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st: RE: confidence intervals for lowess plot


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: confidence intervals for lowess plot
Date   Fri, 13 Oct 2006 14:29:23 +0200

Enzo:
-running- (see: -findit running-) will produce pointwise
confidence intervals.

*----------- begin example ---------
sysuse cancer, clear
stset studytime, failure(died)
xi: stcox i.drug age, sca(sca*)
running sca3 _t, ci
*------------ end example ----------

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

--- [email protected] wrote:
> I am fitting a Cox regression model and want to check 
> ph assumption using a lowees smooth of the scaled 
> Schoenfeld residual (estat phtest).

> I ask you if there is a way to plot also a pointwise 
> confidence interval for the smoothed valued of the 
> Shoenfeld residuals. It could be useful to assess if 
> the ph assumption hold checking if the confidence 
> intervals contain a constant hazard ratio.

 

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