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From |
Fred Wolfe <fwolfe@arthritis-research.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Margins command after Cox regression |

Date |
Sat, 31 Dec 2011 06:20:06 -0600 |

Thanks, will do! Fred On Fri, Dec 30, 2011 at 10:26 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: > > Fred, > > If you would still like to get predicted values - you can define the > variables in your model in terms of difference from the sample mean > (or from the value of variable you would like to predict), run -stcox- > and then run -predict basesurv-. Then you can use the -collapse- > command to get the projected survival rates. > > I suggest you take a look at my following working paper published in > SSRN, and particularly the section that starts on page 16: > > http://ssrn.com/abstract=1973326 > > > > On Fri, Dec 30, 2011 at 6:31 PM, Fred Wolfe > <fwolfe@arthritis-research.org> wrote: > > 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 > >> > > -------------------------- > >> > > * > >> > > * For searches and help try: > >> > > * http://www.stata.com/help.cgi?search > >> > > * http://www.stata.com/support/statalist/faq > >> > > * http://www.ats.ucla.edu/stat/stata/ > >> > > >> > * > >> > * For searches and help try: > >> > * http://www.stata.com/help.cgi?search > >> > * http://www.stata.com/support/statalist/faq > >> > * http://www.ats.ucla.edu/stat/stata/ > >> > >> * > >> * For searches and help try: > >> * http://www.stata.com/help.cgi?search > >> * http://www.stata.com/support/statalist/faq > >> * http://www.ats.ucla.edu/stat/stata/ > > > > > > 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 > > > > * > > * For searches and help try: > > * http://www.stata.com/help.cgi?search > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > -- > Dr. Yuval Arbel > School of Business > Carmel Academic Center > 4 Shaar Palmer Street, > Haifa 33031, Israel > e-mail1: yuval.arbel@carmel.ac.il > e-mail2: yuval.arbel@gmail.com > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Margins command after Cox regression***From:*Fred Wolfe <fwolfe@arthritis-research.org>

**Re: st: Margins command after Cox regression***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Margins command after Cox regression***From:*Fred Wolfe <fwolfe@arthritis-research.org>

**RE: st: Margins command after Cox regression***From:*Cameron McIntosh <cnm100@hotmail.com>

**Re: st: Margins command after Cox regression***From:*Fred Wolfe <fwolfe@arthritis-research.org>

**Re: st: Margins command after Cox regression***From:*Yuval Arbel <yuval.arbel@gmail.com>

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