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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 10:31:43 -0600

Thank you.

On Fri, Dec 30, 2011 at 9:54 AM, Cameron McIntosh <cnm100@hotmail.com> wrote:
>
> 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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> >
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Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
NDB Office +1 316 263 2125 Ext 0
Research Office +1 316 686 9195
fwolfe@arthritis-research.org

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