Biostatistics in

Biostatistics / Public Health

Nogueras • Moreno-Gorrín
Striking a balance between theory, application, and programming, Biostatistics in

Suárez • Pérez
Public Health Using STATA is a user-friendly guide to applied statistical analysis in

Public Health
public health using STATA version 14. The book supplies public health practitioners
and students with the opportunity to gain expertise in the application of statistics in
epidemiologic studies.

The book shares the authors’ insights gathered through decades of collective experience

Using STATA
teaching in the academic programs of biostatistics and epidemiology. Maintaining a
focus on the application of statistics in public health, it facilitates a clear understanding
of the basic commands of STATA for reading and saving databases.

Biostatistics in Public Health Using STATA

The book includes coverage of data description, graph construction, significance
tests, linear regression models, analysis of variance, categorical data analysis, logistic
regression model, Poisson regression model, survival analysis, analysis of correlated
data, and advanced programming in STATA.

Each chapter is based on one or more research problems linked to public health.
Additionally, every chapter includes exercise sets for practicing concepts and exercise
solutions for self or group study. Several examples are presented that illustrate the
applications of the statistical method in the health sciences using epidemiologic study
designs.

Presenting high-level statistics in an accessible manner across research fields in public

health, this book is suitable for use as a textbook for biostatistics and epidemiology
courses or for consulting the statistical applications in public health.

For readers new to STATA, the first three chapters should be read sequentially, as
they form the basis of an introductory course to this software.

Erick L. Suárez
Cynthia M. Pérez
K25609
Graciela M. Nogueras
6000 Broken Sound Parkway, NW
Suite 300, Boca Raton, FL 33487
711 Third Avenue
ISBN: 978-1-4987-2199-8
90000
Camille Moreno-Gorrín
New York, NY 10017
an informa business 2 Park Square, Milton Park
www.crcpress.com Abingdon, Oxon OX14 4RN, UK
9 781498 721998
w w w.crcpress.com

K25609 mech rev.indd 1 2/16/16 9:13 AM

Biostatistics in
Public Health
Using STATA
This page intentionally left blank
Biostatistics in
Public Health
Using STATA

Erick L. Suárez
Cynthia M. Pérez
Graciela M. Nogueras
Camille Moreno-Gorrín
CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742
© 2016 by Taylor & Francis Group, LLC
CRC Press is an imprint of Taylor & Francis Group, an Informa business

No claim to original U.S. Government works

Version Date: 20160201

International Standard Book Number-13: 978-1-4987-2202-5 (eBook - PDF)

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 To our loved ones

To those who have enlightened our path throughout their knowledge.

This page intentionally left blank
Contents

Preface ................................................................................................................xi
Acknowledgments ............................................................................................xiii
Authors .............................................................................................................. xv
1 Basic Commands ....................................................................................1
1.1 Introduction ....................................................................................1
1.2 Entering Stata ..................................................................................2
1.3 Taskbar ............................................................................................2
1.4 Help ................................................................................................3
1.5 Stata Working Directories ...............................................................4
1.6 Reading a Data File .........................................................................6
1.7 insheet Procedure .............................................................................7
1.8 Types of Files ...................................................................................7
1.9 Data Editor......................................................................................7
2 Data Description ..................................................................................11
2.1 Most Useful Commands ...............................................................11
2.2 list Command ................................................................................12
2.3 Mathematical and Logical Operators.............................................12
2.4 generate Command ........................................................................14
2.5 recode Command ...........................................................................15
2.6 drop Command .............................................................................16
2.7 replace Command ..........................................................................16
2.8 label Command .............................................................................16
2.9 summarize Command ...................................................................17
2.10 do-file Editor .................................................................................19
2.11 Descriptive Statistics and Graphs...................................................19
2.12 tabulate Command ........................................................................20
3 Graph Construction .............................................................................23
3.1 Introduction ..................................................................................23
3.2 Box Plot .........................................................................................23
3.3 Histogram .....................................................................................25
3.4 Bar Chart ......................................................................................25

vii
viii ◾ Contents

4 Significance Tests .................................................................................29

4.1 Introduction ..................................................................................29
4.2 Normality Test ..............................................................................31
4.3 Variance Homogeneity ..................................................................31
4.4 Student’s t-Test for Independent Samples .......................................33
4.5 Confidence Intervals for Testing the Null Hypothesis ...................35
4.6 Nonparametric Tests for Unpaired Groups ....................................35
4.7 Sample Size and Statistical Power ...................................................36
5 Linear Regression Models ....................................................................41
5.1 Introduction ..................................................................................41
5.2 Model Assumptions ...................................................................... 42
5.3 Parameter Estimation ....................................................................43
5.4 Hypothesis Testing ........................................................................43
5.5 Coefficient of Determination ........................................................ 44
5.6 Pearson Correlation Coefficient .....................................................45
5.7 Scatter Plot ................................................................................... 46
5.8 Running the Model .......................................................................47
5.9 Centering.......................................................................................47
5.10 Bootstrapping ................................................................................49
5.11 Multiple Linear Regression Model .................................................50
5.12 Partial Hypothesis .........................................................................52
5.13 Prediction ......................................................................................54
5.14 Polynomial Linear Regression Model ............................................55
5.15 Sample Size and Statistical Power ..................................................57
5.16 Considerations for the Assumptions of the Linear Regression Model.... 59
6 Analysis of Variance .............................................................................61
6.1 Introduction ..................................................................................61
6.2 Data Structure ...............................................................................62
6.3 Example for Fixed Effects ..............................................................62
6.4 Linear Model with Fixed Effects ....................................................63
6.5 Analysis of Variance with Fixed Effects ........................................ 64
6.6 Programming for ANOVA ............................................................65
6.7 Planned Comparisons (before Observing the Data).......................68
6.7.1 Comparison of Two Expected Values..............................68
6.7.2 Linear Contrast...............................................................69
6.8 Multiple Comparisons: Unplanned Comparisons ..........................70
6.9 Random Effects .............................................................................72
6.10 Other Measures Related to the Random Effects Model .................74
6.10.1 Covariance .....................................................................74
6.10.2 Variance and Its Components.........................................75
6.10.3 Intraclass Correlation Coefficient ...................................75
 Contents ◾ ix

6.11 Example of a Random Effects Model.............................................75

6.12 Sample Size and Statistical Power ..................................................78
7 Categorical Data Analysis ....................................................................81
7.1 Introduction ..................................................................................81
7.2 Cohort Study .................................................................................82
7.3 Case-Control Study ...................................................................... 84
7.4 Sample Size and Statistical Power ..................................................86
8 Logistic Regression Model ...................................................................89
8.1 Model Definition ...........................................................................89
8.2 Parameter Estimation ................................................................... 90
8.3 Programming the Logistic Regression Model ................................91
8.3.1 Using glm..........................................................................92
8.3.2 Using logit ........................................................................92
8.3.3 Using logistic .....................................................................93
8.3.4 Using binreg......................................................................93
8.4 Alternative Database ......................................................................94
8.5 Estimating the Odds Ratio ............................................................95
8.6 Significance Tests ..........................................................................96
8.6.1 Likelihood Ratio Test .......................................................96
8.6.2 Wald Test .........................................................................96
8.7 Extension of the Logistic Regression Model...................................97
8.8 Adjusted OR and the Confounding Effect...................................100
8.9 Effect Modification......................................................................101
8.10 Prevalence Ratio ..........................................................................102
8.11 Nominal and Ordinal Outcomes .................................................103
8.12 Overdispersion.............................................................................109
8.13 Sample Size and Statistical Power ................................................109
9 Poisson Regression Model ..................................................................113
9.1 Model Definition .........................................................................113
9.2 Relative Risk ................................................................................ 114
9.3 Parameter Estimation .................................................................. 115
9.4 Example....................................................................................... 115
9.5 Programming the Poisson Regression Model ............................... 116
9.6 Assessing Interaction Terms ......................................................... 117
9.7 Overdispersion.............................................................................121
10 Survival Analysis ................................................................................123
10.1 Introduction ................................................................................123
10.2 Probability of Survival .................................................................126
10.3 Components of the Study Design ................................................126
10.4 Kaplan–Meier Method ................................................................127
x ◾ Contents

10.5 Programming of S(t) ..................................................................128

10.6 Hazard Function ........................................................................132
10.7 Relationship between S(t) and h(t) .............................................134
10.8 Cumulative Hazard Function ....................................................135
10.9 Median Survival Time and Percentiles .......................................136
10.10 Comparison of Survival Curves .................................................137
10.11 Proportional Hazards Assumption .............................................138
10.12 Significance Assessment .............................................................139
10.12.1 Log-Rank Test ..........................................................140
10.12.2 Wilcoxon–Gehan–Breslow Test ............................... 141
10.12.3 Tarone–Ware Test.....................................................142
10.13 Cox Proportional Hazards Model ..............................................143
10.14 Assessment of the Proportional Hazards Assumption................. 145
10.15 Survival Function Estimation Using the Cox Proportional
Hazards Model ..........................................................................146
10.16 Stratified Cox Proportional Hazards Model ...............................146
11 Analysis of Correlated Data ...............................................................149
11.1 Regression Models with Correlated Data ...................................149
11.2 Mixed Models ............................................................................154
11.3 Random Intercept ......................................................................156
11.4 Using the mixed and gllamm Commands with a Random
Intercept ..................................................................................... 157
11.5 Using the mixed Command with Random Intercept and Slope. ..161
11.6 Mixed Models in a Sampling Design .........................................163
12 Introduction to Advanced Programming in STATA ..........................167
12.1 Introduction ...............................................................................167
12.2 do-files .......................................................................................167
12.3 program Command ....................................................................168
12.4 Log Files.....................................................................................170
12.5 trace Command..........................................................................170
12.6 Delimiters ..................................................................................171
12.7 Indexing .....................................................................................172
12.8 Local Macros ............................................................................. 174
12.9 Scalars ........................................................................................175
12.10 Loops (foreach and forvalues) ...................................................... 176
12.11 Application of matrix and local Commands for Prevalence
Estimation .................................................................................179
References ....................................................................................................... 183
Index ................................................................................................................185
Preface

This book is intended to serve as a guide to applied statistical analysis in public

health using the Stata program. Our motivation for writing this book lies in our
years of experience teaching biostatistics and epidemiology, particularly in the aca-
demic programs of biostatistics and epidemiology. The academic material is usu-
ally covered in biostatistics courses at the master’s and doctoral levels at schools of
public health. The main focus of this book is the application of statistics in pub-
lic health. Because of its user-friendliness, we used the Stata software package in
the creation of the database and the statistical analysis that will be seen herein.
This 12-chapter book can serve equally well as a textbook or as a source for con-
sultation. Readers will be exposed to the following topics: Basic Commands, Data
Description, Graph Construction, Significance Tests, Linear Regression Models, Analysis
of Variance, Categorical Data Analysis, Logistic Regression Model, Poisson Regression
Model, Survival Analysis, Analysis of Correlated Data, and Advanced Programming
in Stata. Each chapter is based on one or more research problems linked to public
health. We have started with the assumption that the readers of this book have taken
at least a basic course in biostatistics and epidemiology. Further, for those readers
who are new to Stata, the first three chapters should be read sequentially, as they
form the basis of an introductory course to this software.

Erick L. Suárez
University of Puerto Rico

Cynthia M. Pérez
University of Puerto Rico

Graciela M. Nogueras
MD Anderson Cancer Center

Camille Moreno-Gorrín
University of Puerto Rico

xi
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Acknowledgments

We thank Dr. Kenneth Hess, professor of biostatistics at MD Anderson Cancer

Center in Houston, Texas, for his kind comments and suggestions aimed at improv-
ing different aspects of this book. We also thank Bob Ritchie for his excellent work
in editing this book. We want to acknowledge the support we received from the
Department of Biostatistics and Epidemiology of the Graduate School of Public
Health, University of Puerto Rico, in the writing of this book. We are very grateful
to the many students—particularly Marc Machín and Kristy Zoé Vélez of the MPH
program in Biostatistics—who collaborated by reading material for this book.
This book would not have been possible without the financial support that
we received from the following grants: CA096297/CA096300 from the National
Cancer Institute of the National Institutes of Health and 2U54MD00758  from
the National Institute on Minority Health and Health Disparities of the National
Institutes of Health.

xiii
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Authors

Erick L. Suárez is a professor of biostatistics in the Department of Biostatistics and

Epidemiology at the University of Puerto Rico Graduate School of Public Health.
He has more than 25 years of experience teaching biostatistics at the graduate level
and has co-authored more than 75 peer-reviewed publications in chronic and infec-
tious diseases. Dr. Suárez has been a co-investigator of several NIH-funded grants
related to cancer, HPV, HCV, and diabetes. He has extensive experience in statisti-
cal consulting with biomedical researchers, particularly in the analysis of microar-
rays data in breast cancer.

Cynthia M. Pérez is a professor of epidemiology in the Department of Biostatistics

and Epidemiology at the University of Puerto Rico Graduate School of Public
Health. She has taught epidemiology and biostatistics for over 20  years. She has
also directed efforts in mentoring and training to public health and medical stu-
dents at the University of Puerto Rico. She has been the principal investigator or
co-investigator of research grants in diverse areas of public health including diabetes,
metabolic syndrome, periodontal disease, viral hepatitis, and HPV infection. She is
the author or co-author of more than 75 peer-reviewed publications.

Graciela M. Nogueras is a statistical analyst at the University of Texas MD

Anderson Cancer Center in Houston, Texas. She is currently enrolled on the PhD
program in biostatistics at the University of Texas—Graduate School of Public
Health. She has co-authored more than 30 peer-reviewed publications. For the past
nine years, she has been performing statistical analyses for clinical and basic science
researchers. She has been assisting with the design of clinical trials and animal
research studies, performing sample size calculations, and writing the clinical trial
reports of clinical trial progress and interim analyses of efficacy and safety data to
the University of Texas MD Anderson Data and Safety Monitoring Board.

xv
xvi ◾ Authors

Camille Moreno-Gorrín is a graduate of the Master of Science Program in

Epidemiology at the University of Puerto Rico Graduate School of Public Health.
During her graduate studies, she was a research assistant at the Comprehensive
Cancer Center of the University of Puerto Rico where she co-authored several arti-
cles in biomedical journals. She also worked as a research coordinator for the HIV/
AIDS Surveillance System of the Puerto Rico Department of Health, where she
conducted research on intervention programs to link HIV patients to care.
Chapter 1

Basic Commands

Aim: Upon completing the chapter, the learner should be able to

understand the general form of the basic commands of Stata for read-
ing and saving databases.

1.1 Introduction
Stata is a computer program designed to perform various statistical procedures.
Among the basic statistical procedures that can be performed are the following:
calculation of summary measures, construction of graphs, and frequency distribu-
tion using contingency tables. Furthermore, using Stata, you can perform param-
eter estimation in generalized linear models and survival analysis models using
uncorrelated and correlated data. The program also has the ability to perform arith-
metic operations on matrices. Its ability to export and import databases in the Excel
format gives Stata great versatility. This program is regularly used in biostatistics
courses in public health schools in different countries. It is also often cited as one
of the main programs used for statistical analysis in scientific publications related
to public health research.
This chapter will provide an introduction to the Stata program, version 14.0.
We assume that readers of this book have a basic knowledge of both biostatistics
and epidemiology.

1
2 ◾ Biostatistics in Public Health Using STATA

1.2 Entering Stata

After selecting the Stata icon on your computer, the program responds with five
windows (Figure 1.1), which have the following utilities:

1. Command: In this window the user can write or enter “commands” or

instructions to perform various operations with an active database. Not all
commands can be executed in this area; there is also a taskbar with executable
commands.
2. Results: This window shows the results obtained after the execution of the
commands introduced or requested via the taskbar.
3. Variables: In this window the variables of an active database are displayed. If
this window is blank, that is an indication that there is no active database.
4. Review: This window lists all the commands used during the current open
session of the program and allows them to be repeated without rewriting
them in the command area.
5. Properties: This window displays the properties of the user’s variables and dataset.

1.3 Taskbar
The taskbar provides common access to all windows-based program commands, such
as File, Edit, Data, Graphics, and Statistics; these options can be found at the upper part
of the main window. The most frequently used icon is the Data Editor icon, with which

Figure 1.1 Main Stata 14 window.

 Basic Commands ◾ 3

Figure 1.2 Taskbar and icons.

it is possible to enter values and identify the variables in a given project. The Graphics
button provides access to the window used to generate different types of graphs. The
Statistics option allows the user to perform statistical mathematical operations through
the execution of the commands. Below the taskbar are icons that allow the user to open,
save, and print, along with icons that facilitate the observation of graphics (Figure 1.2).

1.4 Help
One of the most useful attributes of Stata is its support system, which allows the
user to find the commands and their ways of execution, according to that user’s
specific needs. The help menu can be accessed by clicking on the “New Viewer”
icon on the toolbar or by typing either help or the letter h in the command area
and following that with a keyword that represents the topic about which the user
requires more information (see Figure 1.3).
4 ◾ Biostatistics in Public Health Using STATA

Figure 1.3 Help window.

For example, if we want to learn how to perform an analysis of variance

(ANOVA), we can use one of the following commands:
help anova

or
h anova

Upon entering those commands, a specific window for ANOVA will appear (see
Figure 1.4).

1.5 Stata Working Directories

When working with Stata, files and results can be saved to a specific directory, which
is defined during the installation instructions. For example, to view the working
directory for a project, enter the command pwd (path of the current working direc-
tory), and the following results will be displayed:
. pwd
/Users/Documents/students
 Basic Commands ◾ 5

Figure 1.4 Help ANOVA.

