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RE:st: confidence intervals of predicted risk after stcox
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[email protected]
To
[email protected]
Subject
RE:st: confidence intervals of predicted risk after stcox
Date
Sat, 27 Oct 2012 12:10:52 +0200
Many thanks to Steve Samuels for the replay.
My problems are:
1. If I gen survival probability and not risk, the upper and lower
limits of CI seem inverted:
gen survlb15 = base15^exp(lb)
gen survub15 = base15^exp(ub)
gen surv15 = base15^exp(xb)
sum survlb15 surv15 survub15
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
survlb15 | 48 .7716674 .2110915 .381534 .9887756
surv15 | 48 .5276728 .343838 .0012602 .9593767
survub15 | 48 .2910488 .3057171 8.11e-21 .8586743
2. To compare the survival result at 15 months obtained in subjects
with age40 = 20 and drug = 3, I used the Stata command survci
(-survci- SJ11-4: st0217_1 ? initially written by Yulia Marchenko of
StataCorp and thereafter adjourned by Matthew Cefalu (The Stata
Journal (2011), Number 1, pp. 64?81 Pointwise confidence intervals
for the covariate-adjusted survivor function in the Cox model).
The code I used is:
survci, at(age40=20 drug=3) outfile(age20_drug3).
The results of survci at 15 months are:
_t _d _surv _se _lb _ub
15 1 .85324285 .07846486 .6101214 .95029744
Those of my code are the same as regard surv15 but very different as
regard the confidence intervals (lower and upper)
surv15 survlb15 survub15
.8532429 .9722255 4089079
Where is my mistake?
Thanks for your consideration.
Mario Petretta
Dpt. of Internal Medicine, Cardiology and Heart Surgery
Naples University Federico II -Italy
--------------------------------------------
Date: Fri, 26 Oct 2012 17:15:04 -0400
From: Steve Samuels <[email protected]>
Subject: Re: st: confidence intervals of predicted risk after stcox
Mario, when I run your code, and sum the new variables, I get:
Variable | Obs Mean Std. Dev. Min Max
- -------------+--------------------------------------------------------
lb15 | 48 .2283326 .2110915 .0112244 .6184661
risk15 | 48 .4723272 .343838 .0406233 .9987398
ub15 | 48 .7089512 .3057171 .1413257 1
I see nothing strange about them. What is it that does not make sense to you?
Steve
On Oct 26, 2012, at 6:45 AM, [email protected] wrote:
Hi all,
I use Stata/IC 12.1 for Windows (32-bit).
I run a Cox model to calculate for each patient the predicted probability
of event at 15 months, using predict xb, predict basesurv and adjiusting
the baseline risk
webuse cancer, clear
gen age40=age-40
stcox age40 i.drug
predict xb, xb
predict basesurv, basesurv
sum basesurv if _t<16
scalar base15 = r(min)
gen risk15 = 1 - base15^exp(xb)
I ask if it is possible to have also the 95% confidence intervals of these
estimate.
I try:
predict se_xb, stdp
gen lb = xb - invnormal(0.975)*se_xb
gen ub = xb + invnormal(0.975)*se_xb
gen lb15 = 1 - base15^exp(lb)
gen ub15 = 1 - base15^exp(ub)
but the results seems do not have sense.
Thanks for your consideration.
Mario Petretta
Dpt. of Internal Medicine, Cardiology and Heart Surgery
Naples University Federico II -Italy
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