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Re: st: RE: confidence intervals for lowess plot


From   "Jacki Buros" <jburos@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: confidence intervals for lowess plot
Date   Fri, 13 Oct 2006 11:30:20 -0400

Enzo,

-running- will probably suit your needs, but because this is not
exactly the same thing as lowess it's worth noting that I have a
slightly modified form of lowess.ado that uses either the SE from the
regression or bootstrapping to generate\plot the CI about the point
estimates.

I don't know how valid the approach is statistically -- to date we
have only used it in-house -- but I'd be happy to share the code if it
would be of use.

Jacki

On 10/13/06, Maarten Buis <M.Buis@fsw.vu.nl> wrote:
Enzo:
-running- (see: -findit running-) will produce pointwise
confidence intervals.

*----------- begin example ---------
sysuse cancer, clear
stset studytime, failure(died)
xi: stcox i.drug age, sca(sca*)
running sca3 _t, ci
*------------ end example ----------

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

--- enzo.coviello@alice.it wrote:
> I am fitting a Cox regression model and want to check
> ph assumption using a lowees smooth of the scaled
> Schoenfeld residual (estat phtest).

> I ask you if there is a way to plot also a pointwise
> confidence interval for the smoothed valued of the
> Shoenfeld residuals. It could be useful to assess if
> the ph assumption hold checking if the confidence
> intervals contain a constant hazard ratio.



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