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Re: st: Suest and Cox regression


From   "Richard T. Campbell" <dcamp@uic.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Suest and Cox regression
Date   Wed, 28 Jul 2010 11:23:58 -0500

Thanks Steve, you are, of course, course correct.
But is this not true also for -streg-? And -suest- works nicely
after streg. I guess I don't understand why -stcox- should be
any different but there is obviously something I am missing here.

At 11:00 AM 7/28/2010, Steve Samuals wrote:
I'm not expert in the theory of -suest-, but after looking at the
equations in the manual entry, here's my guess: -suest- works when the
program computes a score for each observation that is a function of
the regression coefficients and of the observation's data.  In Cox
regression, the score is _also_ a function of a random parameter  that
depends on who is in the observation's final risk set.

Steve






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