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From |
Michael McCulloch <mm@pinest.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: stcox output: p-value and CI don't agree |

Date |
Tue, 7 Aug 2007 20:26:19 -0700 |

Finally, if you estimated the hazard ratio in -stcox- the header would be "Observed Haz. Ratio", not "Observed coefficient".Thank you Philip, but with all due respect I promise it's the hazard ratio that is returned. The following is the code I used, but for the purpose of this question, applied to the Stata system data file <cancer.dta>. Note that the plain -stcox- and bootstrapped -Cox- have the same effect size, but a different header.

My question is this: in the case where Cox proportional hazards regression results in apparently contradictory p-value and 95% CI, what steps would one follow to investigate this observed result?

I'd appreciate any strategy pointers that anybody might have.

Thank you!

Michael

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

*************

* plain cox

*************

* load data and define as survival data

sysuse cancer, clear

stset studytim, failure(died)

* run cox

stcox drug

*************

* bootstrap cox

*************

* load data and define as survival data

sysuse cancer, clear

stset studytim, failure(died)

* define program

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 for reproducibility, since bootstrap is a random sampling

set seed 12358

* run program

bootstrap drug=r(drug), reps(100): boot_hr

*--------------- end code in question -----------------------

*

* For searches and help try:

* http://www.stata.com/support/faqs/res/findit.html

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* http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: stcox output: p-value and CI don't agree***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

**Re: st: stcox output: p-value and CI don't agree***From:*Philip Ryan <philip.ryan@adelaide.edu.au>

**Re: st: stcox output: p-value and CI don't agree***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

**References**:**st: stcox output: p-value and CI don't agree***From:*Michael McCulloch <mm@pinest.org>

**Re: st: stcox output: p-value and CI don't agree***From:*Philip Ryan <philip.ryan@adelaide.edu.au>

**Re: st: stcox output: p-value and CI don't agree***From:*Michael McCulloch <mm@pinest.org>

**Re: st: stcox output: p-value and CI don't agree***From:*Philip Ryan <philip.ryan@adelaide.edu.au>

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