 Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

# Re: st: Dfbeta in Cox regression post-estimation with Stata 10.1

 From Steve Samuels To statalist@hsphsun2.harvard.edu Subject Re: st: Dfbeta in Cox regression post-estimation with Stata 10.1 Date Sun, 26 Feb 2012 09:47:24 -0500

```
Use -jackknife- to calculate dfbeta from first principles:

b_i = coefficient, omitting observation i from analysis:

Jackknife Pseudo-value : v_i = n*b - (n-1)*b_i

dfbeta_i = (b - b_i)/se(b)

= (v_i - b)/(se(b)*(n-1))

This is a direct calculation. The values issued by
later versions of Stata after -stcox- are approximations.

*************CODE BEGINS*************
sysuse auto, clear
stset length

version 10

jackknife _b[turn] , keep: stcox turn
stcox turn
gen  dfbjack1 =  ///
(1/(_se[turn])*(_jk_1 - _b[turn])/(e(N)-1))

version 12.1

stcox turn
predict  dfbcox* ,dfbeta
corr dfb*

**************CODE ENDS**************

Steve
sjsamuels@gmail.com

On Feb 25, 2012, at 6:57 AM, Annibale Cois wrote:

I need to calculate dfbeta statistics for Cox proportional Hazard
Models. Stata 10 does not allow directly to calculate them (Stata 11
does, conversely).
Does anyone know if there is a way to do the same (indirectly) in Stata 10?

Thanks for any help!

Annibale Cois
UCT School Of Public Health
(Master Student)
*
*   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/

*
*   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/
```