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


From   "Weichle, Thomas" <Thomas.Weichle@va.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: margins after stcox with time-dependent covariate
Date   Fri, 1 Mar 2013 09:16:45 -0600

Hi Maarten,
Why do you suppose that Stata allows for the prediction (and plotting)
of survivor and the hazard functions using -stcurve- and -margins- after
running a Cox model using -stcox-?  

As you have stated many times, "the logic behind Cox regression is that
it estimates hazard rate ratios (note: this is _not_ the same as hazard
rate) without estimating the baseline hazard function.  All other
statistics you might be interested in but require the baseline hazard in
order to compute it (including marginal effects) cannot be computed from
the results of a Cox model."

And from the Stata manual, "For survivor or cumulative hazard
estimation, -stcurve- works by first estimating the baseline function
and then modifying it to adhere to the specified (or by default, mean)
covariate patterns."

It seems counterintuitive that Stata would allow this postestimation
using -stcurve- and -margins- after running a Cox model.

Tom Weichle
Math Statistician
VA Information Resource Center (VIReC)
Edward Hines Jr. VA Hospital, Bldg 18, 202E
708-202-8387 ext. 24261
Thomas.Weichle@va.gov


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