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From |
Yuval Arbel <yuval.arbel@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 13:42:25 +0200 |

Maarteen, thank you very much. Indeed, I tried this method. Apparently, my mistake was that I did not put -strata-, and therefore I got different coefficients from those obtained when I ran each group separately. On Wed, Dec 19, 2012 at 12:14 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: > 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/ -- 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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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

**Re: st: How to Compare the Coefficients of Specific Variable where Each Group is Estimated Separately***From:*Maarten Buis <maartenlbuis@gmail.com>

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