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RE:st: confidence intervals of predicted risk after stcox


From   petretta@unina.it
To   statalist@hsphsun2.harvard.edu
Subject   RE:st: confidence intervals of predicted risk after stcox
Date   Sat, 27 Oct 2012 12:10:52 +0200

Many thanks to Steve Samuels for the replay.

My problems are:

1. If I gen survival probability and not risk, the upper and lower limits of CI seem inverted:

gen survlb15 = base15^exp(lb)
gen survub15 = base15^exp(ub)
gen surv15 = base15^exp(xb)
sum survlb15 surv15 survub15

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
    survlb15 |        48    .7716674    .2110915    .381534   .9887756
      surv15 |        48    .5276728     .343838   .0012602   .9593767
    survub15 |        48    .2910488    .3057171   8.11e-21   .8586743

2. To compare the survival result at 15 months obtained in subjects with age40 = 20 and drug = 3, I used the Stata command survci (-survci- SJ11-4: st0217_1 ? initially written by Yulia Marchenko of StataCorp and thereafter adjourned by Matthew Cefalu (The Stata Journal (2011), Number 1, pp. 64?81 Pointwise confidence intervals for the covariate-adjusted survivor function in the Cox model).

The code I used is:
survci, at(age40=20 drug=3) outfile(age20_drug3).

The results of survci at 15 months are:
_t	_d	_surv		_se	          _lb		_ub
15	1	.85324285 	.07846486 	.6101214      .95029744

Those of my code are the same as regard surv15 but very different as regard the confidence intervals (lower and upper)

surv15	         survlb15		survub15
.8532429          .9722255		4089079

Where is my mistake?


Thanks for your consideration.

Mario Petretta
Dpt. of Internal Medicine, Cardiology and Heart Surgery
Naples University Federico II -Italy



--------------------------------------------

Date: Fri, 26 Oct 2012 17:15:04 -0400
From: Steve Samuels <sjsamuels@gmail.com>
Subject: Re: st: confidence intervals of predicted risk after stcox

Mario, when I run your code, and sum the new variables, I get:

Variable |       Obs        Mean    Std. Dev.       Min        Max
- -------------+--------------------------------------------------------
        lb15 |        48    .2283326    .2110915   .0112244   .6184661
      risk15 |        48    .4723272     .343838   .0406233   .9987398
        ub15 |        48    .7089512    .3057171   .1413257          1

I see nothing strange about them. What is it that does not make sense to you?


Steve

On Oct 26, 2012, at 6:45 AM, petretta@unina.it wrote:

Hi all,

I use Stata/IC 12.1 for Windows (32-bit).

I run a Cox model to calculate for each patient the predicted probability
of event at 15 months, using predict xb, predict basesurv and adjiusting
the baseline risk

webuse cancer, clear
gen age40=age-40
stcox age40 i.drug
predict xb, xb
predict basesurv, basesurv
sum basesurv if _t<16
scalar base15 = r(min)
gen risk15 = 1 - base15^exp(xb)

I ask if it is possible to have also the 95% confidence intervals of these
estimate.

I try:

predict se_xb, stdp
gen lb = xb - invnormal(0.975)*se_xb
gen ub = xb + invnormal(0.975)*se_xb
gen lb15 = 1 - base15^exp(lb)
gen ub15 = 1 - base15^exp(ub)

but the results seems do not have sense.

Thanks for your consideration.

Mario Petretta
Dpt. of Internal Medicine, Cardiology and Heart Surgery
Naples University Federico II -Italy






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