It is important to keep the working files in a directory that is different from the
default directory that Stata assigns, because during the regular program updates
files located in the default directory may be removed.
To create a particular file, the mkdir and cd commands must be used to navi-
gate to that directory again. The sequence of commands to create a directory is
as follows:

cd C:\ Navigate to the main directory of your hard drive or to

the location where you wish to create your home
directory

mkdir new_folder Create a new working directory

cd new_folder Navigate to the new working directory

To use Stata in the new working directory, you need to restart the program
and immediately move to the desired directory. For example, assuming that the
name of the working directory is “students” and assuming, as well, that this
6 ◾ Biostatistics in Public Health Using STATA

directory is located in your computer’s Documents folder, the following will take
you to that folder:

cd “/Users/Documents/students”

1.6 Reading a Data File

After creating the working directory in which, outside the Stata program, we have
previously copied a data file (i.e., the file named “Cancer.dta”), we proceed to open
the file. This can be done in two different ways: using the command area or using
the icon on the toolbar. For the former, we would write the following command
sequence:

cd “C:\new_folder” Command to navigate to the new working directory

dir Command to browse the contents of the folder
use cancer The use command indicates the name of the file that
will be used

For the latter, on the other hand, it is necessary to click , the Open icon, and
browse the folder that contains the working file. The describe command can be
used to view the information contained in the data file, which might include the
number of observations, variables, and file size, among others, as shown below
(assuming that the active database being used contains the anthropometric mea-
surements of 10 subjects):

describe

Output

. describe
Contains data
obs: 10
vars: 5
size: 200
-----------------------------------------------------------------------------
storage display value
variable name type format label variable label
-----------------------------------------------------------------------------
var1 float %9.0g
var2 float %9.0g
var3 float %9.0g
var4 float %9.0g
var5 float %9.0g
-----------------------------------------------------------------------------
 Basic Commands ◾ 7

1.7 insheet Procedure

Another way to read a database in Stata is to import existing databases created
in other formats. Delimited text files using the .txt (can be opened by most text
editors), .raw (a raw image file), and .csv (an MS Excel file) extensions can be
imported into Stata. The most commonly used is .csv, which, as indicated, is cre-
ated using MS Excel. In Excel, you must save the data file using the .csv file exten-
sion instead of the .xls extension. When you have the data saved with .csv, you can
then proceed to use the insheet command in Stata:

insheet using “c:/data.csv”, replace

The replace option that has been placed after the comma (above) is used to
clear the program if another database was being used. Stata does not open
a  database if there is another one that is already open. The clear command can
also be used in Stata to remove a database, therefore clearing the way to use a
new one.

1.8 Types of Files

Below is a list of the different types of archives that can be created in Stata; the left-
hand column contains the file extensions that correspond to each archive.

.dta data files

.do command files

.ado programs

.hlp help files

.gph graphs

.dct dictionary files

1.9 Data Editor

In the Data Editor window, you can input data for the creation and identifi-
cation of the study variables. One advantage of Stata’s data editor is its ability
to import databases built in Excel. This is done by the simple operation of select-
ing the  entire  database in Excel and copying and pasting it into the Stata data
editor.
8 ◾ Biostatistics in Public Health Using STATA

Figure 1.5 Data Editor window.

To access the Data Editor window (Figure 1.5), click the “Edit” icon, , on
the taskbar located in the main window.
At the beginning of the data entry process, the program automatically assigns a
name to the column that defines each variable (var1, var2, …, vark). This name can
be changed in the Variables Manager window after clicking the Data Editor icon,
using the box “Name” (Figure 1.6). To return to the main window of Stata, you
close or minimize the Data Editor window.
Constructing a user-friendly database requires that each variable be named in
such a way as to be easy to identify. This can be done using the “Label” box in the
properties window. When building a database, it is possible for the values assigned to
the variables to be represented by codes. The coding of the variables can be done using
the “Value Label” option. With this option you can assign numerical values to alpha-
numeric variables, thereby allowing better management of the database. This coding
can be done in the Variables Manager window. The steps to do this are as follows:

1. Click “Manage” in the Variables Manager window, and a new window appears
(Figure 1.7). Then click “Create Label” to assign each code a label.
2. After creating the value labels, return to the Variables Manager window, in
which you will be able to assign labels to each variable in the “Label” box (if they
were not assigned previously in the Properties window) (Figure 1.8).
 Basic Commands ◾ 9

Figure 1.6 Variable name change.

Figure 1.7 Assigning value label.

10 ◾ Biostatistics in Public Health Using STATA

Figure 1.8 Assigning labels to each variable.

To continue working in Stata after having created a database, the user needs to
ensure that the data have been saved. To that end, the user will need to assign a
name to the file to continue working on the database. Clicking on “File” (on the
toolbar) followed by “Save As” (on the subsequent dropdown menu) begins this
process. After that, select the working folder or directory and assign a name to the
database. The default file extension is .dta.
Chapter 2

Data Description

Aim: Upon completing the chapter, the learner should be able to

describe a database with the specific commands of Stata.

2.1 Most Useful Commands

Although specific reference is made to the use of the menus and dialog windows of
the program, it is important to understand how to manage the different conditions
and options that are available for each Stata command. Most Stata commands fol-
low the same basic sequence:

<command> <variable or variables list> <condition or use of

if>, <options>

A list containing several of the commands and their corresponding descriptions

follows below:
list Lists the values of the variables
describe Produces a summary of the dataset in memory or of the data
stored in a Stata-format dataset
codebook Examines the variable names, labels, and data to produce a
codebook for describing the dataset
generate Creates a new variable in the dataset
recode Changes the values of the numeric variables according to the
rules specified

11
12 ◾ Biostatistics in Public Health Using STATA

replace Changes the contents of an existing variable

label Can be used for several purposes, but is mainly used for
attaching labels to data, variables, or values
drop Eliminates variables or observations from the data that are in
the memory
summarize Calculates and displays a variety of univariate summary
statistics
tabulate Produces one-way or two-way tables of frequency counts
table Calculates and displays tables of statistics

2.2 list Command

The list command displays the values of all the components of the database
requested in the command line. If the user wants to view a specific variable of the
database, the user must first write the word list, followed by the condition in and
then write the number of observations to be viewed on the screen, as shown in the
following:

Output

. list in 5/10
+----------------------------------+
| var1 var2 var3 var4 var5 |
|----------------------------------|
5. | 5 45 56 1.52 1 |
6. | 6 36 87 1.46 1 |
7. | 7 30 78 1.44 1 |
8. | 8 29 77 1.56 1 |
9. | 9 27 67 1.52 0 |
|----------------------------------|
10. | 10 29 63 1.52 1 |
+----------------------------------+

Only observations 5–10 of the active database are displayed.

2.3 Mathematical and Logical Operators

To carry out different mathematical or logical operations with numbers or variables
of the active database, the following symbols are available:
 Data Description ◾ 13

Symbol Definition

== Equal to (double equal sign)

!= or ~= Not equal to
> Greater than
>= Greater than or equal to
< Less than
<= Less than or equal to
+ Addition (e.g., 2 + 3)
− Subtraction (e.g., 2 − 3)
* Multiplication (e.g., 2 * 3)
/ Division (e.g., 2/3)
^ Exponentiation (e.g., 2 ^ 3)
& and (assuming two conditions, the symbol & is used to
indicate that both conditions are occurring simultaneously.)
| or (assuming two conditions, the symbol | is used to indicate
that one or the other or both conditions are occurring; that
is, that at least one of them is occurring.)

Usually, these operators are associated with the conditional command If for specific
variables. For example, to display only those observations in which the age is below
30, the command line is as follows:

list id age weikg heimt if age<30

Output

+--------------------------+
| id age weikg heimt |
|--------------------------|
1. | 1 28 59 1.55 |
3. | 3 25 76 1.6 |
4. | 4 26 65 1.78 |
8. | 8 29 77 1.56 |
9. | 9 27 67 1.52 |
|--------------------------|
10. | 10 29 63 1.52 |
+--------------------------+
14 ◾ Biostatistics in Public Health Using STATA

The symbol of asterisk (*) is also used to make any comment during the Stata pro-
gramming; for example:

*Displaying observations in which the age is below 30

list id age weikg heimt if age<30

2.4 generate Command

The generate command (or gen) is used to define new variables in an existing data-
base. For example, let us suppose that you have a database of anthropometric mea-
surements (corresponding to the hypothetical participants of your study), such as
weight in kilograms (weikg) and height in meters (heimt), and you want to calculate
the body mass index (bmi) of each participant, with bmi being defined as the ratio
of weikg over heimt squared. Suppose, further, that the following database is active
in Stata:

+--------------------------------+
| id age weikg heimt sex |
|--------------------------------|
1. | 1 28 59 1.55 0 |
2. | 2 32 35 1.35 0 |
3. | 3 25 76 1.6 0 |
4. | 4 26 65 1.78 0 |
5. | 5 45 56 1.52 1 |
|--------------------------------|
6. | 6 36 87 1.46 1 |
7. | 7 30 78 1.44 1 |
8. | 8 29 77 1.56 1 |
9. | 9 27 67 1.52 0 |
10. | 10 29 63 1.52 1 |
+--------------------------------+

To compute and display the bmi of each participant, the following commands are
executed:

gen bmi = weikg/(heimt^2)

list id bmi

You can see that a new variable, named bmi, has been created as a result of using
the list command:
 Data Description ◾ 15

Output

+---------------+
| id bmi |
|---------------|
1. | 1 24.55775 |
2. | 2 19.20439 |
3. | 3 29.6875 |
4. | 4 20.51509 |
5. | 5 24.23823 |
|---------------|
6. | 6 40.81441 |
7. | 7 37.61574 |
8. | 8 31.64037 |
9. | 9 28.99931 |
10. | 10 27.26801 |
+---------------+

2.5 recode Command

The recode command allows the user to change or regroup the values of any variable.
For example, let us assume that a user wants to regroup the values of the bmi variable
of the previous database in the following three groups: (1) Group 1 contains the val-
ues ranging from 18.5 to 24.9, (2) Group 2 are those that range from 25 to 29.9, and
(3) Group 3 are the values that are 30 or greater. The commands sequence is as follows:

gen bmig=bmi
recode bmig 18.5/24.9=1 25/29.9=2 30/max=3
list id bmig

Output

+-----------+
| id bmig |
|-----------|
1. | 1 1 |
2. | 2 1 |
3. | 3 2 |
4. | 4 1 |
5. | 5 1 |
|-----------|
6. | 6 3 |
7. | 7 3 |
8. | 8 3 |
9. | 9 2 |
10. | 10 2 |
+-----------+
16 ◾ Biostatistics in Public Health Using STATA

2.6 drop Command

The drop command allows us to eliminate from one to several variables from our
active database. For example, to eliminate the bmi variable, the following com-
mand must be used:

drop bmi

2.7 replace Command

This command allows you to change the value of an existing variable according to
the rule specified. For example, let us assume that a user wants to categorize bmi into
the following groups: Group 1 (persons with a bmi from 18.5 to 24.49), Group 2
(persons with a bmi from 24.5 and 29.9), and Group 3 (persons with a bmi from 30
onward). The command sequence to create these categories of bmi, assuming that
bmi was not already created, is as follows:

gen bmi= weikg/(heimt^2)

gen bmig=bmi
replace bmig=1 if bmi >= 18.5 & bmi < 24.5
replace bmig=2 if bmi >= 24.5 & bmi < 30
replace bmig=3 if bmi >= 30
list id bmig

After the list command, the results will be the same as that reported with the replace
command.

2.8 label Command

The label command defines a name to the variables of the active database; for exam-
ple, the label variable command assigns a label to the variable bmig as follows:

label variable bmig “body mass index categories”

In addition, the label command decodes the categories of the variables, combining
label define and label value commands. The label define command is used to create a
label for different codes to be attached to a legend. Then, the label value command
is used to relate the categories of 1 variable to the labels defined in label define
command. For example, the command lines that are used to label the codes of the
variables sex and bmig are as follows:

label define sexc 0 “Male” 1 “Female”

label value sex sexc
 Data Description ◾ 17

label define bm 1 “Normal” 2 “Overweight” 3 “Obese”

label value bmig bm
list id sex bmig

After using the list command, the following output will be displayed:

+----------------------------+
| id sex bmig |
|----------------------------|
1. | 1 Male Overweight |
2. | 2 Male Normal |
3. | 3 Male Overweight |
4. | 4 Male Normal |
5. | 5 Female Normal |
|----------------------------|
6. | 6 Female Obese |
7. | 7 Female Obese |
8. | 8 Female Obese |
9. | 9 Male Overweight |
10. | 10 Female Overweight |
+----------------------------+

If you want to eliminate a label that was previously assigned to a variable, the drop
command must be used, as follows:

label drop sex

And to eliminate all of the assigned labels, write the following:

label drop all

2.9 summarize Command

If we want to summarize the variables in a database, we must write summarize
(or sum) in our command window. After we do this, a table containing a summary
of all the variables in our database appears. It is recommended that this command
be used with quantitative variables. For example, in the previous database, age,
weight (weikg), height (heimt), and bmi are defined as quantitative variables; there-
fore, the command would be as follows:

sum age weikg heimt bmi

18 ◾ Biostatistics in Public Health Using STATA

Output

Variable | Obs Mean Std. Dev. Min Max

--------------+---------------------------------------------------------
age | 10 30.7 5.9264 25 45
weikg | 10 66.3 14.62912 35 87
heimt | 10 1.53 .1127435 1.35 1.78
bmi | 10 28.45408 6.925241 19.20439 40.81441

As a result, in the command window, a table is displayed containing the number of

observations, mean (Mean), standard deviation (Std. Dev.), minimum (Min), and
maximum (Max) for each variable. If the user is interested in displaying descrip-
tive statistics for certain conditions, the conditional command if can be used. For
example, a statistical description of the bmi in subjects less than 30 years old, the
following procedure can be used:

sum bmi if age < 30

Output

Variable | Obs Mean Std. Dev. Min Max

--------------+---------------------------------------------------------
bmi | 6 27.11134 4.01918 20.51509 31.64037

The detail command can be written at the end of the command line to obtain
information, which is more detailed, about quantitative variables in the database.
For example, assuming we want the detailed information of the distribution of the
variable bmi, the following command line can be used:
sum bmi, detail

Output

bmi
---------------------------------------------------------------
Percentiles Smallest
1% 19.20439 19.20439
5% 19.20439 20.51509
10% 19.85974 24.23823 Obs 10
25% 24.23823 24.55775 Sum of Wgt. 10

50% 28.13366 Mean 28.45408

Largest Std. Dev. 6.925241
75% 31.64037 29.6875
90% 39.21507 31.64037 Variance 47.95897
95% 40.81441 37.61574 Skewness .4458304
99% 40.81441 40.81441 Kurtosis 2.272217
 Data Description ◾ 19

2.10 do-file Editor

A do-file is a set of Stata commands that can be stored for later use. In the Stata
toolbar, click on the icon to create a do-file. A window will open (Figure 2.1),
and you can either type or paste a series of commands and then save this as a file
for later use. To execute these commands, totally or partially, click on the Do icon,
, in this editor, which is located in the extreme right corner.
Once the sequence of Stata commands is defined for the first time, a name has
to be assigned to this do-file for later use. Stata assigns the extension .do to this
file name.

2.11 Descriptive Statistics and Graphs

To generate a table of descriptive statistics, on the main taskbar, click Statistics 
Summaries, tables, and tests  Other tables  Compact table of summary
statistics (Figure 2.2).
When you click this sequence, a window opens that lets you select the variable
of the active database that will be analyzed and choose the statistical procedure of
interest. Within this window, we can assess (in terms of mean, standard deviation,
coefficient of variation, 25th percentile [p25], 75th percentile [p75], and interquar-
tile range [p75–p25]) the statistical distribution of a quantitative variable, as shown
for bmi from the previous database (Figure 2.3).
If the Statistics icon is used, Stata displays the command and the results. The
output above indicates that the value of the sd (standard deviation) is only 24.3%
of the mean, which might suggest a relatively moderate variability in the bmi

Figure 2.1 do-file editor window.

20 ◾ Biostatistics in Public Health Using STATA

Figure 2.2 Creating a table to display summary statistics.

Figure 2.3 Window for displaying a table of summary statistics.

distribution. Based on the iqr (interquartile range), the output indicates that 50% of
the bmi around the median value is not greater than 7.4.

2.12 tabulate Command

The tabulate (or tab) command provides a table with the frequency values of the
corresponding variable. For example, to obtain the frequency distribution of the
grouped bmi (bmig), the user needs to write the following:

tab bmig

Output

bmig | Freq. Percent Cum.

-----------+-----------------------------------
Normal | 3 30.00 30.00
Overweight | 4 40.00 70.00
Obese | 3 30.00 100.00
-----------+-----------------------------------
Total | 10 100.00
 Data Description ◾ 21

In this example, 30% of the study group was categorized as being obese and 40%
as being normal.
The tab command can be used to report contingency tables that, in turn, can be
used to report the frequency distribution, with the option of including percentages
by column and row. For example, to describe the association between the variables
bmig and sex (see the previous database), use the tab command, as follows:
tab bmig sex, co

Output

+-------------------+
| Key |
|-------------------|
| frequency |
| column percentage |
+-------------------+
| sex
bmig | Male Female | Total
----------+----------------------+----------
Normal | 2 1 | 3
| 40.00 20.00 | 30.00
----------+----------------------+----------
Overweight| 3 1 | 4
| 60.00 20.00 | 40.00
----------+----------------------+----------
Obese | 0 3 | 3
| 0.00 60.00 | 30.00
----------+----------------------+----------
Total | 5 5 | 10
| 100.00 100.00 | 100.00

The results show that 80% of women are categorized as being either overweight
or obese, while 40% of men are categorized as being overweight, with none being
categorized as being obese. Only 30% of the subjects (both sexes) are categorized as
being of normal weight.
This page intentionally left blank
Chapter 3

Graph Construction

Aim: Upon completing the chapter, the learner should be able to create
the graphs that are most commonly used for data description.

3.1 Introduction
To create a graph, we click on the Graphics option on the taskbar (Figure 3.1).
After we do this, the following dropdown menu appears, listing a series of possible
graphs that can be constructed.
Afterward, the user clicks the type of graph or plot needed; a new window
with the different specifications available for this type of graph will be displayed.
Once the specifications are provided, the user must choose one of the following two
options for obtaining the graph that he or she desires: Submit or OK. If Submit is
chosen, the requested graph will be displayed, with the graph window remaining
open (enabling the user to explore other specifications); choosing OK brings up the
requested graph but the graph window remains closed.

3.2 Box Plot

To construct a box plot, the user should click the Box Plot option after clicking
Graphics (Figure  3.2). Afterward, a quantitative variable must be defined. For
example, to obtain the box plot for the variable bmi of the previous database, insert
bmi in the space provided; in addition, the user has the option of writing a title in
the Title option (Figure 3.3).

23
24 ◾ Biostatistics in Public Health Using STATA

Figure 3.1 Graphics options.

Figure 3.2 Box plot window.

 Graph Construction ◾ 25

40

35
bmi

30

25

20

Figure 3.3 Graph box for bmi.

