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


From   Radoslaw Panczak <r.panczak@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Why do the stcox CI differ when using margins?
Date   Mon, 25 Feb 2013 15:06:44 +0100

Nick,

Thank you for prompt feedback.

The reason of attempting margins with stcox came after I stumbled upon
the mentioning of such possibility on Stata's website (>> Home >>
Products >> Stata 12 >> What’s new in survival data).

Website briefly mentioned: "... Graphs of margins, marginal effects,
contrasts, and pairwise comparisons. Margins and effects can be
obtained from linear or nonlinear (for example, probability)
responses. New command marginsplot is available after stcox, stcrreg,
and streg. ..."

I was interested in using marginsplot to graph HRs and was puzzled by
symmetrical CIs.
Am I correct in assuming that there is no direct way to call
marginsplot after stcox then?

Best,
Radek


On 25 February 2013 14:16, Nick Cox <njcoxstata@gmail.com> wrote:
> This is not my field, but my impression is that you are expecting
> -margins- to give a sensible answer to what is here a dubious
> question.
>
> -margins- is doing what you asked for, which implies _symmetric_
> confidence intervals for the hazard ratios following a delta-method
> calculation. Manifestly, that is not what -stcox- does. But -margins-
> starts with the -stcox- estimates as basis and does what it can to
> summarize the evidence in its own terms.
>
> In general, different criteria for confidence intervals will lead to
> different results, especially with any inbuilt asymmetry or
> nonlinearity or small sample sizes.
>
> It's the sheerest of flukes that none of the intervals displayed in
> your example go negative. Increase the confidence level, and that will
> happen.
>
> Nick

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