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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
Subject   Re: st: stcox output: p-value and CI don't agree
Date   Wed, 08 Aug 2007 01:44:15 -0500

At 12:12 AM 8/8/2007, Michael McCulloch wrote:

Also show the results for

stcox drug, nohr

I believe the z value is based on the coefficient and its standard error, whether nohr is specified or not.
------------------------------------------------------------------------------
_t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
tcm | -.2553755 .3905156 -0.65 0.513 -1.020772 .5100211
------------------------------------------------------------------------------
No paradoxes in these results; this is along the lines of what I expected. Again, I think Ryan has both diagnosed the problem and come up with the solution.

One other problem with your earlier approach: the z test is a test of the hypothesis that the coefficient = 0. Instead (since the coefficient is a hazard ratio) it ought to be testing the hypothesis that the coefficient = 1.


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Richard Williams, Notre Dame Dept of Sociology
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