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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 25 Feb 2013 15:05:10 +0000 |

As Maarten implies, if inspection shows that -margins- gives similar intervals to -stcox- then the graph produced by -marginsplot- may be adequate for your purposes I think you'd have a hard time explaining symmetric intervals and -- especially- negative bounds otherwise, or in any case. Nick On Mon, Feb 25, 2013 at 2:18 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: > The difference is discussed here: > <http://www.stata.com/support/faqs/statistics/delta-rule/>. So the > argument underlying the CIs from -margins- and -marginsplot- is > internally consistent, and applicable to a very large number of > situations. The CIs returned by -stcox- are a bit better, because > those are not so generic and can thus use more specific information > from the model. If your dataset is large and your parameters not too > extreme than both should be fine. > > -- Maarten > > On Mon, Feb 25, 2013 at 3:06 PM, Radoslaw Panczak <r.panczak@gmail.com> wrote: >> 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. * * 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/

**Follow-Ups**:**Re: st: Why do the stcox CI differ when using margins?***From:*Radoslaw Panczak <r.panczak@gmail.com>

**References**:**st: Why do the stcox CI differ when using margins?***From:*Radoslaw Panczak <r.panczak@gmail.com>

**Re: st: Why do the stcox CI differ when using margins?***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Why do the stcox CI differ when using margins?***From:*Radoslaw Panczak <r.panczak@gmail.com>

**Re: st: Why do the stcox CI differ when using margins?***From:*Maarten Buis <maartenlbuis@gmail.com>

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