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Re: st: Margins command after Cox regression


From   Fred Wolfe <[email protected]>
To   [email protected]
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 <[email protected]> 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
> <[email protected]> wrote:
> > Thank you.
> >
> > On Fri, Dec 30, 2011 at 9:54 AM, Cameron McIntosh <[email protected]> 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: [email protected]
> >> > Date: Fri, 30 Dec 2011 08:36:58 -0600
> >> > Subject: Re: st: Margins command after Cox regression
> >> > To: [email protected]
> >> >
> >> > 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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> >>
> >> *
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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
> > [email protected]
> >
> > *
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>
>
>
> --
> Dr. Yuval Arbel
> School of Business
> Carmel Academic Center
> 4 Shaar Palmer Street,
> Haifa 33031, Israel
> e-mail1: [email protected]
> e-mail2: [email protected]
>
> *
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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
[email protected]

*
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