuse cancer, clear
stset studytim, failure(died)
* run cox
stcox drug

*************
* bootstrap cox
*************
* load data and define as survival data
sysuse cancer, clear
stset studytim, failure(died)

* define program
capture program drop boot_hr
	program define boot_hr, rclass

	* cox
	stcox drug
	indeplist, local
	foreach var of varlist `X' {
		return scalar `var' = exp(_b[`var'])
	}

end

* set seed for reproducibility, since bootstrap is a random sampling
set seed 12358

* run program
bootstrap drug=r(drug), reps(100): boot_hr
*--------------- end code in question -----------------------

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