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From |
William Buchanan <william@williambuchanan.net> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Mon, 25 Feb 2013 05:16:53 -0800 |

Hi Radoslaw, Although this isn't a direct answer to your question, the best advice I could offer is to check the _methods and formulas_ section of the documentation for each of the respective commands. Also, have you tried fitting the same model including the interaction effect that you estimated in the -margins- command. HTH, Billy Sent from my iPhone On Feb 25, 2013, at 4:50, Radoslaw Panczak <r.panczak@gmail.com> wrote: > 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 > * > * 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/ * * 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: Why do the stcox CI differ when using margins?***From:*Radoslaw Panczak <r.panczak@gmail.com>

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