Re: st: Dfbeta in Cox regression post-estimation with Stata 10.1

[Steve Samuels <sjsamuels@gmail.com>]

Use -jackknife- to calculate dfbeta from first principles:

b_i = coefficient, omitting observation i from analysis:

Jackknife Pseudo-value : v_i = n*b - (n-1)*b_i

dfbeta_i = (b - b_i)/se(b)

      = (v_i - b)/(se(b)*(n-1))

This is a direct calculation. The values issued by
later versions of Stata after -stcox- are approximations.

*************CODE BEGINS*************
sysuse auto, clear
stset length

version 10

jackknife _b[turn] , keep: stcox turn
stcox turn
gen  dfbjack1 =  ///
  (1/(_se[turn])*(_jk_1 - _b[turn])/(e(N)-1))

version 12.1

stcox turn
predict  dfbcox* ,dfbeta
corr dfb*

**************CODE ENDS**************

Steve
sjsamuels@gmail.com


On Feb 25, 2012, at 6:57 AM, Annibale Cois wrote:

I need to calculate dfbeta statistics for Cox proportional Hazard
Models. Stata 10 does not allow directly to calculate them (Stata 11
does, conversely).
Does anyone know if there is a way to do the same (indirectly) in Stata 10?

Thanks for any help!

Annibale Cois
UCT School Of Public Health
(Master Student)
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