For an excellent discussion of the cloglog model and its interpretation, see:
Allison, P. D., 1995. Survival Analysis Using the SAS System: A Practical Guide. Carey: SAS Institute Inc.
Although aspects of the text are geared toward SAS users, it is one of the best introductions to survival analysis that I've seen. I don't have the book in front of me, but I believe that for dummy variables Allison recommends the exp(b) transformation for the cloglog ; for continuous variables he recommends (exp(b)-1)*100. The latter can be interpreted as the percent change in the hazard rate given a unit change in the explanatory variable.
Colin
Colin Vance, Ph.D.
German Aerospace Center
Institute of Transport Research
Rutherfordstrasse 2
12489 Berlin
Germany
tel: +49 30 67055147
fax: +49 30 67055202
email: [email protected]
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Von: [email protected] [mailto:[email protected]] Im Auftrag von Barbara A Willey
Gesendet: Friday, July 01, 2005 11:48 AM
An: [email protected]
Betreff: st: interpretation of exponentiated coefficients
I wonder if anyone may be able to help/comment...
Due to low prevalence of my outcome I used a complementary log log transformation of my data.
Regression can still be carried out (cloglog command) but this give coefficients not odds ratios.
A display of odds ratios and 95%CI can be obtained using the exponentiated coefficients (ereturn display, eform ("OR")).
However, I am not sure if this can be interpreted in the same way as odds ratios, Stata help also described it as a hazard ratio.
Can anyone advise on how to interpret results in this format?
Thank you so much.
Barbara A. Willey
Department of Human Sciences
Loughborough University
Leicestershire LE11 3TU
Email: [email protected]
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