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Re: st: Capability of the margins command
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Capability of the margins command
Date
Sun, 18 Aug 2013 09:51:04 +0200
Cox regression is a semi-parametric approach in that it does not
estimate the baseline hazard function. This is a strength in that you
cannot make a mistake in something you don't model, but it is also a
weakness in that it makes it hard to draw conclusions on anything
other than the hazard ratio. So, it unfortunately fits the logic of
Cox regression that it does not work well with commands like
-margins-. I don't say that what -margins- produces is wrong, I
suspect that it just does not mean what you think it means. To see
what is exactly predicted you will have to look at the predictions in
-help stcox_postestimation-. I doubt however that it will give you
what you want.
-- Maarten
On Fri, Aug 16, 2013 at 11:11 PM, Kai Huang <[email protected]> wrote:
> Dear all,
>
> The help file of --margins-- command has the following description:
>
> "The margins command estimates margins of responses for specified values of covariates and presents the results as a table.
>
> Capabilities include estimated marginal means, least-squares means, average and conditional marginal and partial effects (which may be reported as derivatives or as elasticities),
> average and conditional adjusted predictions, and predictive margins."
>
> I would like to ask whether --margins-- is capable of estimating the marginal effects of the estimates generated from --stcox--. I have tried and found that the magnitude of the results are very different from those generated in hazard ratios from --stcox--.
>
>
> Thank you very much in advance.
>
> Best regards,
> Kai Huang
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--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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