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st: Properly specifying orthogonal contrasts after -stcox-


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Properly specifying orthogonal contrasts after -stcox-
Date   Mon, 15 Dec 2003 23:05:02 +0900

I'm interested in testing linear contrasts between coefficients for three 
treatment groups, Groups 1, 2 and 3 after Cox proportional hazards regression.  
For example, as part of a set of orthogonal contrasts, I would like to compare 
Group 3 to the average of Groups 1 and 2.  

For linear regression, if trt is the treatment variable, and dep the dependent 
variable, I could -xi: regress dep i.trt-, and then -lincom 0.5 * _b[_cons] + 
0.5 * (_b[_cons] + _b[_Itrt_2]) - (_b[_cons] + _b[_Itrt_3])- to test the linear 
combination of coefficients, (0.5 * Group 1) + (0.5 * Group 2) - (1 * Group 3) 
= 0.  -stcox- doesn't provide a _cons term for this -lincom- syntax.  

Stata reports that, with collection of terms, this linear combination becomes 
.5 _Itrt_2 - _Itrt_3 = 0.  Question:  am I therefore testing the analogous 
hypothesis after -xi: stcox i.trt- when I enter -lincom 0.5 * _b[_Itrt_2] - 
_b[_Itrt_3]- (with or without the -hr- option)?  

-stcox- allows -lincom-, but should I be thinking of the contrast in terms of 
-nlcom-?  There are no time-varying covariates in this particular model, and 
the dataset has been -stset- appropriately.

Joseph Coveney


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