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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Margins command after Cox regression |

Date |
Fri, 30 Dec 2011 15:13:09 +0100 |

On Fri, Dec 30, 2011 at 1:46 PM, Fred Wolfe wrote: > I am trying to get margins expressed in probability units rather than > hazard ratios after Cox regression (Stata 12). I don't think you can. First, it is hard to define the probability in the context of a survival analysis. Is it the probability of the event occuring at time = 0 or at the end of the study or somewhere in between? Second, even after you have defined what probability you want, it is still the aim of Cox to make such statements hard. That is not because Cox(*) is such a nasty person, but because he avoided making assumptions on the baseline hazard and by avoiding such assumptions it prevents you from making wrong assumptions. However, the price you'll have to pay is that it is only a useful model if you want to make statements on relative quantities, like the hazard ratio, and it becomes very hard to make statements on absolute quanitties like the hazard or the probability. That is a logical consequence of not estimating the baseline hazard, so there is not much that can be done about that. Hope this helps, Maarten (*) David not Nick -------------------------- 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/

**Follow-Ups**:**Re: st: Margins command after Cox regression***From:*Fred Wolfe <fwolfe@arthritis-research.org>

**References**:**st: Margins command after Cox regression***From:*Fred Wolfe <fwolfe@arthritis-research.org>

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