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st: Residuals of a Cox regression?


From   Stata Chris <[email protected]>
To   [email protected]
Subject   st: Residuals of a Cox regression?
Date   Thu, 9 Dec 2010 15:00:44 +0100

Dear all,

I would like to plot the "residuals" of a Cox regression, but when I
type -predict resid, residuals- after -stcox- Stata tells me that the
option is not allowed here.
Indeed it is also not clear how I could compute the residuals manually
by subtracting the predicted outcome (which is a hazard ratio) from
the actual outcome, since I'm not sure how to boil the outcome down to
a single number (except maybe the realized duration?).

Yet since Cox regression like any estimation has an error term, it
should be possible to say what this error term is for each
observation?

Thanks a lot for your thoughts on this,
Chris
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