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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   Wed, 8 Aug 2007 16:13:34 -0700

Thank you Jeff! Two follow-up questions if I may:

The p-values in the tables reported by Stata's estimation commands,
including -bootstrap-, are always for tests against zero.  -stcox- reports
exponentiated coefficients (hazard ratios) by default, but the reported
tests are of the null hypotheses that the true underlying coefficients are
zero.
Can either command be specified to test against the value of one?


	The -force- option of -bootstrap- accomplishes the above, but I must
	strongly warn that it is the user's responsibility to verify that
	resampling observations and using the weights associated with the
	resampled observations is appropriate.
Are there guidelines or examples for implementing this?

Best wishes,

--

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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