Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Yuval Arbel <yuval.arbel@gmail.com> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Re: Interpretation of the Coefficients obtained via -stcox- |

Date |
Sun, 9 Sep 2012 16:18:40 +0300 |

Dear statalisters, I ask this question because I noted that on one hand some scholars, who applied the Cox Regression, seems to avoid a direct interpretation of the coefficients obtained via this procedure. It occurred to me there might be a resemblance to -probit-, which does not yield the coefficient in terms of marginal probabilities (as opposed to -dprobit-). On the other hand, if we take a look at the model's specification according to stata's manual: h(t) = h0(t) exp( b1x1 +... + bkxk) and derive the term d(h(t))/d(xk), we get: d(h(t))/d(xk)=h0(t) exp( b1x1 +... + bkxk)bk=h(t)bk and then: bk=[dh(t)/h(t)]/d(xk) implying a percent chance on the hazard to survive in the numerator. I wonder am I correct here? On Sun, Sep 9, 2012 at 9:26 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote: > Dear statalisters, > > I appreciate very much your answer to this question. > > I'm attaching below the estimation results of -stcox-. > > Do they imply that if we increase mean_reduct by 1 unit the hazard to > survival increase by 3.83 percent? > > . stcox mean_reduct reductcurrent_mean_reduct rent_net8 > diff_stdmadadarea permanentincomeestimate82 diff_mortgage > appreciation if nachut==0 & nachutspouse==0 & diff_per>=-5 & > diff_per<=5,nohr > > failure _d: fail == 1 > analysis time _t: time_index > id: appt > > Iteration 0: log likelihood = -56991.691 > Iteration 1: log likelihood = -54168.973 > Iteration 2: log likelihood = -53930.527 > Iteration 3: log likelihood = -53916.083 > Iteration 4: log likelihood = -53915.926 > Iteration 5: log likelihood = -53915.926 > Refining estimates: > Iteration 0: log likelihood = -53915.926 > > Cox regression -- Breslow method for ties > > No. of subjects = 7191 Number of obs = 324499 > No. of failures = 7191 > Time at risk = 351446 > LR chi2(7) = 6151.53 > Log likelihood = -53915.926 Prob > chi2 = 0.0000 > > ------------------------------------------------------------------------------ > _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > mean_reduct | .0382773 .0006943 55.13 0.000 .0369165 .0396382 > reductcurr~t | .0282488 .0007893 35.79 0.000 .0267018 .0297958 > rent_net8 | .0018389 .0001947 9.45 0.000 .0014573 .0022204 > diff_stdma~a | -.5076186 .0579597 -8.76 0.000 -.6212176 -.3940197 > permanent~82 | -.0005113 .0000862 -5.93 0.000 -.0006803 -.0003423 > diff_mortg~e | -7.715171 1.23864 -6.23 0.000 -10.14286 -5.287481 > appreciation | 10.94379 3.632834 3.01 0.003 3.823562 18.06401 > ------------------------------------------------------------------------------ > > > On Tue, Aug 21, 2012 at 1:14 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote: >> Dear Statalisters, >> >> According to stata manual the command -stcox- estimates the following model: >> >> h(t) = h0(t) exp( b1x1 +... + bkxk) >> >> where h(t) is the hazard to survival. >> >> Can I infer from this specification that bk in its original form >> (nohr) measures the percent change of the hazard to survive with >> respect to xk? >> >> >> -- >> 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 > > > > -- > 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/ -- 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/

**Follow-Ups**:**Re: st: Re: Interpretation of the Coefficients obtained via -stcox-***From:*Steve Samuels <sjsamuels@gmail.com>

**References**:**st: Re: Interpretation of the Coefficients obtained via -stcox-***From:*Yuval Arbel <yuval.arbel@gmail.com>

- Prev by Date:
**st: SSC Activity, August 2012** - Next by Date:
**st: Household percapita consumption** - Previous by thread:
**st: Re: Interpretation of the Coefficients obtained via -stcox-** - Next by thread:
**Re: st: Re: Interpretation of the Coefficients obtained via -stcox-** - Index(es):