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Re: st: margins after stcox with time-dependent covariate

Subject   Re: st: margins after stcox with time-dependent covariate
Date   Fri, 01 Mar 2013 11:05:31 +0100

Many thanks for your response and for your suggestions.

Mario Petretta


Date: Fri, 1 Mar 2013 08:28:39 +0100
From: Maarten Buis <>
Subject: Re: st: margins after stcox with time-dependent covariate

Maybe, but it won't fit well with the logic underlying Cox regression.
Cox regression was invented to allow you to estimate the hazard ratios
without having to specify the baseline hazard function. This is a
strength of Cox regression, as you cannot make an error in a function
you do not specify, but it is also a weakness as it prevents you to
use all kinds of other measures that do depend on the baseline hazard

So if you believe you need to use -margins- than that is a sure sign
that you did not want to estimate a Cox regression model. You may want
to look into -stpm2-, type in Stata -findit stpm2-.

Hope this helps,

On Thu, Feb 28, 2013 at 7:40 PM,  <> wrote:

[Show Quoted Text - 37 lines]
Dear list members,

I use Stata/IC 12.1 for Windows (32 bit).
I ask if the margins command may be used after stcox with three fixed
covariates (gender, Y Z) and only one time-varying covariate. In
particular, I used stsplit to handle the time-varying covariate, a X
tratment in the course of follow-up and time_X is the wait time for the X
treatment: some subjects may also never have the X treatment. I use the
following code:

gen wait = time_X
replace wait =0 if wait==.
stsplit, at(failures)
generate postX = wait<_t & wait!=0
stcox postX##gender Y Z

I ask if thereafter it is possible to use the margins command to estimates
margins of responses for specified values of covariates.

Thanks for your consideration

Mario Petretta
Department of Translational Medical Sciences
Naples University Federico II

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