3.3 Histogram
Another commonly used chart is the histogram, which shows the frequency dis-
tribution of the variable of interest using abutting rectangles, and in which the
height of each rectangle corresponds to the frequency of subjects within certain
limits of the variable (these limits are the base of each rectangle). For example, to
create a histogram of the variable with four rectangles using the Graphics window,
the user needs to click the Histogram option and write the name of the variable,
bmi (Figure 3.4). At this point, the user has the option of specifying the number of
rectangles in the space labeled Number of bins and, in addition, has the option to
include the normal density plot (see Figure 3.5).
The normal option will show a curve of the normal probability distribution over
the histogram. This tells us how far away the distribution of the variable of interest
is from the normal distribution.

3.4 Bar Chart

To construct a bar chart, the user clicks the Bar Chart option after clicking Graphics
and sets the specifications for this type of graph (Figure 3.6). For example, to show
the mean of the bmi by sex, the user needs to define the requested statistics (i.e.,
mean), and the variable that identifies the subgroup (for the purposes of this exam-
ple, the variable sex) in the window that is opened when the By button is depressed
(see Figure 3.7).
26 ◾ Biostatistics in Public Health Using STATA

Figure 3.4 Histogram window.

40

30
Percent

20

10

0
20 25 30 35 40
bmi

Figure 3.5 Histogram for bmi.

The results show that the mean of the bmi in women is higher than it is in men.
The next chapter will demonstrate the procedure that is used to determine whether
this sort of difference is statistically significant.
 Graph Construction ◾ 27

Figure 3.6 Bar chart window.

Male Female

30
Mean of bmi

20

10

0
Graphs by sex

Figure 3.7 Graph bar: Mean bmi by sex.

28 ◾ Biostatistics in Public Health Using STATA

Male Female
40

30

20

10

0
Graphs by sex Sex

Figure 3.8 Mean bmi with one standard deviation by sex.

Another type of bar chart that the user might want to create is one in which the
standard deviation is added (see Figure 3.8). The next sequence of commands can
be used for this purpose:

sort sex
gen mbmi=bmi
gen sbmi=bmi
collapse (mean) mbmi (sd) sbmi, by(sex)
gen hbmi = mbmi + sbmi
twoway (bar mbmi sex) (rcap hbmi mbmi sex), yscale(range(0 40))
xlabel(none) by(sex, noxrescale) by(,legend(off))

The collapse command is used to summarize a set of data using statistics, such as
mean, sum, median, and percentiles. These statistics can be computed overall or for
each category of specific variables, previously sorted. In the last sequence of com-
mands, we computed the mean and standard deviation of the variable bmi for each
category of variable sex. The twoway command is used to create different plots in
the same graph. In the previous example, we used bar for graph bars and rcap for
capped spikes in the same graph.
Chapter 4

Significance Tests

Aim: Upon completing the chapter, the learner should be able to per-
form significance tests that are concerned with the expected values of
continuous random variables.

4.1 Introduction
Classical statistical tests are performed to compare the expected values of a random
variable, under the assumption that these values are constant parameters of the tar-
get population. The Bayesian approach assumes that these parameters are another
random variable. In this chapter we will concentrate our analysis using classical
statistical tests for comparing the expected values of a continuous random variable
in two independent groups.
The classical statistical tests are based on the initial formulation of two comple-
mentary hypotheses that are related to the parameters of the target population;
these hypotheses are the null and the alternative hypotheses. The null hypothesis,
denoted by H0, is the hypothesis that is to be tested. The alternative hypothesis, usu-
ally denoted by Ha, is the hypothesis that contradicts the null hypothesis (Rosner,
2010); usually, the alternative hypothesis will be related to a research hypothesis.
To assess the null hypothesis, a sample of data is collected to compute a test statis-
tic for supporting a decision in favor of or against the H0; there are four possible
outcomes:

1. Evidence in favor of H0, with H0 in fact being true

2. Evidence against H0, though H0 is in fact true (Type I error)
3. Evidence in favor of H0, though H0 is in fact false (Type II error)
4. Evidence against H0, with H0 in fact being false

29
30 ◾ Biostatistics in Public Health Using STATA

In classical statistics, the probabilities of the occurrences of these outcomes are

summarized in the following table:

H0
Decision based on
the sample data True False

Evidence in favor 1 – α = Pr[accept H0|H0 true] β = Pr[accept H0|H0 false]

of H0 (do not Probability of Type II error
reject H0)

Evidence against α = Pr[reject H0|H0 true] 1 – β = Pr[reject H0|H0 false]

H0 (reject H0) Probability of Type I error Statistical power
(significance level)

The general aim in hypothesis testing is to use statistical tests that make α and β
as small as possible. Typically, the evidence against H0 is determined with a signifi-
cance level less than or equal to 5%, while a statistical power of 80% or higher is
considered adequate.
The significance level can be defined prior to performing the test; when this is
done, two regions for the test statistics are defined: the acceptance region (evidence
for accepting H0) and the rejection region (evidence against the null hypothesis).
However, the output of the statistical programs usually shows the probability (called
P-value) for each statistical test. P-value is defined as the probability of obtaining a
test statistic as extreme as or more extreme than the test statistic actually obtained,
given that the null hypothesis is true. As a consequence, the P-value is interpreted
as α level at which the given value of the test statistic is on the borderline between
the acceptance and rejection regions (Rosner, 2010). In Stata, the P-value will be
presented according to the test statistic used and the probability distribution assumed
for this statistic; for example, assuming the Student’s t-test statistic with t-probability
distribution, the output for identifying the P-value will be expressed as Pr(T > t).
To interpret P-values, we can use one of the following statements (Rosner, 2010):

If the P-value ≥ .05, then the results are considered not statistically significant.
If .01 < P-value < .05, then the results are significant.
If .001 < P-value ≤ .01, then the results are highly significant.
If the P-value ≤ .001, then the results are very highly significant.

However, if .05  ≤  P-value  <  .10, then a trend toward statistical significance is
sometimes noted.
 Significance Tests ◾ 31

4.2 Normality Test

When we want to estimate or compare the expected value of a continuous random
variable, usually we assume that this variable follows a normal probability distribu-
tion. To assess whether the normality assumption is met, different statistical tests
can be performed. A formal test to evaluate the normality of a continuous random
variable is the Shapiro–Wilk test, whose null hypothesis states that a given random
variable follows a normal distribution (Rosner, 2010). The swilk command can be
used for this purpose. For example, to determine whether the continuous variables
of the previous database follow a normal distribution, the command line below can
be used:

swilk age weikg heimt bmi

Output

Shapiro-Wilk W test for normal data

Variable | Obs W V z Prob>z

-------------+------------------------------------------------------
age | 10 0.82089 2.760 1.943 0.02598
weikg | 10 0.94243 0.887 -0.203 0.58031
heimt | 10 0.93312 1.031 0.052 0.47923
bmi | 10 0.95562 0.684 -0.628 0.73506

The results above provide evidence in favor of the null hypothesis for all variables
(P-value > .05) with the exception of the variable age (P-value = .0259).

4.3 Variance Homogeneity

An assumption that can be used in the performance of a parametric test to compare
the expected values of a continuous random variable in two unmatched groups is
that the variances are equal (variance homogeneity). This indicates that the location
parameters (expected values) of the continuous random variables can be different in
each group, but the dispersion parameter (variance) is equal in all groups. To per-
form this assessment in two groups, the sdtest command is available; for this assess-
ment, it is assumed that the variance ratio of the two groups follows an F-Fisher
( )
probability distribution σ12 σ22 ~ F . The command lines are as follows for the
variables bmi, weight, and height (all from the previous database):

sdtest bmi, by(sex)

sdtest weikg, by(sex)
sdtest heimt, by(sex)
32 ◾ Biostatistics in Public Health Using STATA

Output
. sdtest bmi, by(sex)

Variance ratio test

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
----------+--------------------------------------------------------------------
Male | 5 24.59281 2.133509 4.770671 18.66924 30.51638
Female | 5 32.31535 3.094344 6.919164 23.72407 40.90663
----------+--------------------------------------------------------------------
combined | 10 28.45408 2.189954 6.925241 23.50006 33.4081
------------------------------------------------------------------------------
ratio = sd(Male) / sd(Female) f = 0.4754
Ho: ratio = 1 degrees of freedom = 4, 4

Ha: ratio < 1 Ha: ratio != 1 Ha: ratio > 1

Pr(F < f) = 0.2446 2*Pr(F < f) = 0.4891 Pr(F > f) = 0.7554

. sdtest weik, by(sex)

Variance ratio test

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
----------+--------------------------------------------------------------------
Male | 5 60.4 6.910861 15.45316 41.21237 79.58763
Female | 5 72.2 5.580323 12.47798 56.70654 87.69346
----------+---------------------------------------------------------------------
combined | 10 66.3 4.626133 14.62912 55.83496 76.76504
------------------------------------------------------------------------------
ratio = sd(Male) / sd(Female) f = 1.5337
Ho: ratio = 1 degrees of freedom = 4, 4

Ha: ratio < 1 Ha: ratio != 1 Ha: ratio > 1

Pr(F < f) = 0.6556 2*Pr(F > f) = 0.6887 Pr(F > f) = 0.3444

. sdtest heimt, by(sex)

Variance ratio test

------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
----------+--------------------------------------------------------------------
Male | 5 1.56 .0692098 .1547579 1.367843 1.752157
Female | 5 1.5 .0219089 .0489897 1.439171 1.560829
----------+--------------------------------------------------------------------
combined | 10 1.53 .0356526 .1127435 1.449348 1.610652
------------------------------------------------------------------------------
ratio = sd(Male) / sd(Female) f = 9.9792
Ho: ratio = 1 degrees of freedom = 4, 4

Ha: ratio < 1 Ha: ratio != 1 Ha: ratio > 1

Pr(F < f) = 0.9766 2*Pr(F > f) = 0.0468 Pr(F > f) = 0.0234
 Significance Tests ◾ 33

For each variable (in the above case, sex), a table displays a description of the sum-
mary measures in each category of that variable: Obs (number of observations),
Mean, Std. Err. (standard error), Std. Dev. (standard deviation), and 95% Conf.
Interval (the 95% confidence interval is used to estimate the expected value of the
random variables). In the above table, the user can see that the standard deviation
of the variable bmi among males is 4.77 (variance = 22.75), while among females
it is 6.92 (variance = 47.74); so the estimated ratio of the variances is 0.4754 (male/
female). If the variances are equal in these two groups, the expected value of this
ratio must be 1 (Rosner, 2010). Near the bottom of the table, the user can see that
the null hypothesis is “H0: ratio  =  1.” The alternative hypothesis is expressed in
three ways: Ha: ratio < 1, Ha: ratio != 1 (different than 1), and Ha: ratio > 1; it is
recommended that only the second alternative hypothesis (ratio is different from 1)
be considered, if the purpose is assessing the variance homogeneity. Below each
alternative hypothesis, the corresponding P-values are presented. Only for the vari-
able height does the statistical evidence not support the assumption of variance
homogeneity (P-value = .0468).

4.4 Student’s t-Test for Independent Samples

Assuming that the assumptions of normality and variance homogeneity are met,
the next step is to determine whether the expected value of the continuous variable
changes in different groups. Suppose that the user wants to compare the expected
value of the variable bmi by sex, assuming that the selection of a male is independent
of the selection of a female in the study sample; for this, Student’s t-test for inde-
pendent samples (Rosner, 2010) can be used, as is demonstrated with the following
expression:

Y1 − Y2
t= ∼ t k|H0
Var (Y1 − Y2 )

where:
Yi indicates the sample mean of the variable bmi for the ith group
tk is the t-probability distribution with k degrees of freedom
Var (Y1 − Y2 ) is the variance of (Y1 − Y2 )

To compute the P-value, it is assumed that this expression follows the t-probability
distribution under the null hypothesis assumption. To perform this kind of t-test,
the user can utilize the ttest command. The specifications for this command can
change depending on the structure of the database. For example, assuming that the
34 ◾ Biostatistics in Public Health Using STATA

previous database is being used and that the aim of the user is to assess the variance
homogeneity in the variable bmi by sex group, the command line for performing
student’s t-test is as follows:

ttest bmi, by(sex)

Output

Two-sample t test with equal variances

-----------------------------------------------------------------------------
Group| Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
----------+-------------------------------------------------------------------
“Male”| 5 24.59281 2.133509 4.770671 18.66924 30.51638
“Female” | 5 32.31535 3.094344 6.919164 23.72407 40.90663
----------+-------------------------------------------------------------------
combined | 10 28.45408 2.189954 6.925241 23.50006 33.4081
----------+-------------------------------------------------------------------
diff| -7.722543 3.758567 -16.38981 .9447286
-----------------------------------------------------------------------------
diff = mean(“Male”) - mean(“Female”) t = -2.0547
Ho: diff = 0 degrees of freedom = 8

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.0370 Pr(|T| > |t|) = 0.0740 Pr(T > t) = 0.9630

The above table is the same as the one described by the sdtest command. However,
the null hypothesis formulated below in this table is different. The null hypoth-
esis states that the expected bmi value is the same for both sexes ( µ Male = µFemale ).
In Stata notation, this hypothesis is formulated as the following: diff  =
mean(Male) − mean(Fem) = 0. The alternative hypotheses that can be assessed
are Ha: diff < 0, Ha: diff != 0 (different than zero), and Ha: diff > 0. Assuming
that the research hypothesis is that males have a lower mean body mass index than
females do, the user has to assess the P-value below the first alternative hypothesis
(one-tailed alternative hypothesis), with the result indicating that there is statisti-
cal evidence against the null hypothesis (P-value = .037); this finding suggests
that the expected bmi in males is lower than the expected bmi in females. If the
research hypothesis is that males have different mean body mass index than females
do, then the user has to assess the P-value below the second alternative hypoth-
esis (two-tailed alternative hypothesis), with this result indicating that there is
statistical evidence in favor of the null hypothesis (P-value = .074); this finding
suggests that the expected bmi in males is not different from the expected bmi
in females.
 Significance Tests ◾ 35

4.5 Confidence Intervals for Testing

the Null Hypothesis
Another way to assess the null hypothesis is to use a confidence interval. For example,
to assess the statistical hypotheses, the following can be used: H 0 : µ Male − µFemale = 0
vs. H a :µ Male − µFemale ≠ 0. In this case, to test the null hypothesis (with a 5% signifi-
cance level), the 95% confidence level for the mean difference provided in the ttest
command can be used. The interval indicates that with a 95% confidence level, the
difference of the expected bmi by sex ( µ Male − µFemale ) is between −16.39 and 0.94.
As zero is included in the interval, this finding provides evidence in favor of the null
hypothesis (P-value > .05).

4.6 Nonparametric Tests for Unpaired Groups

There are several tests available to assess the distribution of the quantitative random
variable in two groups when the basic assumptions of the t-test are violated. One
of these tests is the Mann–Whitney test, also called the Wilcoxon rank sum test,
which is a nonparametric test that compares two unpaired groups. To perform the
Mann–Whitney test, all data are ranked, paying no attention to which group each
value belongs; the smallest number gets a rank of 1 and the largest number gets a
rank of n, where n is the total number of values in the two groups. Then, this test
computes the average of the ranks in each group and reports the two averages. If the
means of the ranks in the two groups are very different, the P-value will be small.
The null hypothesis is that the distributions of both groups will be identical, so that
there is a 50% probability that an observation from a value randomly selected from
one population will exceed an observation randomly selected from the other popu-
lation. In Stata, this test can be performed with the command kwallis. Using the
data from the previous example, the syntax of the kwallis command is as follows:

kwallis bmi, by(sex)

Output

Kruskal-Wallis equality-of-populations rank test

+---------------------------+
| sex | Obs | Rank Sum |
|----------+-----+---------- |
| Male | 5 | 20.00 |
| Female | 5 | 35.00 |
+--------------------------- +
36 ◾ Biostatistics in Public Health Using STATA

chi-squared = 2.455 with 1 d.f.

probability = 0.1172

chi-squared with ties = 2.455 with 1 d.f.

probability = 0.1172

As can be seen above, the results of this test show that the frequency distributions of
the bmi for both sexes are identical (P-value = .1172). This interpretation is consistent
with that of Student’s t-test for the two-tailed alternative hypothesis. An extensive
review of the parametric and nonparametric statistical procedures can be found in the
book of Sheskin (2007).

4.7 Sample Size and Statistical Power

The study design for comparing two means involves the minimum sample size and
statistical power needed to reduce the probability of a false conclusion. Stata pro-
vides the Power and sample size option on the Statistics dropdown menu (Figure 4.1).
Once the Statistics menu is clicked, a new window will be displayed (Figure 4.2).
If you choose the test comparing two independent means, a dialog window, in
which the user enters the data according to the study problem, is displayed. For
example, assuming that we are interested in determining the minimum sample
size of the previous example for a two-sided test with a 5% significance level,
an 80% statistical power, and an allocation ratio equal to 1 (equal sample size in
each group), the window should be completed in the manner seen in Figure 4.3.

Figure 4.1 Statistics options.

 Significance Tests ◾ 37

Figure 4.2 Power and sample size analysis options.

Figure 4.3 Power analyses for a two-sample means test.

38 ◾ Biostatistics in Public Health Using STATA

After clicking the Submit option, the output will be as seen below:

. power twomeans 24.6 32.3, sd1(4.77) sd2(6.91)

Performing iteration ...

Estimated sample sizes for a two-sample means test

Satterthwaite’s t test assuming unequal variances
Ho: m2 = m1 versus Ha: m2 != m1

Study parameters:

alpha = 0.0500
power = 0.8000
delta = 7.7000
m1 = 24.6000
m2 = 32.3000
sd1 = 4.7700
sd2 = 6.9100

Estimated sample sizes:

N = 22
N per group = 11

To compare the statistical hypotheses with a 5% significance level, an 80% statis-

tical power, and an allocation ratio equal to 1, the minimum sample size needed
(for this problem) is 11 per group. If the user is interested in displaying a graph
for different options in the statistical power (0.8, 0.85, 0.9), using common stan-
dard deviation (5), and different allocation ratios (1, 2, 3), the window should be
completed in the manner seen in Figure 4.4.
 Significance Tests ◾ 39

Figure 4.4 Sample size for two-sample means tests with several power levels and
allocation ratios.
40 ◾ Biostatistics in Public Health Using STATA

H0: μ2 = μ1 versus Ha: μ2 ≠ μ1

30
Total sample size (N)

25

20

15
0.8 0.85 0.90
Power (1-β)
Allocation ratio (N2/N1)
1 2
3
Parameters: α = .05, δ = 7.6, μ1 = 25, μ2 = 32, σ = 5

Figure 4.5 Sample size for two-sample means tests using graph option.

