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st: different results for bootstrap Cox regression with vs. without -parmby-


From   Michael McCulloch <mm@pinest.org>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: different results for bootstrap Cox regression with vs. without -parmby-
Date   Thu, 16 Nov 2006 15:54:52 -0800

Hello,
I have run the same Cox regression analysis with and without -parmby-, with
different results. The point estimate is the same, but the bootstrap
standard errors differ. Can anybody suggest why this would happen?

without -parmby-
. stcox tcm if stageII==1

No. of subjects =   65.6225431                     Number of obs   =        33
No. of failures =   65.6225431
Time at risk    =  3532.264538
                                                                    Wald
chi2(1)    =      0.66
Log likelihood  =   -214.28476                     Prob > chi2     =    0.4154
------------------------------------------------------------------------------
              |   Observed   Bootstrap                         Normal-based
           _t | Haz. Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          tcm |   .7248583   .2863995    -0.81   0.415     .3341442    1.572433
------------------------------------------------------------------------------


with -parmby-
. parmby "bootstrap, reps(1000): stcox tcm if stageII==1", ///
         label command eform saving(tf_unst_II, replace) idnum(411)
idstr(Stage II) for(estimate min95 max95 %8.2f p %8.3f) ///
         stars(0.05 0.01 0.001 0.0001) ///
         list(idnum idstr parm label estimate min95 max95 p stars if
parmseq==1, clean noobs)
No. of subjects =   65.6225431                     Number of obs   =        33
No. of failures =   65.6225431
Time at risk    =  3532.264538
                                                    Wald chi2(1)    =      0.79
Log likelihood  =   -214.28476                     Prob > chi2     =    0.3750

------------------------------------------------------------------------------
              |   Observed   Bootstrap                         Normal-based
           _t | Haz. Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          tcm |   .7248583   .2629041    -0.89   0.375     .3560612    1.475644
------------------------------------------------------------------------------




Best wishes,
Michael


____________________________________

Michael McCulloch
Pine Street Clinic
Pine Street Foundation
124 Pine Street, San Anselmo, CA 94960-2674
tel     415.407.1357
fax     415.485.1065
email:  mm@pinest.org
web:    www.pinest.org
         www.pinestreetfoundation.org
         www.medepi.net/meta





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