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Re: st: Margins command after Cox regression

From   Maarten Buis <>
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,

(*) David not Nick

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
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