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st: Re: Interpretation of the Coefficients obtained via -stcox-


From   Yuval Arbel <[email protected]>
To   statalist <[email protected]>
Subject   st: Re: Interpretation of the Coefficients obtained via -stcox-
Date   Sat, 8 Sep 2012 23:26:47 -0700

Dear statalisters,

I appreciate very much your answer to this question.

I'm attaching below the estimation results of -stcox-.

Do they imply that if we increase mean_reduct by 1 unit the hazard to
survival increase by 3.83 percent?

. stcox mean_reduct reductcurrent_mean_reduct rent_net8
diff_stdmadadarea permanentincomeestimate82 diff_mortgage
appreciation if nachut==0 & nachutspouse==0 & diff_per>=-5 &
diff_per<=5,nohr

         failure _d:  fail == 1
   analysis time _t:  time_index
                 id:  appt

Iteration 0:   log likelihood = -56991.691
Iteration 1:   log likelihood = -54168.973
Iteration 2:   log likelihood = -53930.527
Iteration 3:   log likelihood = -53916.083
Iteration 4:   log likelihood = -53915.926
Iteration 5:   log likelihood = -53915.926
Refining estimates:
Iteration 0:   log likelihood = -53915.926

Cox regression -- Breslow method for ties

No. of subjects =         7191                     Number of obs   =    324499
No. of failures =         7191
Time at risk    =       351446
                                                   LR chi2(7)      =   6151.53
Log likelihood  =   -53915.926                     Prob > chi2     =    0.0000

------------------------------------------------------------------------------
          _t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
 mean_reduct |   .0382773   .0006943    55.13   0.000     .0369165    .0396382
reductcurr~t |   .0282488   .0007893    35.79   0.000     .0267018    .0297958
   rent_net8 |   .0018389   .0001947     9.45   0.000     .0014573    .0022204
diff_stdma~a |  -.5076186   .0579597    -8.76   0.000    -.6212176   -.3940197
permanent~82 |  -.0005113   .0000862    -5.93   0.000    -.0006803   -.0003423
diff_mortg~e |  -7.715171    1.23864    -6.23   0.000    -10.14286   -5.287481
appreciation |   10.94379   3.632834     3.01   0.003     3.823562    18.06401
------------------------------------------------------------------------------


On Tue, Aug 21, 2012 at 1:14 AM, Yuval Arbel <[email protected]> wrote:
> Dear Statalisters,
>
> According to stata manual the command -stcox- estimates the following model:
>
> h(t) = h0(t) exp( b1x1 +...  + bkxk)
>
> where h(t) is the hazard to survival.
>
> Can I infer from this specification that bk in its original form
> (nohr) measures the percent change of the hazard to survive with
> respect to xk?
>
>
> --
> Dr. Yuval Arbel
> School of Business
> Carmel Academic Center
> 4 Shaar Palmer Street,
> Haifa 33031, Israel
> e-mail1: [email protected]
> e-mail2: [email protected]



-- 
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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