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Re: st: Confidence interval_adjusted survival functions


From   Steve Samuels <[email protected]>
To   [email protected]
Subject   Re: st: Confidence interval_adjusted survival functions
Date   Thu, 10 Jun 2010 09:38:19 -0400

There is no way to do this in Stata that I know of (there is in R).
Such an interval would have to reflect
a)  variability due to estimating the coefficients.
b)  variability due to estimating the baseline curve.

It is easy to come up with "limits" that ignore b, but the only
information they provide is that a valid CI would be wider.

If I had to try to do this in Stata, I would probably start with the
contributed package -stpm2-  and bootstrap the estimated curves at
selected points.

Steve

Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783



On Thu, Jun 10, 2010 at 3:31 AM, Sanam P <[email protected]> wrote:
> Dear statalist
>
> I was wondering whether there is any way to calculate variance (or confidence interval) of adjusted survival curves (calculated using stcurve after fitting cox model) at few time points, in stata?
>
> Many thanks in advance,
> sanam
>
>

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