[R-sig-eco] CI for stratified Cox PH model

[Bertolo, Andrea]

Hi everyone,

I have a doubt about the way to calculate 95% CI for coefficients in
the stratified Cox proportional hazard models and your help is welcomed
.

Say that I have a variable of interest Imi and a stratifying variable
UV in a interaction model (since the interaction between Imi and UV is
of interest for me and the interaction model has a better fit than the
no-interaction model:

library(survival)
model1 <- coxph(Surv(start,stop, Status.time) 
                   ~ Imi + Imi:UV + strata(UV) + cluster(ID), 
                     weights = NB_Event, data=Data.unfold) 



Whereas it is pretty straightforward to calculate the coefficients (and
associated HR) for each combination of Imi and UV, I am not sure about
how to calculate the associated CI (note that, of course, I got the CI
for the estimate of "Imi:UV" from the output of model1). 

Is it correct to calculate separately a model for each UV level and use
the CI for the Imi variable to get the CI for the two levels of UV (see
below) ?  

# 2 models (one per UV level) 
data.Low <- subset(Data.unfold,UV=="low")
model2.1 <- coxph(Surv(start,stop, Status.time) 
                   ~ Imi + cluster(ID), 
                     weights =
NB_Event, data=data.Low) 

data.High <- subset(Data.unfold,UV=="high")
model2.2 <-
coxph(Surv(start,stop, Status.time) 
                   ~ Imi +
cluster(ID), 
                     weights = NB_Event, data=data.High) 

Alternatively, is there a way to get the CI directly from the output of the stratified model ?
Many thanks 
Andrea Bertolo



Université du Québec à Trois-Rivières
3351, bd des Forges
C.P.500, Trois-Rivières (Québec) Canada
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