Re: st: stcox output: p-value and CI don't agree

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 12:12 AM 8/8/2007, Michael McCulloch wrote:

> >  Also show the results for
> >
> > stcox drug, nohr
> >
> > I believe the z value is based on the coefficient and its standard 
> > error, whether nohr is specified or not.
> ------------------------------------------------------------------------------
>           _t |      Coef.   Std. Err.      z    P>|z|     [95% 
> Conf. Interval]
> -------------+----------------------------------------------------------------
>          tcm 
> |  -.2553755   .3905156    -0.65   0.513    -1.020772    .5100211
> ------------------------------------------------------------------------------
No paradoxes in these results; this is along the lines of what I 
expected.  Again, I think Ryan has both diagnosed the problem and 
come up with the solution.

One other problem with your earlier approach: the z test is a test of 
the hypothesis that the coefficient = 0.  Instead (since the 
coefficient is a hazard ratio) it ought to be testing the hypothesis 
that the coefficient = 1.


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Richard Williams, Notre Dame Dept of Sociology
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