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 |
Benno Kreuels <kreuels@bnitm.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: stcox and xi in Stata 12.1 |

Date |
Fri, 22 Feb 2013 17:16:41 +0000 |

Dear statalist, I have encountered a potential problem with the -stcox- command in Stata 12.1. I am trying to fit a cox regression for a dataset with single-failure. The explanatory variable has a total of three categories. The problem can be replicated using one of the example datasets provided online (webuse leukemia) and is as follows: I stet the data by typing . stset weeks, failure(relapse) This gives me the output: failure event: relapse != 0 & relapse < . obs. time interval: (0, weeks] exit on or before: failure ------------------------------------------------------------------------------ 42 total obs. 0 exclusions ------------------------------------------------------------------------------ 42 obs. remaining, representing 30 failures in single record/single failure data 541 total analysis time at risk, at risk from t = 0 earliest observed entry t = 0 last observed exit t = 35 I then fit a cox-model using i.wbc3cat as an explanatory variable and obtain the following output: . xi:stcox i.wbc3cat i.wbc3cat _Iwbc3cat_1-3 (naturally coded; _Iwbc3cat_1 omitted) failure _d: relapse analysis time _t: weeks Iteration 0: log likelihood = -93.98505 Iteration 1: log likelihood = -82.79096 Iteration 2: log likelihood = -82.109332 Iteration 3: log likelihood = -82.100544 Iteration 4: log likelihood = -82.100543 Refining estimates: Iteration 0: log likelihood = -82.100543 Cox regression -- Breslow method for ties No. of subjects = 42 Number of obs = 42 No. of failures = 30 Time at risk = 541 LR chi2(2) = 23.77 Log likelihood = -82.100543 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ _t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- _Iwbc3cat_2 | 3.499543 2.090597 2.10 0.036 1.085202 11.28527 _Iwbc3cat_3 | 14.20711 8.940021 4.22 0.000 4.138811 48.76813 ------------------------------------------------------------------------------ However, if I go on and restrict the model to only category 1 and 2 of wbc3cat I get a different estimate of the HR, P-value and 95% CI: . xi:stcox i.wbc3cat if wbc3cat<3 i.wbc3cat _Iwbc3cat_1-3 (naturally coded; _Iwbc3cat_1 omitted) failure _d: relapse analysis time _t: weeks note: _Iwbc3cat_3 omitted because of collinearity Iteration 0: log likelihood = -37.480485 Iteration 1: log likelihood = -35.003619 Iteration 2: log likelihood = -35.00193 Iteration 3: log likelihood = -35.00193 Refining estimates: Iteration 0: log likelihood = -35.00193 Cox regression -- Breslow method for ties No. of subjects = 25 Number of obs = 25 No. of failures = 14 Time at risk = 431 LR chi2(1) = 4.96 Log likelihood = -35.00193 Prob > chi2 = 0.0260 ------------------------------------------------------------------------------ _t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- _Iwbc3cat_2 | 3.515159 2.105749 2.10 0.036 1.086512 11.37249 _Iwbc3cat_3 | 1 (omitted) ------------------------------------------------------------------------------ The difference in this dataset is not very large. However in the data I am using the HR changes from 2.09 to 1.89 and also the p-value and the confidence interval change considerably. I do not understand why this happens. Using -strate- to calculate the rates gives me exactly the same results for the following commands (for the category included in both): . strate wbc3cat, per(365.25) and . strate wbc3cat if wbc3cat<3, per(365.25) and there is hardly any difference between the results if I use a poisson regression by typing: streg i.wbc3cat, dist(exp) or streg i.wbc3cat if wbc3cat<3, dist(exp) I have tried finding a solution in the archives and in the stata manual. I am afraid that I might have some misconception about the way a cox-regression model is fitted as I am not a statistician. If that is the case, I would be grateful if someone could tell me where to find a good (and simple) explanation on how this help me with this problem. Thanks in advance! Benno Kreuels * * 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/

- Prev by Date:
**Re: st: covariates predicting multiple outcomes in survival analysis** - Next by Date:
**Re: st: How to find the best transformation for each variable in 120 periods** - Previous by thread:
**st: How to find the best transformation for each variable in 120 periods** - Next by thread:
**Re: st: stcox and xi in Stata 12.1** - Index(es):