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

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

At 12:51 AM 8/8/2007, Michael McCulloch wrote:
> Hmmm... That suggests there's a way to alter my code so that could 
> be done! It's only out of my own inexperience (and not out of 
> laziness) that I ask whether anybody might see how to change this 
> bootstrap program to test the hypothesis that the coefficient = 1?
> Michael
I think the test stat would still be wrong, albeit less wrong than 
before, because b/se would not have a normal distribution.  So, I 
don't recommend it in this case; use the unexponentiated coefficient 
instead.  But in general, the formula is (Observed coefficient - 
Value predicted by the null)/ se of coefficient.  The z and t values 
reported by Stata (and perhaps every other program in the world) 
assume that the null hypothesis is that the coefficient = 0, but 
there is no reason it couldn't be 1 or some other value.  More 
simply, after running your model you can just give a command like

test drug = 1


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

After running your program, type -ereturn list-.  I think you'll find 
that all the information you need is contained in matrices, e.g. 
e(b), e(se), e(ci_normal).  Then do stuff like

. mat b = e(b)

. scalar bexp = exp(el(b, 1,1))

. display bexp
.25805844


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Richard Williams, Notre Dame Dept of Sociology
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