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Re: st: RE: Command "margin" after Cox Regression


From   Yuval Arbel <[email protected]>
To   [email protected]
Subject   Re: st: RE: Command "margin" after Cox Regression
Date   Wed, 26 Oct 2011 18:00:01 +0200

Hi Tom and thanks for the answer.

Following your answer, the important question that bothers me,
however, is whether the command -predict(basesurv)- will be sensitive
to modifications in the values of variables:

Let me examplify. If I define, for example:

gen max_red1=max_red-20
gen max_red2=max_red-30

and then I run:

stcox max_red1
predict full1,basesurv

stcox max_red2
predict full2,basesurv
collapse (mean) full1 full2 if fail==1,by(time_index)

Does the variation from max_red1 to max_red2 modifies the calculated
survival rates?

On Wed, Oct 26, 2011 at 5:36 PM, Weichle, Thomas <[email protected]> wrote:
> Hi Yuval,
> The predict() option for -margins- specifies the response and the
> response will be the default prediction that would be produced by
> -predict- after the underlying estimation command.  For -stcox-, the
> default prediction is the hazard ratio.
>
> Based on your first margins command (margins, at(max_red=10) atmeans
> predict(nohr)), it appears as though you are predicting the hazard since
> you specified 'nohr' in the predict() option.
>
> For your second margins command (margins, at(max_red=20) atmeans
> predict(basesurv)), it appears as though you are receiving the error
> message because you specified 'basesurv' in the predict() option.
> Baseline survival is a function of time and not the beta coefficients.
>
> Tom Weichle
> Math Statistician
> Center for Management of Complex Chronic Care (CMC3)
> Hines VA Hospital, Bldg 1, C202
> 708-202-8387 ext. 24261
> [email protected]
>
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street, Haifa, Israel
e-mail: [email protected]

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