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


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: stcox output: p-value and CI don't agree
Date   Wed, 08 Aug 2007 01:12:24 -0500

At 12:05 AM 8/8/2007, Michael McCulloch wrote:
Thank you Richard. Yes, I do need to run the analysis within my bootstrap program, and not using the bootstrap prefix or -vce(bootstrap)- option after -stcox-. The reason for that is that the data are -stset- using -iweights-.
I suspect Ryan has nailed it then: bootstrap _b[drug] rather than exp(_b[drug]) and exponentiate the reported coefficient, the lower limit and the upper limit as the final step.

Interesting problem. I've learned a few things tonight from your questions and Ryan's answers.



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Richard Williams, Notre Dame Dept of Sociology
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