When the graph option is used, the output will be as seen in Figure 4.5.
The total sample size requested will increase when the statistical power is
increased; however, the changes in the sample size will depend on the alloca-
tion ratio.
Chapter 5

Linear Regression Models

Aim: Upon completing the chapter, the learner should be able to use
simple, multiple, and polynomial linear regression models for estimating
the expected values of a continuous random variable.

5.1 Introduction
A simple linear regression model (SLRM) is a statistical technique that attempts to
model the relationship between two variables. One of these variables is the main
outcome of interest and is a quantitative random variable, usually denoted with
the letter Y and called the response or dependent variable. The second one can also
be quantitative and is used to explain the behavior of the expected values of Y; it
is usually denoted with the letter X and is called the predictor, explanatory, or inde-
pendent variable. The relationship between these variables, when X is a quantitative
variable, is established using the following expression:

µ yi |xi = β0 + β1 ∗ xi

where:
μ yi |xi defines the expected value of the random variable Y given the predictor
variable X for the ith subject
β1 is a constant parameter associated with the predictor variable X; it is known
as the slope of the regression line and indicates the change in the expected
value of Y per unit of change in X
β0 is a constant parameter that indicates the expected value of Y when xi = 0;
it is known as the intercept of the regression line

41
42 ◾ Biostatistics in Public Health Using STATA

A simple regression model can also be expressed with the following formula:

yi = β0 + β1 X i + ei
where:
yi indicates the response or dependent variables for the ith subject
ei denotes the residual, which is the difference between the observed values in Yi and
the expected value under the model β0 + β1 ∗ xi for the ith subject, as follows:

ei = ( yi − β0 + β1 ∗ xi )

5.2 Model Assumptions

The procedure to estimate the regression coefficients of an SLRM is performed
based on the following assumptions:

1. The response variable is a quantitative random variable that follows a normal

distribution with an expected value of β0 + β1 ∗ xi and a variance of σY2 | X .

(
Y ∼ N β0 + β1 ∗ xi , σY2 |X )
The expected value of the random variable Y is a straight-line function of X.
2. There is independence between the response variable values.
3. The independent or predictor variable is a quantitative variable, not necessar-
ily a random one.
4. The βi coefficients should not be affected by any power, other than the unit,
or by any trigonometric function.
5. The expected value of the residuals is zero, that is,

E ( ei ) = 0 for every value of “i ”

6. The variance of the residuals is constant and is equal to the variance of the
response variable under the SLRM, that is,

var ( ei ) = σY2 / X

This variance is constant across the range of values of X (Homoscedasticity

property).
7. There is no correlation between the residuals, in that

E ( ei , e j ) = 0 for all, i ≠ j

The residual associated with a subject does not affect the residual of another
subject.
 Linear Regression Models ◾ 43

8. The probability distribution of the residuals is normal, as can be determined

using the following:

(
ei ∼ N 0, σY2 / X )

5.3 Parameter Estimation

Several methods are available for estimating the beta coefficients for the linear regres-
sion model. In classical statistics, the method of least squares is used. This method
chooses the coefficients that minimize the following residual sum of squares:
n
S= ∑ ( y − yˆ )
i =1
i i
2

where:
yi indicates the observed value of the y variable for the ith subject
ŷi indicates the estimated expected value of Y under the model for the ith subject
using a specific combination of the estimated beta coefficients, as follows:

yˆi = βˆ 0 + βˆ 1 X i

To reach the coefficients that minimize S, the mathematical method of optimiza-

tion is used, which equates the first derivative of S to 0 (Draper and Smith, 1998). As
( )
a consequence, the resulting equation βˆ 0 + βˆ 1 X i minimizes the distance between
the fitted values ( ŷi ) and the observed values (yi).

5.4 Hypothesis Testing

To assess the statistical significance of the changes in the expected value of Y per
unit of change in X, any one of several methods can be used (Bingham and Fry,
2010). The null hypothesis of these methods states that the coefficient associated
with the predictor variable is zero (H0: β1 = 0). One of the methods for testing this
hypothesis is the t-test, which is expressed in the following way:

βˆ 1
t= ∼ t n − 2|H0
Var βˆ 1( )
in which β̂1 indicates the estimated β1 , tn−2 is the t-probability distribution with n − 2
degrees of freedom under the null hypothesis, and Var ( β̂1 ) is the variance of β1. To
compute the P-value, it is assumed that this formula follows the t-probability distribu-
tion under the null hypothesis assumption.
44 ◾ Biostatistics in Public Health Using STATA

Another method is called analysis of variance (ANOVA), which decomposes the

variance of Y, as follows:

TSS = SSR + SSE

where:
TSS = ∑in=1 ( yi − y )2 indicates the variation of Y around the overall mean of Y;
this variation is known as the total sum of squares
SSR = ∑in=1 ( ŷi − y )2 indicates the variation due to the model, the explained
variation between the expected value under the model and the overall
mean of Y; this variation is known as the sum of squares (SS) due to the
regression model
SSE = ∑in=1 ( yi − yˆ ) indicates the overall variation within the model and the
2

unexplained variation within the residuals; this variation is known as the

residual sum of squares or error sum of squares

SS divided by their degrees of freedom are the mean squares (MS). The follow-
ing ANOVA table summarizes the sources of variation in the data, SS due to the
source, degrees of freedom in the source, MS due to the source, and the expected
value of the MS (Draper and Smith, 1998):

Source of Sum of Degrees of Mean Squares Expected Value of

Variation Squares (SS) Freedom (df) (MS = SS/df) MS

σ2 + β12 ∑ i =1( X i − X )
n 2
Regression SSR 1 SSR/1

Residual (error) SSE n − 2 SSE/(n − 2) σ2

Total TSS n − 1

Under the null hypotheses, the ratio {σ2 + β12 ∑ ( X i − X )2  σ2 } = 1. To determine

how far this ratio should be away from 1, once a set data are collected and the
parameters of the linear model ( σ2 , βi ) are estimated, a P-value is computed using
the F-Fisher probability distribution with 1 and n − 2 degrees of freedom.

5.5 Coefficient of Determination

The coefficient of determination R 2 is a measure of the goodness of fit of the model
and is defined using the following expression:
SSR
R2 = × 100%
TSS
where the range of values of R 2 is between 0% and 100%. This coefficient deter-
mines the percentage of variation of the variable Y explained by the model. Another
way to calculate R 2 is with the following formula:
 Linear Regression Models ◾ 45

SSE
R2 = 1 − × 100%
TSS

This coefficient is used as a criterion to compare two or more models; the higher the
R 2, the better the model fits the data.

5.6 Pearson Correlation Coefficient

The Pearson correlation coefficient is an index indicating the direction and strength
of the linear association between two continuous random variables. This coefficient
is represented by ρ; the estimator is represented by r = ρ̂. Its values range from −1.0
to 1.0. If r is close to 1.0 or to −1.0, it is said that there is a strong positive (directly
proportional) or negative (inversely proportional) linear association, respectively;
values close to zero indicate little or no linear association. The mathematical expres-
sion of r is the following:

SSXY
r=
SSX ∗ TSS

where:
n
SSXY = ∑( X
i =1
i − X ) (Yi − Y )

and
n

∑( X −X)
2
SSX = i
i =1

An alternative way to calculate the Pearson correlation coefficient is using the

square root of the coefficient of determination, assigning the sign of the β1 previ-
ously estimated:

r = sign β̂1 ( ) R2

To assess whether the Pearson correlation coefficient is different from zero (H0: ρ = 0),
with data from a random sample of size n, the following formula is used (Kleinbaum
et al., 2008):

r n−2
T= ∼ t n −2
1− r2
46 ◾ Biostatistics in Public Health Using STATA

To obtain the P-value, the t-distribution with n − 2 degrees of freedom is used. This
test is equivalent to the t-test for assessing H0: β1 = 0, described previously.

5.7 Scatter Plot

Prior to performing a linear regression analysis for specific data, it is recommended
that a scatter plot of the observed data be done to determine whether a linear trend
can be associated with the relationship that exists between the dependent and inde-
pendent variables. For example, the relationship between the variables weight and
height (from the previous database) can be obtained (Figure 5.1) with the following
command:

twoway (scatter weikg heimt) (lfit weikg heimt),

xtitle(“Height, mt”) ytitle(“Weight, kg”)

Output

The option lfit in the twoway command is used to draw a line to describe the linear
relationship between two variables using an SLRM: in this case between height and
weight given the observed data.

100

80
Weight (kg)

60

40

1.3 1.4 1.5 1.6 1.7 1.8

Height (mt)

Weikg Fitted values

Figure 5.1 Scatter plot.

 Linear Regression Models ◾ 47

5.8 Running the Model

The results of this scatter plot show a linear upward trend between height and
weight. Specifically, the higher the subjects, the heavier their weight. After generat-
ing a scatter plot, the user can run a linear regression model with these data using
the command regress (or reg), as follows:

reg weikg heimt

Output

Source| SS df MS Number of obs = 10

--------+--------------------------- F(1, 8) = 0.56
Model | 125.560422 1 125.560422 Prob > F = 0.4765
Residual| 1800.53958 8 225.067447 R-squared = 0.0652
--------+--------------------------- Adj R-squared = -0.0517
Total | 1926.1 9 214.011111 Root MSE = 15.002
------------------------------------------------------------------------------
weikg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------+ ---------------------------------------------------------------
heimt | 33.12939 44.35508 0.75 0.476 -69.15362 135.4124
_cons | 15.61203 68.0289 0.23 0.824 -141.2629 172.487
------------------------------------------------------------------------------

The results of this command show two tables. The first table describes the esti-
mated ratio of the MS obtained by the model over the residual MS is less than 1
(125.6 225.1) = 0.56  . This result indicates that there is no evidence to reject the
null hypothesis (P-value = .4765 > .05). The second table shows the estimated coef-
ficients of the model for the predictor weight and for the intercept (_cons); so, the
 = 15.6 + 33.1 ∗ height.
linear trend is estimated using the following equation: Weight
Thus, the estimated expected weight in kilograms will increase 33.1 (95% CI: −69.2,
135.4) for every additional meter of height. However, this increasing trend was not
significant (P-value > .05). The percentage of total variation from Y explained by
the model is 6.5% (R-squared). In this case, Student’s t-test described below the
ANOVA table shows nonsignificant results for the predictor weight with exactly
the same P-value described for the F-distribution in ANOVA, which is because of
the fact that in an SLRM, t2 = F.

5.9 Centering
To facilitate the interpretation of the intercept on a linear regression model, it is
advisable to transform the values of Xi to the difference of each value from its
mean as ( X i − X i ). This transformation is known as centering. As a result of the
48 ◾ Biostatistics in Public Health Using STATA

centralization, the estimator of the coefficient associated with the intercept is equal
to the mean of the dependent variable, that is,

β̂0 = Y

This process does not affect the estimates of the coefficients associated with the
independent variable. Assuming the previous database, the process of center-
ing height to explain weight in STATA can be achieved by typing the following
commands:

sum weikg
sum heimt
*Centering weikg using the result of the previous sum command
gen heimtc=heimt-r(mean)
reg weikg heimtc

Output

sum weikg
Variable | Obs Mean Std. Dev. Min Max
------------+----------------------------------------------
weikg | 10 66.3 14.62912 35 87
. sum heimt
Variable | Obs Mean Std. Dev. Min Max
------------+----------------------------------------------
heimt | 10 1.53 .1127435 1.35 1.78
*Centering weikg using the result of the previous sum command
gen heimtc=heimt-r(mean)
reg weikg heimtc
Source | SS df MS Number of obs = 10
------------+------------------------ F(1, 8) = 0.56
Model | 125.56044 1 125.56044 Prob > F = 0.4765
Residual |1800.53956 8 225.067445 R-squared = 0.0652
------------+--------------- Adj R-squared = -0.0517
Total | 1926.1 9 214.011111 Root MSE = 15.002
------------------------------------------------------------------------------
weikg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
------------+----------------------------------------------------------------
heimtc | 33.12939 44.35508 0.75 0.476 -69.15361 135.4124
_cons | 66.3 4.744127 13.98 0.000 55.36002 77.23998
------------------------------------------------------------------------------

Now the equation model can be expressed in the following manner:

 = 66.3 + 33.1 ∗ heimtc = 66.3 + 33.1 ∗ ( heimt − 1.53 )

weikg
 Linear Regression Models ◾ 49

 is the estimated expected weight (kilograms), explained by centering

where weikg
height (meters). The user can confirm that the output is the same with the exception
of the estimated constant coefficient ( βˆ 0 = 66.3 ), which is the mean of the variable
weight and is identified in Stata in the row labeled _cons.

5.10 Bootstrapping
Bootstrapping is a robust  alternative to classical statistical methods when the
assumptions are not met using these methods; it provides more accurate inferences,
particularly when the sample size is small. The procedure to perform bootstrapping
is via resampling methods for estimating standard errors and computing confi-
dence intervals (Good, 2006). Bootstrapping in Stata can be done using the option
vce(boot) in the command reg. For example, assuming the previous database, the
command for estimating weight with centering height using bootstrapping esti-
mates is as follows:

reg weikg heimtc, vce(boot)

Output

Bootstrap replications (50)

----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.................................................. 50
Linear regression Number of obs = 10
Replications = 50
Wald chi2(1) = 0.24
Prob > chi2 = 0.6275
R-squared = 0.0652
Adj R-squared = -0.0517
Root MSE = 15.0022
------------------------------------------------------------------------------
| Observed Bootstrap Normal-based
weikg | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-----------+-----------------------------------------------------------------
heimtc | 33.12939 68.2667 0.49 0.627 -100.6709 166.9297
_cons | 66.3 4.538575 14.61 0.000 57.40456 75.19544
------------------------------------------------------------------------------

The results show that the estimates of the regression coefficients are the same as
those obtained using the least-squares method, but the standard errors for the coef-
ficient of heimtc are different, being 44.4 versus 68.3. It is likely that these dif-
ferences are due to the small sample size that was used in this example. For more
information on this topic, we recommend checking out the book by Draper and
Smith (1998).
50 ◾ Biostatistics in Public Health Using STATA

5.11 Multiple Linear Regression Model

An extension of the SLRM is to use more predictor variables to improve the esti-
mation of the expected value of Y. This model extension is called a multiple linear
regression model (MLRM), and it is represented as follows for m-predictors:

µ y / x = β0 + β1 X 1 +  + βm X m

where:
μy/x indicates the expected value of Y explained by the X variables for the ith
subject
Xj indicates the predictor variables (j = 1,…, m)
β j indicates the coefficient (constant) associated with Xj

The assessment of the overall significance of its regression coefficients (βis, i > 0) can
be performed using an ANOVA table, as follows:

Source of
Variation SS df MS F-Ratio

Regression SSR m MSR = SSR/m Fc = MSR/MSE

Residual SSE n − m − 1 MSE = SSE/(n − m − 1)

Total TSS n − 1 MST = TSS/(n − 1)

n
TSS = ∑( y − y )
i =1
i
2

n
SSR = ∑ ( ŷ − y )
i =1
i
2

n
SSE = ∑ ( y − yˆ )
i =1
i i
2

where:
ŷi indicates the estimated expected value of Y given a set of specific values of the
predictors
Xs for the ith subject, as follows: yˆ i = βˆ 0 + βˆ 1 X 1 + … + βˆ m X m
β̂ j indicates the estimated value of the coefficient β j
y i indicates the overall mean of Y
 Linear Regression Models ◾ 51

For a multiple regression model, the ANOVA table assumes that H0:
β1 = β2 = … = βm = 0. If the calculated value of the test statistic Fc is greater than
F(1−α; m, n−m−1) for a given significance level α, we conclude that there is evidence
against H0.
In MLRMs, the Stata command reg can be used in a manner that is similar
to how the simple linear regression was programmed, except that in the latter, the
model consists of more than one independent variable. For example, assuming the
previous database, to explain the expected bmi by the predictors age and sex, the
specifications of the reg command are as follows:

reg bmi age sex

Output

Source | SS df MS Number of obs = 10

----------+-------------------------- F( 2, 7) = 2.81
Model | 192.330078 2 96.1650389 Prob > F = 0.1269
Residual | 239.30065 7 34.1858072 R-squared = 0.4456
----------+-------------------------- Adj R-squared = 0.2872
Total | 431.630728 9 47.9589698 Root MSE = 5.8469
------------------------------------------------------------------------------
bmi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
------------+-------------------------------------------------------------
age | -.4433135 .3941954 -1.12 0.298 -1.375438 .4888106
sex | 10.47109 4.432552 2.36 0.050 -.0102331 20.95241
_cons | 36.82826 11.1896 3.29 0.013 10.36907 63.28745
------------------------------------------------------------------------------

The results show that the fitted MLRM is

 = 36.83 − 0.44 ∗ age + 10.47 ∗ sex

bmi

with adjusted Rˆ 2 = 28.72%. The overall assessment of ANOVA indicates that

we are unable to reject the null hypothesis (H 0 : βage = βsex = 0); thus, this result
suggests that the coefficients of the predictors are equal to zero (P-value > .05),
but the t-test for the predictor sex suggests that its coefficient in the model
could be different from zero (P-value = .05). This contradictory result could
be explained by the linear dependency (or multicollinearity) between the pre-
dictors, which affects the procedure that is used to estimate the coefficients
of the MLRM. For example, if we want to run the SLRM of each predictor,
bmi explained by age and bmi explained by sex, the resulting equations are as
follows:
52 ◾ Biostatistics in Public Health Using STATA

 = 26.30 + 0.07 ∗ age

bmi
and
 = 24.59 + 7.72 ∗ sex
bmi
When we compare the coefficient estimates of these equations with the equation of
the MLRM, we can see different estimates in the coefficient values: 0.07 vs. −0.44
in age and 7.72 vs. 10.47 in sex. The presence of one of them affects the estimate of
the coefficient associated with the other predictor. Unless both predictors are com-
pletely independent of each other, the coefficient estimates will not be affected by
the presence or absence of one of them (Draper and Smith, 1998).

