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st: Why do the stcox CI differ when using margins?
From
Radoslaw Panczak <[email protected]>
To
[email protected]
Subject
st: Why do the stcox CI differ when using margins?
Date
Mon, 25 Feb 2013 13:50:01 +0100
Dear Statalisters
I'm trying to understand how the margins and marginsplot work after
stcox command in Stata.
Starting with a dumb example:
webuse stan3
stset
stcox i.posttran i.surg
We can obtain following results:
------------------------------------------------------------------------------
_t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
1.posttran | 1.173034 .3444712 0.54 0.587 .6597023 2.085801
1.surgery | .3449043 .1482592 -2.48 0.013 .1485267 .8009264
------------------------------------------------------------------------------
Now, when I use
margins, over( posttran surgery )
The output is
Predictive margins Number of obs = 172
Model VCE : OIM
Expression : Relative hazard, predict()
over : posttran surgery
----------------------------------------------------------------------------------
| Delta-method
| Margin Std. Err. z P>|z| [95%
Conf. Interval]
-----------------+----------------------------------------------------------------
posttran#surgery |
0 0 | 1 . . . .
.
0 1 | .3449043 .1482592 2.33 0.020 .0543217
.6354869
1 0 | 1.173034 .3444712 3.41 0.001 .4978826
1.848185
1 1 | .4045843 .2057569 1.97 0.049 .0013083
.8078604
----------------------------------------------------------------------------------
What is puzzling me here is the fact that estimates and their Std.
errors are the same as when using stcox. However - the CI, z and p are
now different.
What is causing such behaviour?
Thank you for help,
Radek
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