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st: graphing interactions after -stpm2-


From   Adam Olszewski <[email protected]>
To   [email protected]
Subject   st: graphing interactions after -stpm2-
Date   Tue, 27 Aug 2013 00:06:43 -0400

Hello,
I was wondering if someone could advise me about how to graph an
interaction effect between a categorical and continuous variable in a
survival model. Specifically, I would like to fit a model with
interaction and then plot the hazard ratio for the categorical
variable on Y-axis against the continuous predictor on X-axis.
I would like to do it fitting a flexible parametric model using the
user-written -stpm2- command (available from SSC).

I imagine the series of commands being something like:

sysuse cancer.dta
* binarize for simplicity
recode drug 1=0 2/3=1
stpm2 drug##c.age, df(3) eform sca(h)
* predict hr, (..... - this is what I cannot figure out
line hr age

I tried various permutations of hrnum/hrdenom option as well as
margins, but I cannot get the right result. I would imagine that
predict hr, hrn(drug 1 age .) hrd(drug 0 age .)
should work, but it produces a flat line. I assume I am missing
something simple.
A solution for a Cox model might help too, since perhaps I could
figure out the stpm2 equivalent.

Best,
Adam Olszewski
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