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Re: st: Margins command after Cox regression


From   Fred Wolfe <fwolfe@arthritis-research.org>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Margins command after Cox regression
Date   Fri, 30 Dec 2011 08:36:58 -0600

Thanks, Maarten.

Fred

On Fri, Dec 30, 2011 at 8:13 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Fri, Dec 30, 2011 at 1:46 PM, Fred Wolfe  wrote:
>> I am trying to get margins expressed in probability units rather than
>> hazard ratios after Cox regression (Stata 12).
>
> I don't think you can. First, it is hard to define the probability in
> the context of a survival analysis. Is it the probability of the event
> occuring at time = 0 or at the end of the study or somewhere in
> between? Second, even after you have defined what probability you
> want, it is still the aim of Cox to make such statements hard. That is
> not because Cox(*) is such a nasty person, but because he avoided
> making assumptions on the baseline hazard and by avoiding such
> assumptions it prevents you from making wrong assumptions. However,
> the price you'll have to pay is that it is only a useful model if you
> want to make statements on relative quantities, like the hazard ratio,
> and it becomes very hard to make statements on absolute quanitties
> like the hazard or the probability. That is a logical consequence of
> not estimating the baseline hazard, so there is not much that can be
> done about that.
>
> Hope this helps,
> Maarten
>
> (*) David not Nick
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
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