5.12 Partial Hypothesis

When ANOVA results are significant in MLRMs, the user may wish to determine
which set of specific predictor variables are the most significant when all the pre-
dictors are assessed simultaneously. For this evaluation, it is recommended that the
additional sum of squares of the residuals in the model without these predictors
(incomplete model ) be compared, using the model with these predictors (complete
model) as a reference. When we reduce the predictor variables from a linear regres-
sion model, the sum of squares of the residuals increases. For example, the residual
sum of squares for bmi explained by different predictors is described in the follow-
ing table:

Predictors in the Residual Degrees Residual Sum of Additional Sum of

Model of Freedom Squares Squares

Age + sex 7 239.3 –
(complete model)

Age 8 430.1 190.8

(incomplete model)

Sex 8 282.5 43.2

(incomplete model)

In both incomplete models, the additional sum of squares increases. To assess if this
increment is statistically significant, a partial F-statistic is used. For example, let us
assume the following notation for the complete and incomplete models:
Complete Model: μy|X = β0 + β1X1 + … + βkXk + βk+1Xk+1 + … + βmXm

Nested or Incomplete Model: μy|X′ = β′0 + β′1X1 + … + β′kXk

 Linear Regression Models ◾ 53

The user has to be aware that the coefficients from both models do not necessarily
have the same value. Based on these models, a partial hypothesis can be defined
with the following equation:

H 0 : βk +1 = βk +2 = … = βm = 0 X1 , X 2 ,…, X k

Then, the following steps are performed to evaluate this type of partial
hypothesis:

1. Calculate the sum of squares of the residuals in the complete model (SSEcom)
with n − m − 1 degrees of freedom.
2. Calculate the sum of squares of the residuals in the incomplete model (SSEinc)
with n − k − 1 degrees of freedom.
3. Compute the difference of SS between the sum of squares of the complete
and incomplete models, which is called the additional sum of squares, with
m − k degrees of freedom.
4. Compute the following formula (partial F):

F ( X k +1 ,…, X m |X 1 ,…, X k ) =
( SSE inc − SSE com ) (m − k )
SSE com ( n − m − 1)

5. Calculate the P-value using Fisher’s F-distribution with m − k and n − m − 1
degrees of freedom.

Considering the previous data of the sum of squares, the partial F, discarding sex
from the complete model, will be:

190.8 1
F ( sex | age ) = = 5.58
239.3 7

And the partial F, again discarding age from the complete model, will be:

43.2 1
F ( age | sex ) = = 1.26
239.3 7

The respective null hypotheses are

H 0: βsex|age = 0

and
H 0: βage|sex = 0
54 ◾ Biostatistics in Public Health Using STATA

The respective P-values are computed with the F-Fisher probability distribution
with 1 and 7 degrees of freedom. In Stata, these P-values can be obtained using the
Ftail command, as is illustrated in the following:

. dis Ftail(1,7,(282.536554 - 239.30065)/34.1858072)

0.29783641
. dis Ftail(1,7,(430.07574- 239.30065)/34.1858072)
0.05017009

An alternative procedure is to use the test command after the reg command for the
complete model, as in the following:

quietly: reg bmi age sex

test sex
test age

Output

. test sex
( 1) sex = 0
F( 1, 7) = 5.58
Prob > F = 0.0502
. test age
( 1) age = 0
F( 1, 7) = 1.26
Prob > F = 0.2978

Thus, we conclude that there is marginal evidence against the null hypothesis,
H 0: βsex|age = 0 (P-value = .05), suggesting that the variable sex could be part of the
model when the variable age is already one of the predictors.

5.13 Prediction
Should the user pursue using the model for predicting the expected value under
the specific conditions of the predictors, the adjust command is available in Stata
for this purpose. For example, assuming that the user is interested in estimating
the expected bmi for females (sex = 1) aged 30 years; after the reg command, the
specifications for the adjust command are as follows:

quietly: reg bmi age sex

adjust age=30 sex=1, ci
 Linear Regression Models ◾ 55

Output
-----------------------------------------------------------------------------
Dependent variable: bmi Command: regress
Covariates set to value: age = 30, sex = 1
-----------------------------------------------------------------------------
----------------------------------------------
All | xb lb ub
---------+------------------------------------
| 33.9999 [26.8742 41.1257]
----------------------------------------------
Key: xb = Linear Prediction
[lb , ub] = [95% Confidence Interval]

The option ci in the adjust command is used to display the 95% confidence interval
of the prediction. The results displayed in the above table indicate that for 30-year-
old females, the estimated expected bmi is 34 (95% CI: 26.9, 41.1).

5.14 Polynomial Linear Regression Model

Another extension of the SLRM is the polynomial linear regression model, with at
least one predictor at the power greater than 1. This model is recommended when
it is suspected that a nonlinear trend would better explain the relationship between
the outcome of interest and the predictors. The simplest polynomial model is the
following expression:

Yi = β0 + β1 X i + β2 X i2 + ei

The model above is known as a second-order or quadratic polynomial model,

because it contains an independent variable expressed as a term to the first power
(Xi) and a term expressed to the second power (Xi2). To use this model, it is rec-
ommended that all predictors be centralized to reduce the effect of the correlation
among predictors. For example, to explain the variable bmi by age and age2, the fol-
lowing commands generate the estimates of the expected values for both the linear
and polynomial models:

quietly: sum age

gen agec=age-r(mean)
gen agec2=agec^2
reg bmi agec
predict bmiesp1
reg bmi agec agec2
predict bmiesp2
56 ◾ Biostatistics in Public Health Using STATA

Output

quietly: sum age

. gen agec=age-r(mean)
. gen agec2=agec^2
. reg bmi agec
Source | SS df MS Number of obs = 10
---------+--------------------------- F( 1, 8) = 0.03
Model | 1.55497935 1 1.55497935 Prob > F = 0.8692
Residual | 430.075749 8 53.7594686 R-squared = 0.0036
---------+--------------------------- Adj R-squared = -0.1209
Total | 431.630728 9 47.9589698 Root MSE = 7.3321
------------------------------------------------------------------------------
bmi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-----------+----------------------------------------------------------------
agec | .0701375 .4123967 0.17 0.869 -.8808511 1.021126
_cons | 28.45408 2.318609 12.27 0.000 23.10736 33.8008
------------------------------------------------------------------------------

. predict bmiesp1
(option xb assumed; fitted values)

. reg bmi agec agec2

Source | SS df MS Number of obs = 10

---------+---------------------------- F( 2, 7) = 0.66
Model | 68.2219892 2 34.1109946 Prob > F = 0.5476
Residual | 363.408739 7 51.9155342 R-squared = 0.1581
---------+---------------------------- Adj R-squared = -0.0825
Total | 431.630728 9 47.9589698 Root MSE = 7.2052
------------------------------------------------------------------------------
bmi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-----------+----------------------------------------------------------------
agec | .7288876 .7086385 1.03 0.338 -.9467761 2.404551
agec2 |-.0769584 .0679124 -1.13 0.294 -.2375457 .0836289
_cons | 30.88673 3.130483 9.87 0.000 23.48432 38.28915
------------------------------------------------------------------------------
. predict bmiesp2
(option xb assumed; fitted values)

Once the expected value for each model is estimated with the command predict
(bmiesp1 and bmiesp2), a plot with these estimates can be displayed with the fol-
lowing command (Figure 5.2):

twoway (scatter bmi age, sort) (line bmiesp1 age, sort) (line
bmiesp2 age, sort), ytitle(bmi)
 Linear Regression Models ◾ 57

40

35

30
bmi

25

20

25 30 35 40 45
Age

Figure 5.2 Linear and polynomial fits.

Output

In this example, the quadratic curve appears to be better than the linear trend in
terms of its ability to explain the expected value of bmi by age.

5.15 Sample Size and Statistical Power

To determine the minimum sample size for performing an SLRM with enough sta-
tistical power (i.e., 1 − β = 0.8) and a minimum significance level (i.e., α = 0.05),
the following expression is used (Kleinbaum et al., 2008):
2
 Z1 − α + Z1 − β 
ns ≥  2  +3
 C (ρ) 
 
in which C(ρ) is the Fisher transformation, defined as follows:

1  1+ ρ 
C (ρ) = Ln  
2  1− ρ 

In the above, ρ can be estimated with the square root of the expected coefficient of
determination (R 2) for the model under consideration.
In Stata we can estimate sample size using the option of correlation in the
Power and sample size analysis window in the Statistics menu, providing significance
level, power value, and the linear correlation coefficient value under the alternative
58 ◾ Biostatistics in Public Health Using STATA

Figure 5.3 Power and sample-size analysis.

hypothesis. For example, assuming that we want to determine the minimum sam-
ple size needed to estimate the expected bmi value using an SLRM with sex as pre-
dictor and an approximate R 2 of 0.3454 (ρ ∼ .3454 = .59), the dialog box should
be filled out as described in Figure 5.3.
Output

Estimated sample size for a one-sample correlation test

Fisher’s z test
Ho: r = r0 versus Ha: r != r0
Study parameters:
alpha = 0.0500
power = 0.9000
delta = 0.5900
r0 = 0.0000
ra = 0.5900
Estimated sample size:
N = 26

Therefore, the minimum sample size for performing an SLRM between BMI and sex,
assuming 90% statistical power and a 5% significance level, is 26 subjects. Should the
user want to determine the minimum sample size for an MLRM (nm), when X1 is the
main predictor, the following expression is recommended (Kleinbaum et al., 2008):
 Linear Regression Models ◾ 59

ns
nm =
1 − ρX21( X 2 ,, X k )

where ns is the minimum sample size for the SLRM using X1 as predictor, ρ X1( X 2 ,…, X k )
2

is the chosen value of the population-squared multiple correlation between the

main predictor X1 and the control variables X 2, X 3,…,Xk.

5.16 Considerations for the Assumptions

of the Linear Regression Model
Having defined the linear regression model most suitable to your needs, it is neces-
sary to verify its compliance with the assumptions for its creation. This assessment
is conducted primarily through the absolute difference between the observed and
expected values under the model:

eˆi = yi − yˆi

where

yˆ i = βˆ 0 + βˆ 1 X 1 +  + βˆ p X p

At first it is assumed that the residuals are independent; however, the ei obtained
from the study data depend on the expected values of Y under the model, which
in turn depend on the values of the predictors. Moreover, the model assumes that

0.2

0.1
Residuals

0.0

−0.1

−0.2
25 30 35 40 45
Age

Figure 5.4 Residuals distribution.

60 ◾ Biostatistics in Public Health Using STATA

the variances are constant, but the variance of the residual depends on the distance
of the central values of the predictors. To verify the compliance of constant vari-
ance, it is recommended that the standardized residuals be graphically represented.
In Stata, this type of graph can be obtained using the rvpplot command after the
reg command. For example, to describe the residuals distribution related with the
linear regression model between heimt and age, the Stata commands are:

reg heimt age

rvpplot age

The output of these commands can be seen in Figure  5.4. Because of the small
sample size in this example, it is difficult to visualize a particular pattern around 0,
although some symmetric distribution is observed. For more discussion on this
topic, we recommend checking out the book by Draper and Smith (1998).
Chapter 6

Analysis of Variance

Aim: Upon completing the chapter, the learner should be able to perform
an analysis of variance to compare the expected values of a continuous
random variable between different groups.

6.1 Introduction
An analysis of variance (ANOVA) can be performed to compare two or more
parameters (expected values and variances). The possible objectives of this analysis
might be to:

1. Compare the expected value of a continuous random variable in “m” different

groups to assess the following hypothesis:

H 0 : µ1 = µ2 =  = µm
2. Determine which expected values are different among comparison groups to
evaluate any of the following potential null hypotheses:

µi + µ k µ + µ 2 + µ 3 µ 4 + µ5
H 0 : µi = µ j ; H 0 : µi = ; H0 : 1 = 
2 3 2
3. Determine if the variability of a random continuous variable is the same
between different groups to evaluate the following hypothesis:

H 0 : σα2 = 0

61
62 ◾ Biostatistics in Public Health Using STATA

6.2 Data Structure

Assuming that we have three groups or three selected groups, the database to com-
pare the expected value of random variable Y would have the following structure:

Group 1 Group 2 Group 3

Y 1,1 Y 2,1 Y 3,1

Y 1,2 Y 2,2 Y 3,2

: : :

: : :

Y 1,n1 Y 2,n2 Y 3,n3 Total

Σ Σ Σ ∑ i =1∑ j =1Yi,j
n1 n2 n3 k ni
Total Y
j =1 1,j
Y
j =1 2, j
Y
j =1 3, j

Mean Y1 Y2 Y3 Y

Variance s12 s22 s22 s2

Number of n1 n2 n3 n
subjects

Expected μ1 μ2 μ3 μ
value

The possible research questions for this study are:

1. Assuming that the information available is from all possible groups, the
research question can be stated as follows: Does the expected value vary by
group (μ1= μ2= μ3)? (Fixed effects model)
2. Assuming that the information available is from a random sample of all
possible groups, the research question can be stated as follows: Is there any
variation among all the groups (σ2α ≠ 0)? (Random effects model)

6.3 Example for Fixed Effects

To exemplify the research question for fixed effects (above), we are going to use
the information from the previous database. As the bmig consists of three groups
(normal, overweight, and obese), the research question would be the follow-
ing: Are there differences in the expected age, according to the bmig categories?
 Analysis of Variance ◾ 63

The basic statistics from the database, using the table command, are in the fol-
lowing output:

. table bmig, c(n age mean age sd age)

-----------------------------------------------
bmig| N(age) mean(age) sd(age)
----------+------------------------------------
Normal| 4 32.75 8.539125
Overweight| 3 27 2
Obese| 3 31.66667 3.785939
-----------------------------------------------

The results from the above table show that subjects having a normal bmi are in
the older group, and those categorized as being overweight are younger. But the
variability in these groups seems to be very different, based on the comparison of
standard deviations. To assess whether these differences are statistically significant,
either a linear model or an analysis of variance can be used (both of which are
described in the following sections).

6.4 Linear Model with Fixed Effects

For a comparison of the expected values of a continuous random variable Y (e.g.,
age in years) for the groups of interest, we can establish the following model, using
the bmig categories:

yij = µ1 + (µ2 − µ1 )* BMIG2 + (µ3 − µ1 )* BMIG3 + eij

and

yij =µ1 + α 2 *BMIG2 + α3 *BMIG3 + eij

where:
yij indicates the value of the continuous random variable Y in the ith subject that
belongs to the jth bmig category
μj indicates the expected value of Y in the jth bmig category, E ( yij ) = µ j
eij indicates the difference between the observed value of yij and the expected
value of the random variable Y in the jth bmig category (µj) (it is assumed
that the errors, eij, are independent and follow an N ( 0,σ2 ) distribution)
α j indicates the effect of the jth bmig category with respect to the first bmig
category (normal), subject to the restriction α1 = 0
BMIGj is a dummy variable whose value is 1 if the subject belongs to the jth bmig
category; its value is 0 if the subject belongs to another bmig group
64 ◾ Biostatistics in Public Health Using STATA

When the groups being compared correspond to all of the possible groups or when
they represent a select group of interest, the αi s are constants and are defined as
fixed effects. If the effects are fixed, then it is initially assumed that variances within
groups are equal, Var (Yij ) = σ2.

6.5 Analysis of Variance with Fixed Effects

For analyzing the expected values of a continuous random variable between
different groups using the statistical method of analysis of variance, we start by
decomposing the numerator of the variance of Y, as can be accomplished using
the following:

k ni k k ni

∑ ∑ (Y ) ∑ n (Y − Y ) + ∑ ∑ (Y − Yi )
2 2 2
ij −Y = i i ij
i =1 j =1 i =1 i =1 j =1

where:
∑i =1 ni (Yi − Y ) indicates
k 2
the variation between groups (between sum of squares)
∑ik=1 ∑ nji=1 (Yij − Y ) indicates the overall variation within each group (within sum
2

of squares)

The null hypothesis in ANOVA with fixed effects determines that the expected values
of the random variable of interest, Y, in all groups are the same, H 0 :µ1 =  = µk ;
thus, αi = 0 for all groups. To assess the null hypothesis, the estimated expected
values of SS between and SS within are compared, considering their respective
degrees of freedom, as follows:

Source of
Variation SS Df MS E[MS]

∑ i =1ni (Yi − Y ) ∑ i =1ni (Yi − Y ) / ( k −1)

k 2 k 2
Between k − 1 σ2 + φ

∑ i=1∑ j=1(Yij −Yi ) ∑ i =1∑ j=1(Yij − Yi ) ( n − k )

k ni 2 k n 2
Within n − k
i
σ2
k ni
∑∑ (Yij −Y )
2
Total n − 1
i =1 j =1

k
Note: φ=
1
k −1 ∑
i =1
ni α i
2
 Analysis of Variance ◾ 65

( )
Under the null hypotheses, the ratio σ2 + k1−1 ∑ ni αi2 σ2 = 1. To determine how
far this ratio should be away from 1, once a dataset is collected and the parameters
( )
of the linear model σ2 , αi are estimated, a P-value is computed using the F-Fisher
probability distribution with 1 and n − 2 degrees of freedom.

6.6 Programming for ANOVA

To program a linear model to determine which fixed effect is different from zero,
we can use the regress (or reg) command with a categorical predictor. For example,
to compare age between the categories of the bmig, using the first category as the
reference group, go to the Statistics dropdown menu and click on “Linear regres-
sion”; next, write age in the Dependent variable box and bmig (as a categorical vari-
able) in the Independent variables box, remembering to precede “bmig” with the
symbol “i.”, as is illustrated in Figure 6.1.
Once the previous table is submitted, the following output will be displayed:
. reg age i.bmig

Source | SS df MS Number of obs = 10

------------+------------------------------ F(2, 7) = 0.83
Model | 60.6833333 2 30.3416667 Prob > F = 0.4742
Residual | 255.416667 7 36.4880952 R-squared = 0.1920
------------+------------------------------ Adj R-squared = -0.0389
Total | 316.1 9 35.1222222 Root MSE = 6.0405

Figure 6.1 Linear regression model with categorical predictor.

