Re: st: Bonferroni corrected CIs (multiple comparisons issue?)

[Nicole Boyle <nicboyle@gmail.com>]

Great, -contrast- worked!
Thanks so much for all your helpful and quick responses, Nick! I truly
appreciate it.

Nicole

On Sat, Sep 7, 2013 at 5:24 PM, Nikolaos Pandis <npandis@yahoo.com> wrote:
> have a look at
>
> 'contrast'  command
> 'contrast r.cat_var,mcompare(bonf)"
>
>
> ----- Original Message -----
> From: Nicole Boyle <nicboyle@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Cc:
> Sent: Sunday, September 8, 2013 2:20 AM
> Subject: Re: st: Bonferroni corrected CIs (multiple comparisons issue?)
>
> So I tried -pwcompare- for Bonferroni corrected CIs (using Stata 12)...
>
> Do you know how to set the reference group in -pwcompare-? Right now,
> it's testing all combinations, and I'm afraid that this is going to
> result in a Bonferroni OVERcorrection due to the inflated DF.
>
> Take a 4 level variable "var", coded 0 (reference), 1, 2, and 3.
> I'd like to only adjust for the following three tests (aka: 3 DF):
> 1 vs 0
> 2 vs 0
> 3 vs 0
>
> However, the following output suggests that pwcompare is adjusting for 6 DF:
>
> .                 stcox i.var
> .                 pwcompare i.var, mcompare(bonferroni) effects
>
> ---------------------------------------------------------------------------
> Pairwise comparisons of marginal linear predictions
>
> Margins      : asbalanced
> -------------------------------------
>              |    Number of
>              |  Comparisons
> -------------------------------------
>     var     |            6
> -------------------------------------
> -----------------------------------------------------------------
>                 |   Results...etc....
> ----------------+-----------------------------------------------
>     var        |
>      1 vs 0  |   ...etc.....
>      2 vs 0  |   ...etc.....
>      3 vs 0  |   ...etc.....
>      2 vs 1  |   ...etc.....
>      3 vs 1  |   ...etc.....
>      3 vs 2  |   ...etc.....
> -------------------------------------------------------------------
>
>
> Any suggestions on how to set a reference group?
>
> Thanks,
> Nicole
>
> On Sat, Sep 7, 2013 at 3:35 PM, Nicole Boyle <nicboyle@gmail.com> wrote:
>> Fantastic, thanks Nick!
>>
>> Nicole
>>
>> On Sat, Sep 7, 2013 at 3:23 PM, Nikolaos Pandis <npandis@yahoo.com> wrote:
>>> Nicole try
>>>
>>>
>>> 'pwcompare cat_var, mcompare(bonferroni) effects'
>>>
>>> after fitting stcox
>>>
>>> check "pwcompare" command as other options are avilable
>>>
>>>
>>> Nick
>>>
>>>
>>>
>>> ________________________________
>>> From: Nicole Boyle <nicboyle@gmail.com>
>>> To: statalist@hsphsun2.harvard.edu
>>> Sent: Sunday, September 8, 2013 1:07 AM
>>> Subject: st: Bonferroni corrected CIs (multiple comparisons issue?)
>>>
>>>
>>> Is anyone aware of a method of obtaining Bonferroni corrected
>>> confidence intervals from a Cox regression?
>>>
>>> I am aware of the post-estimation command for Bonferroni corrected
>>> p-values of, say, an exposure variable ("var") with three categories
>>> (0.var, 1.var, 2.var), and therefore two tests against the reference
>>> group (0.var)...
>>>             stcox i.var
>>>             test 1.var 2.var, mtest(bonferroni)
>>> ...but since I feel that confidence intervals are more informative
>>> than p-values, I'd like to explore the CI option.
>>>
>>> To clarify the intent behind this, I've been requested to obtain
>>> Bonferroni p-values in order to help avoid the possibility of multiple
>>> comparisons bias. If anyone has any recommendations for presenting
>>> multiple comparisons results, I'd greatly appreciate your thoughts.
>>>
>>> For the record, of the four variables in my model that might warrant
>>> Bonferroni corrections, they have (respectively) four, three, two, and
>>> two tests against their reference groups.
>>>
>>> Thanks for your consideration,
>>> Nicole
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