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st: Why do the stcox CI differ when using margins?


From   Radoslaw Panczak <[email protected]>
To   [email protected]
Subject   st: Why do the stcox CI differ when using margins?
Date   Mon, 25 Feb 2013 13:50:01 +0100

Dear Statalisters

I'm trying to understand how the margins and marginsplot work after
stcox command in Stata.

Starting with a dumb example:

webuse stan3
stset
stcox i.posttran i.surg

We can obtain following results:

------------------------------------------------------------------------------
          _t | Haz. Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
  1.posttran |   1.173034   .3444712     0.54   0.587     .6597023    2.085801
   1.surgery |   .3449043   .1482592    -2.48   0.013     .1485267    .8009264
------------------------------------------------------------------------------

Now, when I use

margins, over( posttran surgery )

The output is

Predictive margins                                Number of obs   =        172
Model VCE    : OIM

Expression   : Relative hazard, predict()
over         : posttran surgery

----------------------------------------------------------------------------------
                 |            Delta-method
                 |     Margin   Std. Err.      z    P>|z|     [95%
Conf. Interval]
-----------------+----------------------------------------------------------------
posttran#surgery |
            0 0  |          1          .        .       .            .
          .
            0 1  |   .3449043   .1482592     2.33   0.020     .0543217
   .6354869
            1 0  |   1.173034   .3444712     3.41   0.001     .4978826
   1.848185
            1 1  |   .4045843   .2057569     1.97   0.049     .0013083
   .8078604
----------------------------------------------------------------------------------

What is puzzling me here is the fact that estimates and their Std.
errors are the same as when using stcox. However - the CI, z and p are
now different.

What is causing such behaviour?

Thank you for help,
Radek
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