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


From   Michael McCulloch <[email protected]>
To   [email protected]
Subject   Re: st: stcox output: p-value and CI don't agree
Date   Tue, 7 Aug 2007 22:45:29 -0700

At 12:05 AM 8/8/2007, Michael McCulloch wrote:
Thank you Richard. Yes, I do need to run the analysis within my bootstrap program, and not using the bootstrap prefix or -vce(bootstrap)- option after -stcox-. The reason for that is that the data are -stset- using -iweights-.
I suspect Ryan has nailed it then: bootstrap _b[drug] rather than exp(_b[drug]) and exponentiate the reported coefficient, the lower limit and the upper limit as the final step.
Richard, and Ryan,
You've both helped me to see through this problem. Following your strategy to bootstrap _b[drug] rather than exp(_b[drug]) and exponentiate the reported coefficient, the lower limit and the upper limit as the final step, here's my answer, which passes the "sit-well test" for me.
------------------------------------------------------------------------------
| Observed Bootstrap Normal-based
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
tcm | -.2710063 .349107 -0.78 0.438 -.9552434 .4132308
------------------------------------------------------------------------------


. display exp(-.2710063)
.76261169

. display exp(-.9552434)
.38471849

. display exp(.4132308)
1.5116939

Is there a way to extract and the exponentiate the reported coefficient, the lower limit and the upper limit with code, rather than manually?
Michael
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