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Re: st: RE: confidence intervals for lowess plot

From   "Jacki Buros" <>
Subject   Re: st: RE: confidence intervals for lowess plot
Date   Fri, 13 Oct 2006 11:30:20 -0400


-running- will probably suit your needs, but because this is not
exactly the same thing as lowess it's worth noting that I have a
slightly modified form of lowess.ado that uses either the SE from the
regression or bootstrapping to generate\plot the CI about the point

I don't know how valid the approach is statistically -- to date we
have only used it in-house -- but I'd be happy to share the code if it
would be of use.


On 10/13/06, Maarten Buis <> wrote:
-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 ----------


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

--- 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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