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From |
petretta@unina.it |

From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re:Re: st: confidence intervals of predicted risk after stcox |

Date |
Wed, 31 Oct 2012 10:21:49 +0100 |

Date |
Tue, 30 Oct 2012 16:09:05 -0400 |

Many thanks to Steve Samuels for the explanation. I apologize for the previous private replay. Mario Mario wrote to me privately. When this happens I refer the writer to the FAQ paragraph that starts "Do not request private replies...". My problems are: 1. If i gen survival probability and not risk, the upper and lower limits of ci seem inverted:

previously calculated. Thus the upper and lower limits for the two curves are switched. [Show Quoted Text - 33 lines][Nascondi Testo quotato] 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 There are two mistakes here. 1. The minor one is that the -survci- gives CIs for someone with with age = 20 and drug = 3, whereas the *15 values you show are averages over the entire sample. There's no reason to expect similarity. 2. The major mistake is that your original CIs reflect only variability of the estimated betas, whereas -survci- properly takes into account the fact that the baseline survival probability is also an estimate. Steve [Show Quoted Text - 59 lines][Nascondi Testo quotato] ----------------------------------------- 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 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? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ Mario Petretta Dipartimento di Medicina Clinica Scienze Cardiovascolari e Immunologiche Facoltà di Medicina e Chirurgia Università di Napoli Federico II 081 - 7462233 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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