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Re: st: Margins command after Cox regression
From
Yuval Arbel <[email protected]>
To
[email protected]
Subject
Re: st: Margins command after Cox regression
Date
Sat, 31 Dec 2011 06:26:24 +0200
Fred,
If you would still like to get predicted values - you can define the
variables in your model in terms of difference from the sample mean
(or from the value of variable you would like to predict), run -stcox-
and then run -predict basesurv-. Then you can use the -collapse-
command to get the projected survival rates.
I suggest you take a look at my following working paper published in
SSRN, and particularly the section that starts on page 16:
http://ssrn.com/abstract=1973326
On Fri, Dec 30, 2011 at 6:31 PM, Fred Wolfe
<[email protected]> wrote:
> Thank you.
>
> On Fri, Dec 30, 2011 at 9:54 AM, Cameron McIntosh <[email protected]> wrote:
>>
>> You might be able to get them through a different type of hazard model:
>> Kyyrä, T. (2009). Marginal Effects for Competing Risks Models with Piecewise Constant Hazards. Oxford Bulletin of Economics and Statistics, 71(4), 539–565.
>>
>> Chang, S.-H. (2004). Estimating Marginal Effects in Accelerated Failure Time Models for Serial Sojourn Times Among Repeated Events. Lifetime Data Analysis, 10(2), 175-190.
>>
>> Lo, S.M.S., & Wilke, R.A. (April 2011). A Regression Model for the Copula Graphic Estimator. University of Nottingham Discussion Paper No. 11/04. Nottingham, UK: University of Nottingham, School of Economics.http://www.nottingham.ac.uk/economics/documents/discussion-papers/11-04.pdf
>>
>> Cam
>> ----------------------------------------
>> > From: [email protected]
>> > Date: Fri, 30 Dec 2011 08:36:58 -0600
>> > Subject: Re: st: Margins command after Cox regression
>> > To: [email protected]
>> >
>> > Thanks, Maarten.
>> >
>> > Fred
>> >
>> > On Fri, Dec 30, 2011 at 8:13 AM, Maarten Buis wrote:
>> > > On Fri, Dec 30, 2011 at 1:46 PM, Fred Wolfe wrote:
>> > >> I am trying to get margins expressed in probability units rather than
>> > >> hazard ratios after Cox regression (Stata 12).
>> > >
>> > > I don't think you can. First, it is hard to define the probability in
>> > > the context of a survival analysis. Is it the probability of the event
>> > > occuring at time = 0 or at the end of the study or somewhere in
>> > > between? Second, even after you have defined what probability you
>> > > want, it is still the aim of Cox to make such statements hard. That is
>> > > not because Cox(*) is such a nasty person, but because he avoided
>> > > making assumptions on the baseline hazard and by avoiding such
>> > > assumptions it prevents you from making wrong assumptions. However,
>> > > the price you'll have to pay is that it is only a useful model if you
>> > > want to make statements on relative quantities, like the hazard ratio,
>> > > and it becomes very hard to make statements on absolute quanitties
>> > > like the hazard or the probability. That is a logical consequence of
>> > > not estimating the baseline hazard, so there is not much that can be
>> > > done about that.
>> > >
>> > > Hope this helps,
>> > > Maarten
>> > >
>> > > (*) David not Nick
>> > >
>> > > --------------------------
>> > > Maarten L. Buis
>> > > Institut fuer Soziologie
>> > > Universitaet Tuebingen
>> > > Wilhelmstrasse 36
>> > > 72074 Tuebingen
>> > > Germany
>> > >
>> > >
>> > > http://www.maartenbuis.nl
>> > > --------------------------
>> > > *
>> > > * For searches and help try:
>> > > * http://www.stata.com/help.cgi?search
>> > > * http://www.stata.com/support/statalist/faq
>> > > * http://www.ats.ucla.edu/stat/stata/
>> >
>> > *
>> > * For searches and help try:
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>> > * http://www.stata.com/support/statalist/faq
>> > * http://www.ats.ucla.edu/stat/stata/
>>
>> *
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>
>
> Fred Wolfe
> National Data Bank for Rheumatic Diseases
> Wichita, Kansas
> NDB Office +1 316 263 2125 Ext 0
> Research Office +1 316 686 9195
> [email protected]
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: [email protected]
e-mail2: [email protected]
*
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