Thanks for your message. I did try that, or at least I think I did. I
believe Stata drops an observation if it has a missing value for one of
the independent variables in the model. So I went back to SAS and
dropped those same observations. So I get the same number of failures,
but the coefficients are still different ...
Tom
**********************************************
Thomas P. Moliterno
Graduate School of Management
University of California, Irvine
[email protected]
**********************************************
-----Original Message-----
From: Sarah Mustillo [mailto:[email protected]]
Sent: Wednesday, June 05, 2002 12:47 PM
To: Moliterno, Thomas
Subject: Re: st: Follow up: cox models in SAS and STATA
Hi -
I am not well-versed in SAS, but have been dealing with similar
translational issues lately. Could it have something to do with missing
values? I had a similar problem, and it turned out that in one program
I
was treating missing as failure and the other I wasn't.
Just an idea...
Sarah
--On Wednesday, June 05, 2002 12:15 PM -0700 "Moliterno, Thomas"
<[email protected]> wrote:
> This is a follow-up message to my recent post re: coding cox models in
> SAS and Stata (original message copied below). Thanks to helpful
> feedback from the list regarding differences in how failure events are
> coded in the two programs (my original message below has been edited
to
> reflect this feedback), I am now showing the same number of failures
in
> the two programs. But I'm still getting different values for the
> coefficients! I've confirmed that the data has transferred properly
> from one program to the other, and that records with missing variables
> that are being dropped in Stata are also dropped in SAS. What else
> could be the problem?!?
>
> Thanks, again, to anyone who knows both SAS and Stata code for taking
a
> 2nd look at this ...
>
> Tom
>
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
> ORIGINAL POST (posted to statalist on 5/28):
>
>
> I have data on companies' waiting time to different "milestones"
> (reaching $XX in revenue, having an IPO, etc.). I inherited the data
> and code in SAS format, and I'm trying to recreate the SAS
proportional
> hazard (i.e. cox) models in Stata. But I can't get the coefficients
to
> come out even remotely close (and I don't mean rounding errors ...
these
> values are way off). Can someone who knows both SAS and Stata code
can
> take a look at the two versions, below, and tell me what might be
wrong
> with my Stata translation (since I'm to assume that the SAS version is
> correct)? Below I note only what I think are the relevant lines, and
> simply list the independent variables as iv1, iv2, iv3 ... but I can
> provide more detail if needed.
>
> SAS version:
> proc phreg;
> model time10y*censor10 (1) =
> iv1 iv2 iv3;
>
> Stata version:
> stset time10y, failure(censor10==0)
> stcox iv1 iv2 iv3, nohr
>
> **********************************************
> Thomas P. Moliterno
> Graduate School of Management
> University of California, Irvine
> [email protected]
> **********************************************
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Sarah Mustillo, Ph.D
Center for Developmental Epidemiology
Department of Psychiatry and Behavioral Sciences
Duke University Medical Center
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
