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Re: st: stcox continuous interaction issue stata 10


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: stcox continuous interaction issue stata 10
Date   Fri, 18 Mar 2011 09:26:47 +0000

That is, what Matt is typing is in part syntax only introduced in
Stata 11. That won't work in Stata 10.

On Fri, Mar 18, 2011 at 8:33 AM, Maarten buis <[email protected]> wrote:
> --- On Fri, 18/3/11, Matt Cooper wrote:
>> I'm putting 'xi: ' at the start given I'm using Stata10. It
>> seems to not like the idea of having the interaction between
>> the two continuous variables. The interactions with the
>> indicator variables work when I use '*' instead of '#'.
>
> The factor variable notation is a biger change than just
> preventing the -xi:- prefix. To see the exact syntax of -xi-
> type in Stata -help xi-. You'll see that -xi- is primarily
> there to "expand terms containing categorical variables into
> indicator (also called dummy) variable sets". So it comes
> as no surprise that it cannot handle continuous by
> continuous interactions. So, you'll have to make the
> interaction terms yourself. Since treat and site are already
> dummy variables, there is no added value to using the -xi:-
> prefix in this example (and a loss in the sense that you get
> less intuitive variable names).
>
> *------------------- begin example ------------------
> use http://www.ats.ucla.edu/stat/data/uis.dta, clear
> gen id = ID
> drop ID
> stset time, failure(censor)
> gen ageXndrugtx = age*ndrugtx
> stcox age ndrugtx treat site ageXndrugtx, nohr
> *------------------ end example ----------------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
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