Re: st: Residuals of a Cox regression?

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

Dear Chris

  I would suggest having a look at

http://www.ats.ucla.edu/stat/Stata/examples/asa/asastata6.htm

  and perhaps recommend the book as well (if you do not have a good book on survival 
analysis). While it is true that survival analysis is a form of regression analysis and 
one can use one's logic to generalize some ideas to it... at the same time, survival 
analysis is very very different from traditional regression and I think it would be hard 
and perilous to try and apply it without good guidance from a good book.

I hope that helps,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-12-09 6.00 AM, Stata Chris wrote:
> 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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