Re: st: some questions regarding stcox

[Michael McCulloch <mm@pinestreetfoundation.org>]

Moqi, here's a practical example of Maarten's strategy, in which I've  
created a randomly assigned second treatment which is independent of  
survival time (the studytim variable).


************
sysuse cancer, clear
stset studytim, failure(died)
ren drug drug1
gen drug2=1 + int(3*uniform()) // randomly assign another treatment,  
independent of survival
stcox drug1 age drug2
test drug2
************



On Jun 4, 2010, at 6:16 AM, Maarten buis wrote:

> --- On Fri, 4/6/10, XU Moqi wrote privately:
> > I'm only standing on my brain regarding the goodness of fit
> > -  Imagine I have stcox a and stcox b, how do I do the test?
>
> Note: <http://www.stata.com/support/faqs/res/statalist.html#private>
>
> It all depends on what a and b are:
>
> if a is something like x1 x2, and b is something like x1 x2 x3 x4,  
> than
> I would do something like this:
>
> stcox x1 x2 x3 x4
> test x3 x4
>
> This test the hypothesis that the coeficients fo x3 and x4 are zero.
> This hypothesis is equivalent to the model -stcox x1 x2-, so it is a
> test of model 2 versus model 1.
>
> If a and b are completely different variables then it is very hard
> (i.e. impossible) to compare the models, as the two models are not
> nested. Stata does report BICs and AICs. However, that surprises
> me a bit, as I always thought of Cox regression as not being a full
> likelihood (but a partial likelihood technique) due to the fact that
> we are not estimating the baseline hazard function. This would mean
> that the reported likelihood isn't really a likelihood, which means
> that you shouldn't be able to compute the BICs and AICs. Maybe
> somebody else can confirm that the AICs and BICs are OK after
> -stcox-?
>
> -- Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
>
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Best wishes,

Michael McCulloch, LAc MPH PhD
Pine Street Foundation
124 Pine Street
San Anselmo, CA 94960-2674
tel:	415-407-1357
fax: 	206-338-2391

*
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