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Re: st: Re: Interpretation of the Coefficients obtained via -stcox-
From
Yuval Arbel <[email protected]>
To
statalist <[email protected]>
Subject
Re: st: Re: Interpretation of the Coefficients obtained via -stcox-
Date
Sun, 9 Sep 2012 16:18:40 +0300
Dear statalisters,
I ask this question because I noted that on one hand some scholars,
who applied the Cox Regression, seems to avoid a direct
interpretation of the coefficients obtained via this procedure. It
occurred to me there might be a resemblance to -probit-, which does
not yield the coefficient in terms of marginal probabilities (as
opposed to
-dprobit-).
On the other hand, if we take a look at the model's specification
according to stata's manual:
h(t) = h0(t) exp( b1x1 +... + bkxk)
and derive the term d(h(t))/d(xk), we get:
d(h(t))/d(xk)=h0(t) exp( b1x1 +... + bkxk)bk=h(t)bk
and then: bk=[dh(t)/h(t)]/d(xk) implying a percent chance on the
hazard to survive in the numerator.
I wonder am I correct here?
On Sun, Sep 9, 2012 at 9:26 AM, Yuval Arbel <[email protected]> wrote:
> 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]
> *
> * 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/
--
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: [email protected]
e-mail2: [email protected]
*
* 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/