66 ◾ Biostatistics in Public Health Using STATA

------------------------------------------------------------------------------
age | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
bmig |
Overweight | -5.75 4.613537 -1.25 0.253 -16.65928 5.159281
Obese | -1.083333 4.613537 -0.23 0.821 -11.99261 9.825948
|
_cons | 32.75 3.020269 10.84 0.000 25.6082 39.8918
------------------------------------------------------------------------------

The results show that there is no evidence of significant differences in the mean age
across bmig categories using normal subjects as the reference group (P-value > .1).
If the user wants to change the reference group (e.g., use the second category of
bmig), the following command syntax should be used:

reg age b2.bmig

Output

. reg age b2.bmig

Source | SS df MS Number of obs = 10

-----------+------------------------------ F(2, 7) = 0.83
Model | 60.6833333 2 30.3416667 Prob > F = 0.4742
Residual | 255.416667 7 36.4880952 R-squared = 0.1920
-----------+------------------------------ Adj R-squared = -0.0389
Total | 316.1 9 35.1222222 Root MSE = 6.0405

------------------------------------------------------------------------
age | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-----------+----------------------------------------------------------------
bmig |
Normal | 5.75 4.613537 1.25 0.253 -5.159281 16.65928
Obese | 4.666667 4.932078 0.95 0.376 -6.995845 16.32918
|
_cons | 27 3.487506 7.74 0.000 18.75336 35.24664
------------------------------------------------------------------------------

The commands oneway and anova can be used in the assessment of the null hypoth-
esis, H 0 :µ1 =  = µk (using fixed-effect ANOVA). The oneway command includes
Bartlett’s test for equal variances, a condition needed in the F-test for comparing
expected values. The anova command expands the sum of squares if more than one
source of variation is used. For example, to compare age between the bmig catego-
ries, the following command is used:
oneway age bmig
 Analysis of Variance ◾ 67

Output
. oneway age bmig

Analysis of Variance
Source SS df MS F Prob > F
------------------------------------------------------------------------
Between groups 60.6833333 2 30.3416667 0.83 0.4742
Within groups 255.416667 7 36.4880952
------------------------------------------------------------------------
Total 316.1 9 35.1222222

Bartlett’s test for equal variances: chi2(2) = 3.5156 Prob>chi2 = 0.172

The output of the oneway command provides evidence in favor of the null hypoth-
esis, H 0 :µnormal = µoverweight = µobese, and evidence in favor of equal variances, via the
Bartlett’s test (P-value > 0.1).
If the user includes the variable sex as a second source of variation and the
interaction of age and sex to explore how the mean of age changes by bmig
category and sex, the command line (making use of the anova command) is as
follows:

anova age bmig sex bmig#sex

Output

Number of obs = 10 R-squared = 0.8439

Root MSE = 3.14113 Adj R-squared = 0.7191

Source | Partial SS df MS F Prob>F

-–-------+----------------------------------------------------
Model | 266.76667 4 66.691667 6.76 0.0299
|
bmig | 157.11373 2 78.556863 7.96 0.0279
sex | 131.92157 1 131.92157 13.37 0.0146
bmig#sex | 62.745098 1 62.745098 6.36 0.0531
|
Residual | 49.333333 5 9.8666667
---------+----------------------------------------------------
Total | 316.1 9 35.122222

The output suggests that the mean of age changes according to the bmig and sex cat-
egories due to the fact that the interaction term bmig#sex is marginally significant
(P-value = .053); however, caution should be taken with this interpretation because
the sample size is very small.
68 ◾ Biostatistics in Public Health Using STATA

6.7 Planned Comparisons (before Observing the Data)

Having determined that there is evidence of a difference between the expected
values, the next step is to determine if the difference of interest is significant. This
difference of interest can be defined with two expected values (pairs of means) or
with a combination of expected values (linear contrasts).

6.7.1 Comparison of Two Expected Values

Continuing with the same example as before, suppose the user’s main purpose is to
compare the expected age of subjects having a normal bmi with the expected age of
subjects who are categorized as being overweight. To do this, the null hypothesis is
formulated in the following way:

H 0 : µ1 = µ2 or H 0 : µ1 − µ2 = 0
which is equivalent to
H0 : α2 = 0
The test statistic will be
2
 
Yi − Y j
F =t =
2  ∼F
 2  1,n − k ½H 0
 s (1 ni ) + (1 n j ) 
 
where s2 is MSE (within MS).
To evaluate the null hypothesis in Stata, using this statistic, we can use the test
command after the anova command, as can be seen in the following:
anova age bmig

test 1.bmig=2.bmig

Output
. anova age bmig

Number of obs = 10 R-squared = 0.1920

Root MSE = 6.04054 Adj R-squared = -0.0389

Source | Partial SS df MS F Prob>F

-----------+----------------------------------------------------
Model | 60.683333 2 30.341667 0.83 0.4742
|
bmig | 60.683333 2 30.341667 0.83 0.4742
|
Residual | 255.41667 7 36.488095
-----------+----------------------------------------------------
Total | 316.1 9 35.122222
 Analysis of Variance ◾ 69

. test 1.bmig=2.bmig

( 1) 1b.bmig - 2.bmig = 0

F( 1, 7) = 1.55
Prob > F = 0.2527

The results suggest that there is no difference in the expected age between normal
bmi subjects and those whose bmi indicates that they are overweight (P-value > .1).

6.7.2 Linear Contrast

A linear contrast is a combination of expected values, as is illustrated in the
following:
k
L= ∑c µi =1
i i

where:
k

∑c = 0
i =1
i

The definition for a linear contrast depends on the null hypothesis under evalua-
tion. For example,

1. When H 0 : µ1 − µ2 = 0 then,

L = (1) µ1 + ( −1) µ2
where c1 = 1 and c 2 = −1
2. When H 0 : µ1 = ( µ2 + µ3 2 ) ⇒ H 0 : (1) µ1 + ( −0.5 ) µ2 + ( −0.5 ) µ3 = 0 then,

L = (1) µ1 + ( −0.5 ) µ2 + ( −0.5 ) µ3

where c1 = 1, c 2 = −0.5, c3 = −0.5

Once the linear contrast is defined, the test statistic is

Lˆ
t= ∼ t α

∑ (c )
2
k
2  n − k ,1− 
s ni  2
i
i =1


where s2 = MSE (within MS) and L is determined by the sample means.
To evaluate linear contrasts in Stata, we can use the test command after the
anova command. For example, assuming the user wants to compare the expected age
between the subjects categorized as having a normal bmi against the average of the
70 ◾ Biostatistics in Public Health Using STATA

expected age in subjects categorized as being overweight or obese, the null hypothesis is
formulated as H0: µ1 = (µ2 + µ3)/2. To assess this hypothesis with the test command,
the specified command line, after running the anova command, is as follows:
test 1.bmig=(2.bmig+3.bmig)/2

Output

. test 1.bmig=(2.bmig+3.bmig)/2
( 1) 1b.bmig - .5*2.bmig - .5*3.bmig = 0
F( 1, 7) = 0.77
Prob > F = 0.4099

The results suggest that the expected age does not change between the groups under
comparison (P-value > .1).

6.8 Multiple Comparisons: Unplanned Comparisons

Having determined that there is evidence of a difference between the expected values,
the next step is to determine which of the differences is or are significant. There are
several methods, called post hoc tests, which have been developed to answer this
type of question; two of the most commonly used methods are Bonferroni’s method
and Scheffé’s method.
Bonferroni’s method compares pairs of groups by adjusting the significance level
of each pair of averages compared to the total possible number of paired comparisons.
For example, if the level of significance is 5% and there are three possible pairwise
comparisons, then the level of significance for evaluating one particular pair of means
is divided by 3; that is, the level of significance of one pair would be 0.05/3 = 0.0167.
Another alternative is to multiply the P-value of each comparison by 3. This method
ensures that the overall significance level defined in ANOVA is maintained when it is
conducted simultaneously on all possible pairwise comparisons. This method can be
programmed through the oneway command. For example, assuming the user wants to
compare the expected age in the following three bmig categories (normal, overweight,
and obese), the command syntax with oneway command will be the following:
oneway age bmig, bon tab

Output

| Summary of age
bmig | Mean Std. Dev. Freq.
-----------+------------------------------------
Normal | 32.75 8.5391256 4
Overweigh | 27 2 3
Obese | 31.666667 3.7859389 3
-----------+------------------------------------
Total | 30.7 5.9264004 10
 Analysis of Variance ◾ 71

Analysis of Variance
Source SS df MS F Prob > F
------------------------------------------------------------------------
Between groups 60.6833333 2 30.3416667 0.83 0.4742
Within groups 255.416667 7 36.4880952
------------------------------------------------------------------------
Total 316.1 9 35.1222222

Bartlett’s test for equal variances: chi2(2) = 3.5156 Prob>chi2 = 0.172

Comparison of age by bmig

(Bonferroni)
Row Mean-|
Col Mean | Normal Overweig
---------+----------------------
Overweig | -5.75
| 0.758
|
Obese | -1.08333 4.66667
| 1.000 1.000

Note: The option Bon displays the Bonferroni multiple-comparison test. The option
tab produces a summary of age at each category of bmig.
At the bottom of the output table, all the pairwise comparisons between the samples
means can be seen; for example, the difference between the mean age of the obese group
and that of the overweight group is 4.67, which can be confirmed with the first table
=
requested in this output, in which Ynormal 32= .8, Yoverweight 27.0, and Yobese = 31.7.
Below the pairwise differences is the P-value for the F-statistics of one pair, which was
computed by multiplying by the total number of possible mean pairs to be compared.
The results show that there are no evidences of significant differences (P-values > .1) in
any of the pairwise comparisons.
Scheffé’s method performs multiple comparisons through linear contrasts, but
the significance level of each comparison is not adjusted. In Scheffé’s method, the
test statistic is calculated using the following formula:

2
 
 L 
t / ( k − 1) = 
2
 / ( k − 1)
∑ ( )
k
 s 2 ci2 ni 
 i =1 

The null hypothesis is rejected with a certain significance level, α, when

t> ( k − 1) Fk −1, n−k ,1−α or t <− ( k − 1) Fk −1, n−k ,1−α

72 ◾ Biostatistics in Public Health Using STATA

The P-value is calculated with the F-Fisher probability distribution with k − 1 and
n − k degrees of freedom. The Stata command line for performing multiple com-
parisons by Scheffé’s method is as follows:
oneway age bmig, sch

Output

**The ANOVA table is omitted

Comparison of age by bmig
(Scheffe)
Row Mean-|
Col Mean | Normal Overweig
---------+----------------------
Overweig | -5.75
| 0.496
|
Obese | -1.08333 4.66667
| 0.973 0.656

The results displayed in the above output table show that the P-values that result
when using Scheffé’s method are different from those that result when Bonferroni’s
method is used; however, the statistical evidence confirms that there are no signifi-
cant differences (P-values > .1) in any of the pairwise comparisons.

6.9 Random Effects

When the statistical information is collected only from a random sample of groups
of subjects, which are part of all possible study groups (Figure 6.2), we can define a
linear model with random effects.
The linear model with random effects is represented as follows:
Yij|µi = µi + eij,

where:
(
Yij ½µi ∼ i.i.d N µi , σ2)
(
µi ∼ i.i.d N µi , σµ2)
i.i.d = independently and identically distributed

The main outcome, Y, is a continuous random variable distributed as a normal

distribution with the following parameters: µi , σ2. These parameters could be
also random variables; however, in the random effect model considered, only μi
is assumed to be a random variable with normal distribution and parameters: 
µ, σµ2 .
 Analysis of Variance ◾ 73

All possible groups

Random sample of groups

Figure 6.2 Random effects scheme.

Following is an alternative expression of the linear model with random effects:

E (Yij ½αi ) = µ + αi

(
Yij ½αi ∼ i.i.d N µi , σ2 )
(
αi ∼ i.i.d N 0, σ2α )
The procedure to estimate the parameters of this model is similar to the process
used in Bayesian data analysis; however, in ANOVA with random effects, we are
only assuming randomness in μi. The null hypothesis of the ANOVA with random
effects is formulated as follows:

H 0 : σ2α = 0

Having σ2α = 0 implies that the expected values of Y for all groups, including the
groups in the study sample and the groups of subjects who were not included in the
study sample, are equal ( µ1 = µ2 =  = µm ).
Under the assumption of random effects, the expected values for the sum of
squares in the ANOVA can be seen below in the following:

Source of
Variation SS Df MS E[MS]

( ) ∑ i=1ni (Yi −Y ) / ( k −1)

2 2
∑
k k
Between n Yi −Y
i =1 i
k − 1 σ2 + n0 σ2α

∑ i =1∑ j=1(Yi j −Yi ) ∑ i=1∑ j=1(Yij −Yi ) / ( n−k )

k ni 2 k n 2 2
Within n − k i
σ

∑ i =1∑ j =1(Yij −Y )
k ni 2
Total n − 1
74 ◾ Biostatistics in Public Health Using STATA

where:

k k k


i =1
∑
ni − 

∑ ∑n 
i =1
ni2
i =1
i

n0 =
k −1

According to the null hypothesis H 0 : σ2α = 0 , ( )

E ( MSBetween )
=1
E ( MS Within )

To evaluate the null hypothesis with the data collected in the sample, the F-statistic
is obtained using the following equation:

∑ n (Y − Y ) / ( k − 1) ∼ F(
k 2
i i
F= i =1
k −1, n −k ,1−α )

∑ ∑ (Y − Y ) / (n − k )
k ni 2
ij i
i =1 j =1

The estimates of σ2α and σ2 are calculated by the following expressions:

2 = max  MSBetween − MS Within , 0 

σ α  n0 
 

(Yij − Yi )
k ni 2

σ̂ =2
∑∑
i =1 j =1
(n − k )

6.10 Other Measures Related to the Random

Effects Model
6.10.1 Covariance
In the previous example, there is a possible relationship between the subjects of the
same group. To assess this, the covariance statistic is defined using the following
equation:
 Analysis of Variance ◾ 75

Cov (Yim ,Yin ) = Cov{E (Yim |αi , E (Yin |αi ) } + E {Cov (Yim ,Yin |αi )}

= Cov ( µ + αi , µ + αi ) + 0 = Cov ( αi , αi ) = σ2α

6.10.2 Variance and Its Components

Another expression for the variance of Yij with its components is as follows:

{ {}
Var (Yij ) = Var E (Yij ½αi ) + E Var (Yij ½αi ) }
= Var ( µ + α ) + E ( σ ) = σ
i
2 2
α + σ2

where σα and σ2 are defined as components of the variance.

2

6.10.3 Intraclass Correlation Coefficient

A useful measure of association within groups is the intraclass correlation coef-
ficient defined as follows:

Cov (Yij ,Yil ) σ2α σ2α

Corr (Yij ,Yil ) = = = = ρI
Var (Yij ) Var (Yil ) (σ 2
α )(
+ σ2 σ2α + σ2 ) σ2α + σ2

This index can be interpreted as a measure of reproducibility or consistency (reli-

ability coefficient) between the measurements of a group. Rosner (2010) suggests
using the following interpretations:

ρI < 0.4 Poor reproducibility

0.4 ≤ ρI < 0.75 Moderate reproducibility
ρI ≥ 0.75 Excellent reproducibility

6.11 Example of a Random Effects Model

Let us assume that the user is interested in assessing the systolic blood pressure
readings (mm Hg) from a portable machine. In addition, we must take into con-
sideration the fact that the experimental design was defined to measure these
76 ◾ Biostatistics in Public Health Using STATA

readings from a subject twice a day, for 10 consecutive days, as a random sample
of days in 1 month. Finally, let us assume that the data in Stata conform to the
following format:

+-----------------+
| day sb1 sb2 |
|-----------------|
1. | 1 98 99 |
2. | 2 102 93 |
3. | 3 100 98 |
4. | 4 99 100 |
5. | 5 96 100 |
6. | 6 95 100 |
7. | 7 90 98 |
8. | 8 102 93 |
9. | 9 91 92 |
10. | 10 90 94 |
+-----------------+
sb1 indicates the first measure of systolic blood pressure.
sb2 indicates the second measure of systolic blood pressure.

To perform an ANOVA, the user has to modify the previous database structure.
The actual format is called wide format, where every row in the dataset contains all
the information of one subject. To run an ANOVA the database structure must be
in the long format, where every row contains the information of each subject’s visit.
The reshape command can be used to change the database structure from wide to
long format, as follows:

reshape long sb, i(day)

Output
. reshape long sb, i(day)
(note: j = 1 2)

Data wide -> long

-----------------------------------------------------------------------------
Number of obs. 10 -> 20
Number of variables 3 -> 3
j variable (2 values) -> _j
xij variables:
sb1 sb2 -> sb
-----------------------------------------------------------------------------

After the reshape command, use the list command to see the current data structure,
as is demonstrated in the following table:
 Analysis of Variance ◾ 77

list
+----------------+
i | day _j sb |
|----------------|
1. | 1 1 98 |
2. | 1 2 99 |
3. | 2 1 102 |
4. | 2 2 93 |
5. | 3 1 100 |
6. | 3 2 98 |
7. | 4 1 99 |
8. | 4 2 100 |
9. | 5 1 96 |
10. | 5 2 100 |
11. | 6 1 95 |
12. | 6 2 100 |
13. | 7 1 90 |
14. | 7 2 98 |
15. | 8 1 102 |
16. | 8 2 93 |
17. | 9 1 91 |
18. | 9 2 92 |
19. | 10 1 90 |
20. | 10 2 94 |
+----------------+

To run the linear model with random effects, use the loneway command, as follows:

loneway sb day

Output
One-way Analysis of Variance for sb:

Number of obs = 20
R-squared = 0.5118

Source SS df MS F Prob > F

-------------------------------------------------------------------------
Between day 152 9 16.888889 1.16 0.4050
Within day 145 10 14.5
-------------------------------------------------------------------------
Total 297 19 15.631579

Intraclass Asy.
correlation S.E. [95% Conf. Interval]
------------------------------------------------
0.07611 0.32301 0.00000 0.70920

Estimated SD of day effect 1.092906

Estimated SD within day 3.807887
Est. reliability of a day mean 0.14145
(evaluated at n=2.00)
78 ◾ Biostatistics in Public Health Using STATA

The results indicate that there is evidence in favor of the null hypothesis
(H )
0 : σ α = 0 . Therefore, the expected values of the systolic blood pressure read-
2

ings from the portable machine are equal for the subject under study for 1 month
(P-value > .1). The estimated intraclass correlation coefficient is as follows:
1.19
ρI = = 0.076
1.19 + 14.5

where σˆ 2α = (16.9 −14.5 2 ) = 1.19. Therefore, based on the intraclass correlation

coefficient estimation, there is a poor reproducibility index between the two mea-
surements taken in a single day.

