help igencox postestimation                                  also see:  igencox
-------------------------------------------------------------------------------

Title

    igencox postestimation -- Postestimation tools for igencox


Description

    The following postestimation commands are available after igencox:

    Command                Description
    -------------------------------------------------------------------------
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_lrtest
INCLUDE help post_nlcom
        predict            predicted values
INCLUDE help post_predictnl
INCLUDE help post_test
INCLUDE help post_testnl
    -------------------------------------------------------------------------


Syntax for predict

        predict [type] newvar [if] [in] [, options]


    statistic                        Description
    -------------------------------------------------------------------------
    Main
      xb                             linear prediction xb; the default
      stdp                           standard error of the linear prediction;
                                       SE(xb)
      basesurv                       baseline survivor function
      survival                       covariate-adjusted survivor function
      basechazard                    baseline cumulative hazard function
      cumhaz                         covariate-adjusted cumulative hazard
                                       function
    * at(varname=# [varname=# ...])  set value of the specified covariates
    + se(newvarname)                 save standard error in newvarname
    -------------------------------------------------------------------------
    * at() is allowed only with survival or cumhaz.
    + se() is allowed only with basesurv or survival.


Options for predict

        +------+
    ----+ Main +-------------------------------------------------------------

    xb, the default, calculates the linear prediction from the fitted model.
        That is, you fit the model by estimating a set of parameters b0, b1,
        b2, ..., bk, and the linear prediction is xb.

        The x used in the calculation is obtained from the data currently in
        memory and need not correspond to the data on the independent
        variables used in estimating b.

    stdp calculates the standard error of the prediction, that is, the
        standard error of xb.

    basesurv calculates the baseline survivor function.  It requires that the
        baseq() option is specified with igencox.

    survival calculates the covariate-adjusted survivor function.  If at() is
        not specified, the survivor function is evaluated at the mean values
        of the covariates.  survival requires that the baseq() option is
        specified with igencox.

    basechazard calculates the cumulative baseline hazard.  It requires that
        the baseq() option is specified with igencox.

    cumhaz calculates the covariate-adjusted cumulative hazard.  If at() is
        not specified, the cumulative hazard is evaluated at the mean values
        of the covariates.  cumhaz requires that the baseq() option is
        specified with igencox.

    at(varname=# ...) requests that the covariates specified by varname be
        set to # when computing covariate-adjusted survivor or cumulative
        hazard functions.  By default, predict evaluates the function by
        setting each covariate to its mean value.  This option causes the
        function to be evaluated at the value of the covariates listed in
        at() and at the mean of all unlisted covariates.  The at() option
        requires survival or cumhaz.

    se(newvarname) requests that the standard error of the survivor function
        be saved in newvarname.  It requires that baseq() and savesigma() are
        specified with igencox.  The se() option requires basesurv or
        survival.


Examples

Compute baseline survivor function

    Setup
        . use va, clear

    Fit Cox proportional hazards model and save jump sizes
        . igencox status type1 type2 type3, baseq(q)

    Obtain predicted values of the baseline survivor function
        . predict s, basesurv



Compute covariate-adjusted survivor function and its standard error

    Setup
        . use va, clear
        . igencox status type1 type2 type3, baseq(bq) savesigma(tmp, replace)

    Predict survivor function and its standard errors at specified values of
    the covariates
        . predict surv, survival se(sesurv) at(status=.4 type1=0 type2=0
            type3=0)

    Calculate the 95% pointwise confidence intervals of the survivor function
        . gen tmp = 1.96*sesurv / (surv*log(surv))
        . gen lb = surv^exp(-tmp)
        . gen ub = surv^exp(tmp)

    Plot the results
        . gsort _t surv
        . twoway line surv lb ub _t, connect(J J J)