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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to Compare the Coefficients of Specific Variable where Each Group is Estimated Separately |

Date |
Wed, 19 Dec 2012 11:14:33 +0100 |

On Wed, Dec 19, 2012 at 7:16 AM, Yuval Arbel wrote: > I am running a -stcox- model on two groups, where my particular > interest is to compare the coefficients of the variable red_runmax1 > > The difference between the two coefficients is -0.0246686 and I would > like to show that this difference is significant > > Finally I tried to run the test on a model with interactions with the > dummy. The problem is that I don't get the estimated -0.0246686 > difference of coefficients. In order to reproduce the results from two separate -stcox- models, you also need to make sure that the baseline hazard rate is also different between the two groups. You can do so by adding the -strata()- option. See the example below: *----------------------------- begin example ------------------------------ use http://www.stata-press.com/data/r12/stan3.dta, clear // estimate both model separately bys surgery: stcox age year, nohr // create interaction terms // use tricks from <http://www.maartenbuis.nl/publications/ref_cat.html> // to directly display the coefficients from the separate models, you // can see they are exactly the same gen surgXage = surgery*age gen surgXyear = surgery*year gen nonsurgXage = (surgery==0)*age if surgery < . gen nonsurgXyear = (surgery==0)*year if surgery < . stcox nonsurgXage nonsurgXyear surgXage surgXyear, strata(surgery) nohr // test whether the effect of year is the same in two groups test nonsurgXyear = surgXyear // see the chi^2 statistic and p-value with more digits for later comparison return list // the same model, but now you can read the test statistic // directly from the output. // Notice, I did not include the main effect of surgery, this // is implicitly added by the -strate()- option. stcox age year surgXage surgXyear, strata(surgery) nohr // see the chi^2 statistic and p-value with more digits // they are exactly the same as in the model above di "the chi^2 value is: " (_b[surgXyear]/_se[surgXyear])^2 di "the p-value is: " 2*normal(-abs(_b[surgXyear]/_se[surgXyear])) *----------------------------- begin example ------------------------------ (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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/

**Follow-Ups**:**Re: st: How to Compare the Coefficients of Specific Variable where Each Group is Estimated Separately***From:*Yuval Arbel <yuval.arbel@gmail.com>

**References**:**st: How to Compare the Coefficients of Specific Variable where Each Group is Estimated Separately***From:*Yuval Arbel <yuval.arbel@gmail.com>

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