6.12 Sample Size and Statistical Power

To determine the minimum sample size for comparing means with enough sta-
tistical power (i.e., at least 1 − β = 0.8) and a minimum significance level (i.e.,
α = 0.05), Stata provides the option for comparing the means of independent sam-
ples using ANOVA with the Power and sample size analysis window in the Statistics
menu. For example, assuming we want to determine the minimum sample size to
compare their mean age across the three bmig categories, the following informa-
tion must be provided in the option One-way analysis of variance: significance level,
statistical power, the group of means under the alternative hypothesis, and the error
(within-group) variance (Figure 6.3).
Once the previous table is submitted, the following output will be displayed:

. power oneway 32.8 27 31.7, varerror(36.5)

Performing iteration ...

Estimated sample size for one-way ANOVA

F test for group effect
Ho: delta = 0 versus Ha: delta != 0

Study parameters:

alpha = 0.0500
power = 0.8000
delta = 0.4163
N_g = 3
m1 = 32.8000
m2 = 27.0000
m3 = 31.7000
Var_m = 6.3267
Var_e = 36.5000
 Analysis of Variance ◾ 79

Figure 6.3 Sample size for one-way ANOVA.

Estimated sample sizes:

N = 60
N per group = 20

Both delta (effect design, Var_m Var_e ) and Var_m (variance between groups,
based on the means of each group and the grand mean, ∑i3=1 (Y i − Y ) 3  ) are com-
2

puted automatically by Stata.

Therefore, the minimum sample size to compare the means across the three
bmig categories is 20 subjects per group, assuming the following conditions: an
80% statistical power, a 5% significance level, and an error (within-group) variance
of 36.5.
This page intentionally left blank
Chapter 7

Categorical Data Analysis

Aim: Upon completing the chapter, the learner should be able to perform
a stratified analysis in an epidemiological study, using cohort and case-
control study designs.

7.1 Introduction
So far, we have discussed the Stata commands for estimating the conditional expectations
of continuous variables. There are, however, numerous occasions in the public health
field in which we are interested in exploring the association between a categorical out-
come (e.g., disease status) and one or more predictor variables (e.g., exposure status,
confounding variables, and effect modifiers variables) collected in epidemiologic stud-
ies. Epidemiology is “the study of the occurrence and distribution of health-related
events in specified populations and the application of this knowledge to control rel-
evant health problems” (Porta, 2008; Rothman, 2002). Epidemiological studies are
commonly categorized as descriptive or analytical studies. These studies are defined
immediately below:

◾ Descriptive epidemiology focuses on describing the occurrence (incidence, preva-

lence, and mortality) and distribution of disease (or other health event) patterns
by characteristics relating to person (who is affected by the health event?), time
(when does the health event occur?), and place (where does the health event
occur?). Descriptive studies often use routine data (i.e., vital statistics, surveillance
systems, registries, or population surveys) collected in a population to charac-
terize the patterns of disease occurrence. The data generated from descriptive
studies can be used for healthcare planning and hypothesis generation. Types
of descriptive studies include case series, cross-sectional, and ecological studies.

81
82 ◾ Biostatistics in Public Health Using STATA

◾ Analytical epidemiology is concerned with assessing the associations between

exposures and diseases (or other health outcomes), which associations may
provide further insights into the causes of a disease and lead to prevention
strategies. Types of analytical studies include case-control studies, cohort
studies, and clinical trials.

In the next sections, we will show the application of the Mantel–Haenszel method
for the analysis of data derived from cohort and case-control studies (Jewell, 2004;
Rothman, 2002). This method is based on the stratification of potential confound-
ing variables to estimate a weighted average of the magnitude of the exposure–disease
association. Confounding factors are variables that are related to both the exposure
and the outcome but do not lie in the causal pathway between them (Rothman,
2002; Woodward, 2004). As we shall see in the next chapters, regression models are
efficient techniques that can be employed to assess the exposure–disease association
while controlling for the confounding variables.

7.2 Cohort Study

Cohort studies are designed with at least two groups of subjects usually called exposed
and nonexposed (in terms of a particular factor, in either case) groups. Once these
groups are identified, they are followed up for a specific period of time to determine
whether any of their members develop the disease of interest, while controlling for
potential confounding variables. The magnitude of the association between exposure
and disease is determined by the relative risk, which is defined in the following way:

I exposure
RR =
I nonexposure

where Ij indicates the incidence of the disease in the jth group. When stratified
analysis is performed, the RR is assessed under different strata (to be combined into
one single RR) or reported in each stratum. In the Mantel–Haenszel method, the
combined RR is computed using the weighted mean of the RRs, as follows:

RR M−H = ∑ w wRR k

k
k

where wk is the weighted factor in the kth stratum, which is itself determined with
the product of the total number of cases who are unexposed and the proportion of
exposure in this stratum.
For example, let us say that we want to evaluate the association between alcohol
intake (exposure) and a diagnosis of myocardial infarction (MI) over a period of
5 years, controlling for the effect of cigarette smoking (potential confounding
variable). To analyze this type of study in Stata, we can use the following data:
 Categorical Data Analysis ◾ 83

Smoker (0)

Alcohol MI + (1) MI – (0) Total

Present (1) 8 16 24
Absence (0) 22 44 66
Total 30 60 90
Nonsmoker (1)
Alcohol MI + (1) MI – (0) Total
Present (1) 63 36 99
Absence (0) 7 4 11
Total 70 40 110

Between the parentheses are the codes for each category (1 indicates presence and 0
indicates absence).
To program these data, the database can be entered in Stata as follows:
+----------------------------------+
| smoker alcohol mi subjects |
|----------------------------------|
1. | 0 1 1 8 |
2. | 0 1 0 16 |
3. | 0 0 1 22 |
4. | 0 0 0 44 |
5. | 1 1 1 63 |
6. | 1 1 0 36 |
7. | 1 0 1 7 |
8. | 1 0 0 4 |
+----------------------------------+

The command to perform a stratified analysis using the Mantel–Haenszel method

is cs, as is illustrated in the following:
cs mi alcohol [fw=subjects], by (smoker)

Output
smoker | RR [95% Conf. Interval] M-H Weight
---------------+----------------------------------------------
0 | 1 0.5164877 1.936154 5.866667
1 | 1 0.6244517 1.601405 6.3
---------------+--------------------------------------------–-
Crude | 1.53266 1.10769 2.120674
M-H combined | 1 0.6695272 1.493591
-------------------------------------------------------––--------
Test of homogeneity (M-H) chi2(1) = 0.000 Pr>chi2 = 1.0000
84 ◾ Biostatistics in Public Health Using STATA

Note: When the database collapses and contains a variable that tells the frequency
of each observation, the fw option is used. This option specifies the variable that
contains the number of times the observation was actually observed.
The output reports the point estimation of the relative risk (RR) for each stratum, as
well as the crude RR and the weighted RR (RR M–H) with their respective 95% confidence
intervals. In addition, the weighted factor in each stratum is reported (M–H weight),
as is the significance test (test of homogeneity [H 0 : RR = 1 =
RR 2  = RR k ]), to
assess whether the RRs in all strata are equal.
The results indicate that there is a nonsignificant difference in the RRs, per
stratum (P-value  >  .10); therefore, it is recommended that the RR M–H be used.
 = 1.53 and the RR 
When we compare the point estimates of the crude RR M–H = 1,
we are able to conclude that the data show a strong confounding effect, as the crude
RR is overestimating the magnitude of the association between MI and alcohol
intake. Finally, the estimated magnitude of the association of interest, controlling
for smoking, is 1 (95% CI: 0.67, 1.49); this, however, is not statistically significant
(P-value > .05).

7.3 Case-Control Study

Case-control studies are designed initially with at least two groups of subjects,
called cases (diseased) and controls (nondiseased). Once these groups are identified
as having been exposed (or not) to a specific factor, they are then classified as being
either exposed or nonexposed groups. The magnitude of the association between
exposure and disease is determined by the odds ratio (OR), which is calculated with
the following expression:

Oddsexposure
OR =
Oddsnonexposure

where Oddsj indicates the expected number of cases per control in the jth group
(exposed or nonexposed) and can be defined as follows:

p
Odds =
1− p

where p is the probability of having a diagnosis of the disease of interest under the
study design.
In the Mantel–Haenszel method, the combined OR is computed using the
weighted mean of the ORs, as follows:

OR M−H = ∑ w wOR
k

k
k
 Categorical Data Analysis ◾ 85

where wk is the weighted factor in the kth stratum, which is determined with the
product of the number of cases who are unexposed and the number of controls who
are exposed divided by the number of subjects in this stratum.
For example, let us assume that the user wants to evaluate the association
between HPV (human papilloma virus) infection status and oropharyngeal cancer
(OC), stratified by smoking (smokers vs. nonsmokers), using a case-control design
with the following data:

Smoker (0)

HPV OC + (1) OC – (0) Total

Present (1) 75 20 95

Absent (0) 5 80 85

Total 80 100 180

Nonsmoker (1)

HPV OC + (1) OC – (0) Total

Present (1) 5 18 23

Absent (0) 10 72 82

Total 15 90 105

To perform the stratified analysis of these data, the database in Stata is prepared as
is seen here:

. list
+------------------------------+
| smoker hpv oc subjects |
|------------------------------|
1. | 0 1 1 75 |
2. | 0 1 0 20 |
3. | 0 0 1 5 |
4. | 0 0 0 80 |
5. | 1 1 1 5 |
|------------------------------|
6. | 1 1 0 18 |
7. | 1 0 1 10 |
8. | 1 0 0 72 |
+------------------------------+

Using the Mantel–Haenszel method, the following command can be employed to

perform the stratified analysis in a case-control study:

cc oc hpv [fw=subjects], by(smoker)

86 ◾ Biostatistics in Public Health Using STATA

Output
smoker | OR [95% Conf. Interval] M-H Weight
---------------+-----------------------------------------------
0 | 60 20.21104 207.9978 .5555556 (exact)
1 | 2 .4721323 7.399327 1.714286 (exact)
---------------+-----------------------------------------------
Crude | 21.33333 10.63312 43.91911 (exact)
M-H combined | 16.1958 8.529819 30.75142
---------------------------------------------------------------
Test of homogeneity (M-H) chi2(1) = 18.06 Pr>chi2 = 0.0000

Test that combined OR = 1:

Mantel-Haenszel chi2(1) = 89.05
Pr>chi2 = 0.0000

The output reports the point estimation of the OR for each stratum as well as the crude
OR and the weighted OR (M–H combined) with 95% confidence intervals, respec-
tively. In addition, the weighted factor in each stratum is reported (M–H weight)
as well as two significance tests. The purposes of these tests are as follows:

1. To assess whether the ORs in all strata are equal: test of homogeneity
=
(H 0 : OR 1 =
OR 2  = OR k ).
2. To assess whether the weighted OR is equal to 1: test of combined OR = 1
(H 0 : OR M−H = 1).

The results indicate that there is a significant difference in the ORs of each stratum
(P-value < .05); therefore, it is recommended that the OR be analyzed per stratum.
When we compare the point estimates of the OR0 (60) in nonsmokers and those of
the OR1 (2) in smokers, we can see that the smoking habit modifies the magnitude
of the association between HPV and OC. Finally, the estimated magnitude of the
association of interest among smokers is 60 (95% CI: 20.2, 207.9), which is statisti-
cally significant (P-value < .05).

7.4 Sample Size and Statistical Power

To determine the minimum sample size for assessing the null hypothesis, H0: OR = 1,
with enough statistical power (i.e., 1  –  β  =  0.8) and a minimum level of signifi-
cance (i.e., α = 0.05), the classical formula for comparing two proportions is recom-
mended (Rosner, 2010). In Stata, this can be performed in the option that features the
chi-squared test comparing two independent proportions with the Power and sample
size analysis window in the Statistics menu (Figure 7.1).
 Categorical Data Analysis ◾ 87

Figure 7.1 Sample size for comparing two independent proportions.

For example (using the data of nonsmokers), to assess the magnitude of the
association between HPV status and OC with ORs  =  2, 2.5, and 3, assuming
that the prevalence estimates of OC in HPV-negatives are 0.10, 0.15, and 0.2, the
table of sample size should be filled in for a one-sided test and equal allocation, as
illustrated in Figure 7.2.

Figure 7.2 Sample size specifications for comparing two independent propor-
tions under different conditions.
88 ◾ Biostatistics in Public Health Using STATA

500

400
Sample size

300

200

100
0.1 0.15 0.2
Control-group proportion (p1)

Odds ratio (θ)

2 2.5
3

Figure 7.3 Alternatives of sample size for comparing two independent propor-
tions under different conditions. Parameters: α = 0.05, 1 − β = 0.8.

Once the window for the previous requested sample size is submitted with
the graph option, a plot is displayed (Figure 7.3). The results show that the lower
the OR, the total sample size increases; however, when the proportion of OC in
HPV-negative groups is incremented, the differences in sample size are reduced.
To determine the sample size for the overall OR while controlling for potential
confounders, an adjustment has to be made, as explained in Chapter 8 (Hosmer
and Lemeshow, 2000).
Chapter 8

Logistic Regression Model

Aim: Upon completing the chapter, the learner should be able to use a
logistic regression model to estimate the magnitude of the association
between exposure and disease, controlling for potential confounders.

8.1 Model Definition

The logistic regression model is a statistical model that can explain the behavior of
a dichotomous variable or a binomial proportion through different predictor vari-
ables. In epidemiology these predictors may include variables of exposure, potential
confounding variables, and other types of controlling variables. A simple binary
logistic regression model (Hosmer and Lemeshow, 2000; Collett, 2002) is defined
using the following expression:

e −(β0 + β1X ) 1
Pr (Yi = 1) = pi = −(β0 + β1 X )
= −(β0 + β1 X )
1+ e 1+ e

where:
pi indicates the probability of having the diagnosis of interest in the ith subject,
that is, the probability of the ith subject being a case
Y indicates a dichotomous variable, coded as Y = 1 for a case and Y = 0 for a
control
X indicates a predictor variable
β0 indicates the coefficient that is not affected by any predictor
β1 indicates the coefficient that affects the predictor X

89
90 ◾ Biostatistics in Public Health Using STATA

By using the logarithmic transformation of  pi (1 − pi ) , we obtain the logit

function, as can be seen in the following:

 p 
g ( x ) = logit ( pi ) = ln  i  = β0 + β1 x
1 − pi 

where:
β0 indicates the value of the logit(pi) when X = 0
β1 indicates changes in the logit(pi) per unit of change in X

8.2 Parameter Estimation

The logistic regression model is adjusted by estimating the unknown parameters β0
and β1. One of the procedures for estimating the unknown parameters is known as
the maximum-likelihood estimation (MLE), which is based on the likelihood function.
This function is given by the joint probability of observing the sample data and is
demonstrated in the following:

L = Pr (Y1 ,Y2 ,…,Yn )

where n is the number of observations or the sample size. The likelihood function
provides support for a particular value of the parameter βi , given an observed data.
If the observed data provide more support for one value of the parameter than
for another value, then the likelihood is higher for the former parameter value
(Marschener, 2015).
Under the assumption that the observed data are independent, the likelihood
function can be expressed as follows:

L = Pr (Y1 ) ∗ Pr (Y2 ) ∗,…, ∗Pr (Yn )

Defining Pr (Yi ) depends on the probability distribution of the random variable, Yi .

In the case of binomial distribution, when Y is the binomial proportion in K groups,
the likelihood function is defined as
K

∏C ∗ piyi ∗ (1 − pi )
ni − yi
L (β ) = ni
yi
i =1

where:
C ynii is the total number of combinations with y cases given n subjects in the ith
group
pi is the probability of the disease in the ith group
 Logistic Regression Model ◾ 91

If Y is a dichotomous variable (Y  =  0, 1), the likelihood function is defined as

follows:
n

∏p ∗ (1 − pi )
1 − yi
L (β ) = i
yi

i =1

where:
pi is the probability of having the disease in the ith subject
n is the total number of subjects

In the case of the logistic regression model, we use the coefficients βsthat produce the
highest value of the likelihood function. The βs obtained in this maximization process
are identified as the maximum-likelihood estimates (Hardin and Hilbe, 2001).

8.3 Programming the Logistic Regression Model

There are several commands in Stata that can be used to estimate the parameters of
the logistic regression model, including logit, logistic, binreg, and glm. For example,
perhaps the user is interested in exploring the statistical relationship between smok-
ing habits and oral cavity cancer with the following data (Fu et al., 2013):

Cancer

Smoker No (0) Yes (1) Total

No (0) 511 333 844

Yes (1) 346 340 686

Total 857 673 1530

Note: Codes of the categories of each variable are shown in parentheses.

The database in Stata is the following:

+----------------------------+
| smoker cancer subjects |
|----------------------------|
| 0 0 511 |
| 1 0 346 |
| 0 1 333 |
| 1 1 340 |
+----------------------------+

The estimate of the simple logistic regression model parameters for the above
grouped data can be accomplished with different commands. The difference
92 ◾ Biostatistics in Public Health Using STATA

between them is the default output provided and the method used to maximize the
likelihood function for parameters’ estimation. Some of these commands and their
outputs are shown below.

8.3.1 Using glm

glm cancer smoker [fw=subjects], fam(bin)

Output

Generalized linear models No. of obs = 1530

Optimization : ML Residual df = 1528
Scale parameter = 1
Deviance = 2083.154244 (1/df) Deviance = 1.363321
Pearson = 1529.999986 (1/df) Pearson = 1.001309

Variance function : V(u) = u*(1-u) [Bernoulli]

Link function : g(u) = ln(u/(1-u)) [Logit]

AIC = 1.364153
Log likelihood = -1041.577122 BIC = -9121.705
------------------------------------------------------------------------------
| OIM
cancer | Coef. Std. Err. Z P>|z| [95% Conf. Interval]
--------+----------------------------------------------------------------
Smoker | 0.4107339 0.1038812 3.95 0.000 0.2071305 0.6143372
_cons | -0.428227 0.0704269 -6.08 0.000 -0.5662612 -0.2901928
------------------------------------------------------------------------------

The command fam(bin) is used to ensure that the probability distribution of the
dependent variable (cancer) will follow a binomial distribution.

