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st: Re: Cox regression - model comparison
From
Janet Hill <[email protected]>
To
[email protected]
Subject
st: Re: Cox regression - model comparison
Date
Thu, 3 Feb 2011 14:04:57 +0000 (GMT)
I am attempting to use Cox's regression for the situation where there are 2 main factors and a possible interaction. Several measurements are made on the same tooth and I have allowed for this with the cluster option. I wanted to see if the interaction term was significant but I cannot use lrtest with the robust option. I would be grateful for an indication of now to do this comparison. I am using Stata 11.
Many thanks.
Janet.
. stcox am##adh, nohr vce(cluster tooth)
failure _d: fail == 1
analysis time _t: bs
Iteration 0: log pseudolikelihood = -2863.5777
Iteration 1: log pseudolikelihood = -2835.7536
Iteration 2: log pseudolikelihood = -2832.7023
Iteration 3: log pseudolikelihood = -2832.6818
Iteration 4: log pseudolikelihood = -2832.6818
Refining estimates:
Iteration 0: log pseudolikelihood = -2832.6818
Cox regression -- Breslow method for ties
No. of subjects = 540 Number of obs = 540
No. of failures = 540
Time at risk = 20471.8399
Wald chi2(8) = 33.97
Log pseudolikelihood = -2832.6818 Prob > chi2 = 0.0000
(Std. Err. adjusted for 45 clusters in tooth)
------------------------------------------------------------------------------
| Robust
_t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
am |
1 | -.6271124 .2370507 -2.65 0.008 -1.091723 -.1625016
2 | -.3282 .2142657 -1.53 0.126 -.748153 .0917531
|
adh |
2 | .3572293 .2726956 1.31 0.190 -.1772442 .8917028
3 | .5961289 .2648755 2.25 0.024 .0769825 1.115275
|
am#adh |
1 2 | -.0934599 .3588636 -0.26 0.795 -.7968197 .6098998
1 3 | .0096932 .3414542 0.03 0.977 -.6595447 .6789312
2 2 | -.2806778 .3151156 -0.89 0.373 -.8982931 .3369374
2 3 | -.557413 .3178053 -1.75 0.079 -1.1803 .0654739
------------------------------------------------------------------------------
. estimates store a
. stcox am adh, nohr vce(cluster tooth)
failure _d: fail == 1
analysis time _t: bs
Iteration 0: log pseudolikelihood = -2863.5777
Iteration 1: log pseudolikelihood = -2843.1582
Iteration 2: log pseudolikelihood = -2843.1528
Refining estimates:
Iteration 0: log pseudolikelihood = -2843.1528
Cox regression -- Breslow method for ties
No. of subjects = 540 Number of obs = 540
No. of failures = 540
Time at risk = 20471.8399
Wald chi2(2) = 22.02
Log pseudolikelihood = -2843.1528 Prob > chi2 = 0.0000
(Std. Err. adjusted for 45 clusters in tooth)
------------------------------------------------------------------------------
| Robust
_t | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
am | -.3048295 .0693661 -4.39 0.000 -.4407846 -.1688745
adh | .2128891 .0752234 2.83 0.005 .0654539 .3603243
------------------------------------------------------------------------------
. lrtest a
LR test likely invalid for models with robust vce
r(498);
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