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Re: st: Re: Cox regression - model comparison
From
Janet Hill <[email protected]>
To
[email protected]
Subject
Re: st: Re: Cox regression - model comparison
Date
Thu, 3 Feb 2011 14:57:46 +0000 (GMT)
Thank you very much. I had not appreciated how useful -coeflegend- was.
Janet
--- On Thu, 3/2/11, Maarten buis <[email protected]> wrote:
> From: Maarten buis <[email protected]>
> Subject: Re: st: Re: Cox regression - model comparison
> To: [email protected]
> Date: Thursday, 3 February, 2011, 14:48
> --- On Thu, 3/2/11, Janet Hill
> wrote:
> > I am attempting to use Cox's regression for the
> situation
> > where there are 2 main factors and a possible
> interaction.
> > I wanted to see if the interaction term was
> significant but
> > I cannot use lrtest with the robust option.
>
> In those cases you use -test-, to test the hypothesis that
> the
> interaction terms are all simultaneously zero. The tricky
> part
> is that you need to know how the Stata calls the
> intereffects,
> which is where the -coeflegend- option can be useful.
>
> Below is an example with one factor and one continous
> variable
> because that is what is in the example dataset, but the
> logic
> is the same.
>
> *------------ begin example --------------
> sysuse cancer
> stset studytime, failure(died)
> stcox i.drug##c.age
>
> // to use -test- we need to know how
> // Stata calls the interaction terms
> // you can get a list of these names
> // by replaying the last regression
> // witht he -coeflegend- option
> stcox , coefl
>
> // test whether the interaction effects
> // are zero.
> test 2.drug#c.age = 3.drug#c.age = 0
> *--------------- end example ---------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
>
> *
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> * http://www.stata.com/help.cgi?search
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>
*
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