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st: stcox: negative HR when used in bootstrap


From   Michael McCulloch <mm@pinest.org>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: stcox: negative HR when used in bootstrap
Date   Tue, 7 Aug 2007 11:39:34 -0700

Hello,
I'm puzzling over why the same stcox argument would return a negative HR value when bootstrapped. Any comments or critique would be welcomed!

*--------------- begin code in question -----------------------

sysuse cancer, clear
stset studytim, failure(died)
stcox drug

sysuse cancer, clear
stset studytim, failure(died)
capture program drop boot_hr
program define boot_hr, rclass

* cox
stcox drug
indeplist, local
foreach var of varlist `X' {
return scalar `var' = exp(_b[`var'])
}

end
set seed 12358
bootstrap, reps(100): boot_hr
*--------------- end code in question -----------------------

--

Michael McCulloch
Pine Street Foundation
124 Pine St., San Anselmo, CA 94960-2674
Tel: (415) 407-1357
Fax: (415) 485-1065
mcculloch@pinestreetfoundation.org
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