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Re: st: Residuals of a Cox regression?


From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: st: Residuals of a Cox regression?
Date   Fri, 10 Dec 2010 11:31:17 -0500

--

"Stata Chris": A recent post by Maarten reminded me that you are not following list practice about anonymous names.

FAQ Section 2.1.3
"• It is long-standing practice on Statalist that most members, especially the most active members who supply a large fraction of the answers, post using their real names. This is one of the ways in which we show respect to others. So we discourage you from posting from behind fake names or identifiers. Such handles are particularly objectionable if they include the word “Stata” in some way. Please note that many members are less inclined to answer anonymous emails, sometimes to the point of ignoring them on principle. These choices are personal, but your chances of eliciting a good reply are greatly diminished if you write and conceal your identity. Conversely, if you decide just to watch and read on the list, your email identity remains entirely up to you."


Steve Samuels
[email protected]

On 2010-12-09 6.00 AM, Stata Chris wrote:
Dear all,

I would like to plot the "residuals" of a Cox regression, but when I
type -predict resid, residuals- after -stcox- Stata tells me that the
option is not allowed here.
Indeed it is also not clear how I could compute the residuals manually
by subtracting the predicted outcome (which is a hazard ratio) from
the actual outcome, since I'm not sure how to boil the outcome down to
a single number (except maybe the realized duration?).

Yet since Cox regression like any estimation has an error term, it
should be possible to say what this error term is for each
observation?

Thanks a lot for your thoughts on this,
Chris
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