Dear R users,
Hi, thank you so much for your help in advance. I have been using Stata but new to R. For my paper revision using Aalen's survival analysis, I need to use R, as the command including Aalen's survival seems to be available in R (32-bit, version 3.1.0 (2014-04-10)) but less ready to be used in Stata (version 13/SE). To make sure that I can do basics, I have fitted logistic regression and Cox proportional hazard regression using R and Stata. The data I used were from UCLA R's textbook example page: <http://www.ats.ucla.edu/stat/r/examples/asa/asa_ch1_r.htm.> http://www.ats.ucla.edu/stat/r/examples/asa/asa_ch1_r.htm. I used this in Stata too. When I fitted logistic regression as below, the estimates were exactly same between R and Stata. <Example using logistic regression> R: logistic1 <- glm(censor ~ age + drug, data=xxxx, family = "binomial") summary(logistic1) exp(cbind(OR=coef(logistic1), confint(logistic1))) OR 2.5 % 97.5 % (Intercept) 1.0373731 0.06358296 16.797896 age 1.0436805 0.96801933 1.131233 drug 0.7192149 0.26042635 1.937502 Stata: logistic censor age i.drug OR CI_lower CI_upper age | 1.043681 .9662388 1.127329 drug | .719215 .2665194 1.940835 _cons | 1.037373 .065847 16.3431 However, when I fitted Cox proportional hazard regression, there were some discrepancies in coefficient (and exponentiated hazard ratios). <Example using Cox proportioanl hazard regression> R: cox1 <- coxph(Surv(time, censor) ~ drug, age, data=xxxx) summary(cox1) Call: coxph(formula = Surv(time, censor) ~ drug + age, data = xxxx) n= 100, number of events= 80 coef exp(coef) se(coef) z Pr(>|z|) drug 1.01670 2.76405 0.25622 3.968 7.24e-05 *** age 0.09714 1.10202 0.01864 5.211 1.87e-07 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 exp(coef) exp(-coef) lower .95 upper .95 drug 2.764 0.3618 1.673 4.567 age 1.102 0.9074 1.062 1.143 Concordance= 0.711 (se = 0.042 ) Rsquare= 0.324 (max possible= 0.997 ) Likelihood ratio test= 39.13 on 2 df, p=3.182e-09 Wald test = 36.13 on 2 df, p=1.431e-08 Score (logrank) test = 38.39 on 2 df, p=4.602e-09 Stata: stset time, f(censor) stcox drug age ------------------------------------------------------------------------------ _t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- drug | 2.563531 .6550089 3.68 0.000 1.55363 4.229893 age | 1.095852 .02026 4.95 0.000 1.056854 1.136289 ------------------------------------------------------------------------------ The HR estimates for drug was 2.76 from R, but 2.56 from Stata. I searched in internet for explanation, but could not find any. In parametric survival regression with exponential distribution, R and Stata's coefficients were completely opposite while the values were exactly same (i.e. say 0.08 for Stata and -0.08 for R). I suspected something like this (http://www.theanalysisfactor.com/ordinal-logistic-regression-mystery/) going on, but for Cox proportional hazard regression, i coudl not find any resource helping me. I highly appreciate if anyone could explain this for me, or suggest me resource that I can read. Thank you so much for your help. Best, Ayako [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
