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From |
Michael McCulloch <mm@pinestreetfoundation.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: some questions regarding stcox |

Date |
Fri, 4 Jun 2010 12:18:25 -0700 |

************ sysuse cancer, clear stset studytim, failure(died) ren drug drug1

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,thanI 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 -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**RE: st: some questions regarding stcox***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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