Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Why do the stcox CI differ when using margins?
From
William Buchanan <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Why do the stcox CI differ when using margins?
Date
Mon, 25 Feb 2013 05:16:53 -0800
Hi Radoslaw,
Although this isn't a direct answer to your question, the best advice I could offer is to check the _methods and formulas_ section of the documentation for each of the respective commands. Also, have you tried fitting the same model including the interaction effect that you estimated in the -margins- command.
HTH,
Billy
Sent from my iPhone
On Feb 25, 2013, at 4:50, Radoslaw Panczak <[email protected]> wrote:
> Dear Statalisters
>
> I'm trying to understand how the margins and marginsplot work after
> stcox command in Stata.
>
> Starting with a dumb example:
>
> webuse stan3
> stset
> stcox i.posttran i.surg
>
> We can obtain following results:
>
> ------------------------------------------------------------------------------
> _t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> 1.posttran | 1.173034 .3444712 0.54 0.587 .6597023 2.085801
> 1.surgery | .3449043 .1482592 -2.48 0.013 .1485267 .8009264
> ------------------------------------------------------------------------------
>
> Now, when I use
>
> margins, over( posttran surgery )
>
> The output is
>
> Predictive margins Number of obs = 172
> Model VCE : OIM
>
> Expression : Relative hazard, predict()
> over : posttran surgery
>
> ----------------------------------------------------------------------------------
> | Delta-method
> | Margin Std. Err. z P>|z| [95%
> Conf. Interval]
> -----------------+----------------------------------------------------------------
> posttran#surgery |
> 0 0 | 1 . . . .
> .
> 0 1 | .3449043 .1482592 2.33 0.020 .0543217
> .6354869
> 1 0 | 1.173034 .3444712 3.41 0.001 .4978826
> 1.848185
> 1 1 | .4045843 .2057569 1.97 0.049 .0013083
> .8078604
> ----------------------------------------------------------------------------------
>
> What is puzzling me here is the fact that estimates and their Std.
> errors are the same as when using stcox. However - the CI, z and p are
> now different.
>
> What is causing such behaviour?
>
> Thank you for help,
> Radek
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/