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From |
Maarten buis <[email protected]> |

To |
stata list <[email protected]> |

Subject |
st: Re: Help stata |

Date |
Wed, 27 Apr 2011 13:03:10 +0100 (BST) |

--- Javaid Nauman wrote me privately: > I am sorry to contact you directly relating help about stata. > I had posted my question on statalist last wednesday and could > not see the response until now, may be I am new at this and do > not know how to manage the influx of emails from statalist in > my account. The solution is to try to solve that not to contact other people because what will you do the next time you have a question? I have no intention to become the personal post-man of everybody who for some reason cannot sent stuff to statalist. Anyhow, I see two reasons why you could not sent this question to statalist: it was in rich text format rather than plain text and you included a attachment. For a detailed description of how to sent messages to statalist see the statalist FAQ: <http://www.stata.com/support/faqs/res/statalist.html> > I am trying to do a cox regression, and want to do a subgroup > analysis with various co-variates. Usually, in Cox, all > variables are assigned a reference category with hazard of 1.0, > but I have seen in different articles that mulrivariable Cox can > give you hazard ratios of all categories in a variable. That sounds wrong. For most models you can get estimated coefficients for all categories of a categorical variable if you leave the constant out of the model. However, in a Cox model the constant is already removed, so that is not an option. Think of it this way, by leaving the constant out and including all categories of a categorical variable we get separate constants for each category. Normally (when we leave out a reference category) the coefficients are differences (or ratios) in expected outcome, i.e. a comparison of groups. If you add all categories it is the expected outcome in each of these groups as there is no group to compare it with since you added all categories. In Cox regression that would be a hazard rather than a hazard ratio. Cox regression is special since it _only_ models how the hazard _changes_ when the explanatory variables change, i.e. it only models the hazard ratios not the the baseline hazard function itself. This has the advantage that that way we cannot make a mistake in our choice of baseline hazard function, but the disadvantage is that it becomes hard to say something about the hazards themselves. The inability to include all categories of a categorical variable is a special case of this property. So it seems that you somehow misinterpreted those articles. Maybe these articles are actually reporting interactions rather than the main effects of these categorical variables? -- Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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