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Re: st: Residuals of a Cox regression?


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Residuals of a Cox regression?
Date   Thu, 09 Dec 2010 06:20:41 -0800

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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