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Re: st: Fw: R, STATA clogit


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Fw: R, STATA clogit
Date   Fri, 7 Jun 2013 18:27:59 +0100

In response to your request for "finesse", we request that you spell
"Stata" correctly.

More to your point: Question is stated to be about -clogit-, but most
of your R results appear to refer to -coxph()-.

Nick
njcoxstata@gmail.com


On 7 June 2013 18:19, Richard Beckett <rbeckett81@yahoo.com> wrote:
> This question requires some finesse in both R and STATA so hopefully I will be able to get an answer here. I am much more adept in R and am trying to replicate the results of a STATA file in R.
>
> This is the code for the clogit in STATA
> clogit sftpcons sftptv2a3 sftptv2a4 sftptv2a5 sftptv2a2 sftptv2a6 logim maccat disp4cat if sample==1 & glb_ind=="Y", group(stratida)
> and I tried to replicate it using
> clogit1<-clogit(sftpcons~sftptv2a3+sftptv2a4+sftptv2a5+sftptv2a2+sftptv2a6+logim+maccat+disp4cat+strata(stratida), dframe, sample==1 | glb_ind=="Y")
> but got different results
> What did I do wrong here? I interpreted the STATA clogit as run this logit as long as the sample is 1 and glb_ind="Y" What should I be doing instead?
>
> Here is the R output:
>
> Call:
> coxph(formula = Surv(rep(1, 1404L), sftpcons) ~ sftptv2a3 + sftptv2a4 +
>     sftptv2a5 + sftptv2a2 + sftptv2a6 + logim + maccat + disp4cat +
>     strata(stratida), data = dframe, method = "exact")
>
>   n= 1404, number of events= 351
>
>              coef           exp(coef) se(coef)      z Pr(>|z|)
> sftptv2a3  1.4552    4.2852   0.2273  6.401 1.54e-10 ***
> sftptv2a4  3.1118   22.4609   0.2265 13.739  < 2e-16 ***
> sftptv2a5  1.0717    2.9204   0.2522  4.249 2.15e-05 ***
> sftptv2a2  0.7185    2.0514   0.3300  2.177   0.0295 *
> sftptv2a6  2.7341   15.3965   0.5050  5.414 6.17e-08 ***
> logim      0.7579    2.1338   0.1347  5.625 1.85e-08 ***
> maccat     3.0809   21.7771   0.4005  7.693 1.43e-14 ***
> disp4cat   0.7061    2.0261   0.1524  4.634 3.59e-06 ***
> ---
> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
>                    exp(coef) exp(-coef) lower .95 upper .95
> sftptv2a3     4.285    0.23336     2.745     6.691
> sftptv2a4    22.461    0.04452    14.409    35.013
> sftptv2a5     2.920    0.34241     1.781     4.788
> sftptv2a2     2.051    0.48747     1.074     3.917
> sftptv2a6    15.397    0.06495     5.722    41.429
> logim         2.134    0.46866     1.639     2.779
> maccat       21.777    0.04592     9.934    47.739
> disp4cat      2.026    0.49355     1.503     2.731
>
> Rsquare= 0.239   (max possible= 0.623 )
> Likelihood ratio test= 383.2  on 8 df,   p=0
> Wald test            = 264.7  on 8 df,   p=0
> Score (logrank) test = 396.2  on 8 df,   p=0
>
>
> And the STATA output:
>
> Iteration 0:   log likelihood = -95.537697
> Iteration 1:   log likelihood = -91.465581
> Iteration 2:   log likelihood = -91.402366
> Iteration 3:   log likelihood = -91.402264
> Iteration 4:   log likelihood = -91.402264
>
> Conditional (fixed-effects) logistic regression   Number of obs   =        468
>                                                   LR chi2(8)      =     141.59
>                                                   Prob > chi2     =     0.0000
> Log likelihood = -91.402264                       Pseudo R2       =     0.4365
>
> ------------------------------------------------------------------------------
>     sftpcons |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>    sftptv2a3 |   2.042827   .4741327     4.31   0.000     1.113544     2.97211
>    sftptv2a4 |    4.10828   .5593723     7.34   0.000      3.01193    5.204629
>    sftptv2a5 |   1.766492   .5585173     3.16   0.002     .6718177    2.861165
>    sftptv2a2 |   1.366568   .6540307     2.09   0.037      .084691    2.648444
>    sftptv2a6 |   2.307152   .8225835     2.80   0.005     .6949178    3.919386
>        logim |   1.404135   .3480976     4.03   0.000     .7218764    2.086394
>       maccat |     2.8423   .7008588     4.06   0.000     1.468642    4.215958
>     disp4cat |   .6347805   .2872258     2.21   0.027     .0718283    1.197733
> ------------------------------------------------------------------------------
>
> Also tried changing method=approximate with no noticeable change

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