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


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 -----------------------






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