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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Suest and Cox regression |

Date |
Wed, 28 Jul 2010 12:56:47 -0400 |

Richard, it is not true of -streg-, because that command is based on standard likelihood theory. To give a familiar example, in multiple linear regression, if the error term is assumed to have a Gaussian distribution, the likelihood score for an observation is its residual: a function of its y, x's and the estimated betas. The equations for forming the covariance matrices in -suest- (see the manual) don't work for -stcox- because of the non-standard scores. Steve On Wed, Jul 28, 2010 at 12:23 PM, Richard T. Campbell <dcamp@uic.edu> wrote: > 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 >> > > > > > > * > * 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/ > -- Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 * * 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**:**st: Suest and Cox regression***From:*"Richard T. Campbell" <dcamp@uic.edu>

**Re: st: Suest and Cox regression***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: Suest and Cox regression***From:*"Richard T. Campbell" <dcamp@uic.edu>

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