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Re: st: Dfbeta in Cox regression post-estimation with Stata 10.1
From
Annibale Cois <[email protected]>
To
[email protected]
Subject
Re: st: Dfbeta in Cox regression post-estimation with Stata 10.1
Date
Sun, 26 Feb 2012 21:16:27 +0200
Thank you so much, Steve.
It helps a lot.
Annibale
On 26 February 2012 16:47, Steve Samuels <[email protected]> wrote:
>
>
>
> Use -jackknife- to calculate dfbeta from first principles:
>
> b_i = coefficient, omitting observation i from analysis:
>
> Jackknife Pseudo-value : v_i = n*b - (n-1)*b_i
>
> dfbeta_i = (b - b_i)/se(b)
>
> = (v_i - b)/(se(b)*(n-1))
>
> This is a direct calculation. The values issued by
> later versions of Stata after -stcox- are approximations.
>
> *************CODE BEGINS*************
> sysuse auto, clear
> stset length
>
> version 10
>
> jackknife _b[turn] , keep: stcox turn
> stcox turn
> gen dfbjack1 = ///
> (1/(_se[turn])*(_jk_1 - _b[turn])/(e(N)-1))
>
> version 12.1
>
> stcox turn
> predict dfbcox* ,dfbeta
> corr dfb*
>
> **************CODE ENDS**************
>
> Steve
> [email protected]
>
>
> On Feb 25, 2012, at 6:57 AM, Annibale Cois wrote:
>
> I need to calculate dfbeta statistics for Cox proportional Hazard
> Models. Stata 10 does not allow directly to calculate them (Stata 11
> does, conversely).
> Does anyone know if there is a way to do the same (indirectly) in Stata
> 10?
>
> Thanks for any help!
>
> Annibale Cois
> UCT School Of Public Health
> (Master Student)
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