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RE: st: Margins command after Cox regression


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Margins command after Cox regression
Date   Fri, 30 Dec 2011 10:54:34 -0500

You might be able to get them through a different type of hazard model:
Kyyrä, T. (2009). Marginal Effects for Competing Risks Models with Piecewise Constant Hazards. Oxford Bulletin of Economics and Statistics, 71(4), 539–565.

Chang, S.-H. (2004). Estimating Marginal Effects in Accelerated Failure Time Models for Serial Sojourn Times Among Repeated Events. Lifetime Data Analysis, 10(2), 175-190.

Lo, S.M.S., & Wilke, R.A. (April 2011). A Regression Model for the Copula Graphic Estimator. University of Nottingham Discussion Paper No. 11/04. Nottingham, UK: University of Nottingham, School of Economics.http://www.nottingham.ac.uk/economics/documents/discussion-papers/11-04.pdf

Cam
----------------------------------------
> From: fwolfe@arthritis-research.org
> Date: Fri, 30 Dec 2011 08:36:58 -0600
> Subject: Re: st: Margins command after Cox regression
> To: statalist@hsphsun2.harvard.edu
>
> Thanks, Maarten.
>
> Fred
>
> On Fri, Dec 30, 2011 at 8:13 AM, Maarten Buis  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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