[R] Difference in coefficients in Cox proportional hazard estimates between R and Stata, why?

[Göran Broström]

In the Cox regression case, the probable explanation is that you have 
ties in your data; Stata and coxph may have different defaults for 
handling ties. Read the manuals!

The difference in sign in the other cases is simply due to different 
definitions of the models. I am sure it is well documented in relevant 
manuals.

Göran

On 2014-05-30 13:37, Hiyoshi, Ayako wrote:
> 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]]
>
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