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


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.

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