8.3.2 Using logit

logit cancer smoker [fw=subjects]

Output

Logistic regression Number of obs = 1530

LR chi2(1) = 15.69
Prob > chi2 = 0.0001
Log likelihood = -1041.5771 Pseudo R2 = 0.0075

------------------------------------------------------------------------------
cancer | Coef. Std. Err. z P>|z| [95% Conf. Interval]
--------+----------------------------------------------------------------
smoker | 0.4107339 0.1038812 3.95 0.000 0.2071306 0.6143373
_cons |-0.4282271 0.0704269 -6.08 0.000 -0.5662613 -0.2901929
------------------------------------------------------------------------------
 Logistic Regression Model ◾ 93

8.3.3 Using logistic

logistic cancer smoker [fw=subjects], coef

Output
Logistic regression Number of obs = 1530
LR chi2(1) = 15.69
Prob > chi2 = 0.0001
Log likelihood = -1041.5771 Pseudo R2 = 0.0075

------------------------------------------------------------------------------
cancer | Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------+----------------------------------------------------------------
smoker | 0.4107339 0.1038812 3.95 0.000 0.2071306 0.6143373
_cons |-0.4282271 0.0704269 -6.08 0.000 -0.5662613 -0.2901929
------------------------------------------------------------------------------

To display the estimates of the beta parameters, the coef option is used.

8.3.4 Using binreg

binreg cancer smoker [fw=subjects], coef ml

Output

Generalized linear models No. of obs = 530

Optimization : ML Residual df = 1528
Scale parameter = 1
Deviance = 2083.154244 (1/df) Deviance = 1.363321
Pearson = 1529.999986 (1/df) Pearson = 1.001309
Variance function: V(u) = u*(1-u) [Bernoulli]
Link function : g(u) = ln(u/(1-u)) [Logit]
AIC = 1.364153
Log likelihood = -1041.577122 BIC = -9121.705
------------------------------------------------------------------------------
| OIM
cancer | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
smoker | 0.4107339 0.1038812 3.95 0.000 0.2071305 0.6143372
_cons | -0.428227 0.0704269 -6.08 0.000 -0.5662612 -0.2901928
------------------------------------------------------------------------------

The coef option is used to display the estimates of the beta parameters. The option
ml is for obtaining the maximum-likelihood estimates.
Therefore, the fitted model for all the commands of the simple logistic regres-
sion can be determined with the following equation:
logit ( p ) = −0.43 + 0.41∗ smoker
94 ◾ Biostatistics in Public Health Using STATA

8.4 Alternative Database

A logistic regression model can also be used when the data are summarized as
a binomial proportion (number of cases with a characteristic of interest over the
number of observations). For example, let us assume the previous example with the
following format:

Smoker Cancer Total

No (0) 333 844

Yes (1) 340 686

In parentheses are the codes for the smoker categories.

In this case, the database is entered in Stata as follows:
. list
+-------------------------+
| smoker cases total |
|-------------------------|
| 0 333 844 |
| 1 340 686 |
+-------------------------+
The syntax using the glm command, under this database structure, is the following:
glm cases smoker, fam(bin total)

Output
Generalized linear models No. of obs = 2
Optimization : ML Residual df = 0
Scale parameter = 1
Deviance = 7.90479e-14 (1/df) Deviance = .
Pearson = 1.60265e-29 (1/df) Pearson = .
Variance function: V(u) = u*(1-u/total) [Binomial]
Link function : g(u) = ln(u/(total-u)) [Logit]
AIC = 9.063989
Log likelihood = −7.063989303 BIC = 7.90e-14
------------------------------------------------------------------------------
| OIM
cases | Coef. Std. Err. z P>|z| [95% Conf. Interval]
--------+----------------------------------------------------------------
smoker | 0.4107339 0.1038812 3.95 0.000 0.2071306 0.6143373
_cons | -0.4282271 0.0704269 -6.08 0.000 -0.5662613 -0.2901929
------------------------------------------------------------------------------

The fam(bin) option is modified to fam(bin total) because the dependent variable
denotes the number of cases and not the presence or absence of disease (dichoto-
mous scenario).
 Logistic Regression Model ◾ 95

Similar results can be obtained with the binreg command if the following speci-
fications are used:
binreg cases smoker, or n(total) ml

The or and ml options are added to estimate the odds ratio (OR) using the maxi-
mum likelihood method.

8.5 Estimating the Odds Ratio

One of the important applications of the logistic regression model is estimating
the strength or magnitude of association between the disease and exposure under
study. This model can be expressed as follows:

oddsi =
pi
= 
(
1 1 + e −(β0 +β1X )  )
 = eβ0 +β1X
1 − pi
{

1− 1 1+ e
 (
−( β0 +β1 X ) 
 )}
Using this expression, the user can obtain the OR. For example, if we assume that X
takes 0 for unexposed subjects and 1 for exposed subjects, the resulting OR will be

oddsexposed eβ0 + β1
OR exp vs. unexp = = β0 = eβ1
oddsunexposed e

In this case, the OR is the exponential of the regression coefficient associated with
the exposure. The syntax in Stata to estimate the OR of the previous example (using
the glm command) is as follows:
glm cases smoker, fam(bin total) ef nolog noheader

Output
------------------------------------------------------------------------------
| OIM
cases | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
----------+----------------------------------------------------------------
smoker | 1.507924 0.1566449 3.95 0.000 1.230143 1.848431
_cons | 0.6516634 0.0458946 -6.08 0.000 0.5676437 0.7481193
---------------------------------------------------------------------------

The ef option is added to obtain the estimated OR. The terms nolog and noheader
are used to display only the parameters of the model.
The result indicates that the odds of having oral cavity cancer among smokers
is 1.51 (95% CI: 1.23, 1.85) times the odds of having oral cavity cancer among
nonsmokers. This OR is known as the crude OR, because the model includes only
the exposure variable.
96 ◾ Biostatistics in Public Health Using STATA

8.6 Significance Tests

8.6.1 Likelihood Ratio Test
Hypothesis testing can be performed for the logistic regression model using the sta-
tistic known as Deviance (D), which is a measure of discrepancy between observed
and fitted data. This measure is defined based on the relative comparison of two
likelihood functions, as follows (McCullagh and Nelder, 1999):

 likelihood function − current model 

D = −2∗ln  
 likelihood function n − best model 
where:
likelihood function−current model is calculated with the estimate of the param-
eter p of the binomial distribution using the current logistic model
likelihood function−best model is calculated with the binomial proportion using
the observed data

For logistic regression, the equation for D is the following:

n
 1   i 
D = −2 ∑ y ln py  + (1 − y ) ln  11 −− py 
i =1
i
i
i
i

This comparison is known as the likelihood ratio test. The syntaxes in Stata to
perform this test (with the previous database) to assess the effect of the predictor
smoker are as follows:
. quietly: glm cases smoker, fam(bin total)
. estimates store model1
. quietly: glm cases, fam(bin total)
. lrtest model1 .
Likelihood-ratio test LR chi2(1) = 15.69
(Assumption: . nested in model1) Prob > chi2 = 0.0001

The results show that removing the predictor smoker from the model has a signifi-
cant effect (P-value = .0001). Therefore, it is suggested that it not be removed from
the model.

8.6.2 Wald Test

The statistical assessment of specific parameters in the logistic regression model can be
performed with the likelihood ratio test. Another option is the Wald test for assessing
individual parameters (H0: βj = 0) using the following statistic:

β j
Z0 =
( )
SE β j
 Logistic Regression Model ◾ 97

( )
where SE β̂ j is the asymptotic (i.e., large-sample) standard error of β j . The test
statistic Z0 follows an asymptotic standard-normal distribution, N(0,1), under the
null hypothesis.
An equivalent process is to calculate the square of Z 0 and use the chi-squared
distribution (χ2) to assess the null hypothesis, H0: β j  = 0. The use of χ is recom-
2

mended for two-sided alternatives (Ha: βi  ≠ 0). For one-sided alternatives (Ha: βi  < 0,
Ha:βi > 0), the normal distribution is recommended.
The output of the glm command for the logistic model shows the Wald test for
each predictor. Another Stata command that can be used to perform the Wald test
is test. For example, using the previous database to assess the effect of the predictor
smoker, the syntaxes are as follows:
glm cases smoker, fam(bin total)
test smoker

Output

. quietly: glm cases smoker, fam(bin total)

. test smoker
( 1) [cases]smoker = 0
chi2( 1) = 15.63
Prob > chi2 = 0.0001

The likelihood ratio test and the Wald test showed the significant effect of the pre-
dictor smoker in the logistic regression model (P-value = .0001); however, the test
statistics differ (15.69 vs. 15.63).

8.7 Extension of the Logistic Regression Model

The logistic regression model can be extended to include as predictors of the poten-
tial confounders and the interaction terms formed by the product of the exposure
and confounders. When more than one predictor is included, the model is called a
multivariable logistic regression model and is expressed as follows:

1
Pr (Yi = 1) = pi =
1+ e
(
− β0 + βE ∗Ei + ΣβiCi + ∑γ( j )i ∗( E ∗C )( j )i )
where:
pi indicates the probability of the ith subject’s having the disease of interest
E indicates the exposure
Ci indicates the ith potential confounding variable
γ j indicates the jth coefficient or the interaction terms associated with the prod-
uct of the exposure and the potential confounding variables (E*C)
98 ◾ Biostatistics in Public Health Using STATA

These interaction terms are useful to estimate the magnitude of the association in
different strata.
By way of illustration, let us continue to use the previous example, in which the
predictor sex was included as a potential confounding variable, with the following
data distribution:

Smoker Sex Cases of Cancer Total

No (0) Female (0) 218 477

Male (1) 115 367

Yes (1) Female (0) 20 42

Male (1) 370 694

Note: In parentheses are the codes for the categories of the

variables smoker and sex.

To analyze these data, the following database is created in the Stata data editor:
+------------------------------+
| smoker sex cases total |
|------------------------------|
1. | 0 0 218 477 |
2. | 0 1 115 367 |
3. | 1 0 20 42 |
4. | 1 1 370 694 |
+------------------------------+

In Stata, the glm command can be used in conjunction with the previous database
to fit a logistic regression model with interaction terms. The syntax for doing so is
as follows:

xi: glm cases i.smoker*i.sex, fam (bin total) nolog noheader

Output

. xi: glm cases i.smoker*i.sex, fam (bin total) nolog noheader

-------------------------------------------------------------------------------
| OIM
cases| Coef. Std. Err. z P>|z| [95% Conf. Interval]
--------------–+----------------------------------------------------------------
_Ismoker_1| .0770228 .3223394 0.24 0.811 -.5547508 .7087965
_Isex_1| -.612164 .1452999 -4.21 0.000 -.8969466 -.3273814
_IsmoXsex_1_1| .8402336 .3497938 2.40 0.016 .1546503 1.525817
_cons| -.172333 .0919139 -1.87 0.061 -.3524809 .0078149
-------------------------------------------------------------------------------
The multivariate logistic regression model is determined with the following
equation:
 Logistic Regression Model ◾ 99

logit ( p ) = −0.17 + 0.08 ∗ _ Ismoker _ 1 − 0.6 ∗ _ Isex _ 1 + 0.84 ∗ _ IsmoXsex _ 1 _ 1

where:
_Ismoker_1 is a dummy variable with value 1 if the subject smokes, otherwise is 0
_Isex_1 is a dummy variable with value 1 for males, otherwise is 0
_IsmoXsex_1_1 is a dummy variable with value 1 if the subject smokes and is a
male, otherwise is 0

Start the command with xi: in the glm command to indicate that some of the
predictors are defined as categorical. This instruction, when placed prior to the glm
command, enables us to define the model with interaction terms. The instruction
i.smoker*i.sex indicates that the logistic regression model will use as predictors
smoker, sex, and the interaction term formed by the product of these predictors. This
form is useful when there are more than two categories in the predictor variables that
are defined as being categorical.
In the previous output table, the Wald test shows that there is evidence that the
interaction term _IsmoXsex_1_1 affects the logit(p) estimate (P-value = .016). An
alternative procedure for making a statistical assessment of the interaction term is
the likelihood ratio test (lrtest), which is recommended when the user is interested
in assessing simultaneously several interaction terms. The following commands
sequence perform the lrtest with the previous database:

. quietly xi: glm cases i.smoker*i.sex, fam(bin total)

. estimates store model1
. quietly: glm cases i.smoker, fam(bin total)
lrtest model1 .
Likelihood-ratio test LR chi2(2) = 18.62
(Assumption: . nested in model1) Prob > chi2 = 0.0001

The results indicate that the interaction term composed of smoker and sex is statisti-
cally significant (P-value = .0001), which is similar to what was found using the
Wald test. Therefore, the variable sex modifies the relationship between smoking
status and cancer. As a consequence, it is recommended to estimate sex-specific OR
using the lincom command as follows:

quietly xi: glm cases i.smoker*i.sex, fam(bin total)

*In females
. lincom _Ismoker_1 , or
(1) [cases]_Ismoker_1 = 0
-–––––––--------------------------------------------------------
cases | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
---------+----------------------------------------------------------------
(1) | 1.080067 .3481481 0.24 0.811 .5742153 2.031545
------------------------------------------------------------------------------
100 ◾ Biostatistics in Public Health Using STATA

In females the result indicates that the odds of having oral cavity cancer among smok-
ers is 1.08 (95% CI: 0.57, 2.03) times the odds of having oral cavity cancer among
nonsmokers. However, this excess was not statistically significant (P-value > .1).
*In males

. lincom _Ismoker_1 + _IsmoXsex_1_1, or

( 1) [cases]_Ismoker_1 + [cases]_IsmoXsex_1_1 = 0

------------------------------------------------------------------------------
cases | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
---------+----------------------------------------------------------------
(1) | 2.502415 .3399329 6.75 0.000 1.917479 3.26579
------------------------------------------------------------------------------

In males the result indicates that the odds of having oral cavity cancer among
smokers is 2.5 (95% CI: 1.92, 3.27) times the odds of having oral cavity cancer
among nonsmokers. This excess was statistically significant (P-value < .05).

8.8 Adjusted OR and the Confounding Effect

The logistic regression model without interaction terms allows us to estimate the
OR of the exposure of interest, while simultaneously adjusting for potential con-
founders. Let us assume the following expression of the logistic regression model
without interaction terms:
p
Odds = = eβ0 + βE ∗Ei + ΣβiCi
1− p

If we assume that E is a dichotomous exposure of interest with two categories

(0 indicates the absence of exposure and 1 indicates the presence of exposure) and
that Ci is a potential confounding variable, then the adjusted OR is obtained fol-
lowing the steps described below:

1. Calculate the odds when the exposure is absent (E = 0):

p0 β0 + ∑ βi ∗Ci′
Odds0 = =e
1 − p0

where:
C′ is used to distinguish the value of the potential confounders
2. Calculate the odds when the exposure is present (E1 = 1):

p1
=e 0 E ∑ i i
β + β + β ∗C
Odds1 =
1 − p1
 Logistic Regression Model ◾ 101

3. Calculate the ratio of the odds obtained in steps (1) and (2):

Odds1 βE + β2 (C1 − C1′∗ ) + + β p (C p − C ′p )

OR = =e
Odds0

When (Ci − Ci′ ) = 0, that is, when we assume that the values of the potential con-
founding variables are equal in exposed and nonexposed subjects, we can obtain
the adjusted odds ratio (OR adjusted), as follows:

OR adjusted = eβE

The syntax in Stata for obtaining the adjusted odds ratio using the previous data is
as follows:
xi: glm cases i.smoker i.sex, fam (bin total) ef nolog noheader

Output
------------------------------------------------------------------------------
| OIM
cases | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
--------––––+----------------------------------------------------------------
_Ismoker_1 | 2.211517 0.2757527 6.37 0.000 1.732026 2.823749
_Isex_1 | 0.6247632 0.0825355 -3.56 0.000 0.482243 0.8094034
_cons | 0.7947862 0.0708192 -2.58 0.010 0.6674276 0.9464473
------------------------------------------------------------------------------

The results indicate that the odds of having oral cavity cancer in smokers is 2.21
(95% CI: 1.73, 2.82) times the odds of having oral cavity cancer in nonsmokers,
after adjusting for sex. The difference between the point estimate of the adjusted OR
 adjusted = 2.21) and the point estimate of the crude OR (OR
(OR  crude = 1.51) indi-
cates that the magnitude of association given by the crude OR is underestimated.
Therefore, the variable sex confounds the relationship between the smoking habit
and oral cavity cancer.

8.9 Effect Modification

When the magnitude of the association between the exposure and the disease is
explored in different strata, the user can identify effect modification. If the ORs
change between strata, using a subjective assessment, then it is expected that the
interaction terms in the model will be statistically significant. For example, using
the previous example, if we stratify by sex, the point estimates of the ORs are
 sex
very different (OR =1  sex =0
smk + vs smk − = 2.50 vs. OR smk + vs smk − = 1.08), as can be seen in the
following results:
102 ◾ Biostatistics in Public Health Using STATA

. xi: glm cases i.smoker if sex==1, fam (bin total) ef nolog noheader
------------------------------------------------------------------------------
| OIM
cases | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
–------------+----------------------------------------------------------------
_Ismoker_1 | 2.502415 0.3399329 6.75 0.000 1.917479 3.26579
_cons | 0.4563492 0.0513548 -6.97 0.000 0.3660228 0.5689662
------------------------------------------------------------------------------
. xi: glm cases i.smoker if sex==0, fam (bin total) ef nolog noheader
------------------------------------------------------------------------------
| OIM
cases | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
-------------+---------------------------------------------------------------
_Ismoker_1 | 1.080067 0.3481481 0.24 0.811 0.5742153 2.031545
_cons | 0.8416988 0.0773638 -1.87 0.061 0.702942 1.007845
------------------------------------------------------------------------------

This result indicates that the predictor sex has a modifying effect on the relationship
between the smoking habit and oral cavity cancer, as was expected (because of the
significant results in the likelihood ratio test).

8.10 Prevalence Ratio

Several epidemiological studies use the prevalence ratio (PR) to assess the magni-
tude of the association between exposure and disease. The main reason is that the
OR can augment this magnitude, particularly when the prevalence of the outcome
among exposure and nonexposure groups is large. To estimate the PR using the
logistic regression model, the user needs to use the command link(log). For exam-
ple, to estimate the PR by sex, the syntax is as follows:
glm cases i.smoker if sex==1, fam(bin total) ef link(log)

Output
------------------------------------------------------------------------------
| OIM
cases | Risk Ratio Std. Err. z P>|z| 95% Conf. Interval]
----------+------------------------------------------------------------------
1.smoker | 1.701416 0.1446968 6.25 0.000 1.440191 2.010022
_cons | 0.3133515 0.0242131 -15.02 0.000 0.2693136 0.3645904
------------------------------------------------------------------------------
glm cases i.smoker if sex==0, fam(bin total) ef link(log)

Output
------------------------------------------------------------------------------
| OIM
cases | Risk Ratio Std. Err. z P>|z| [95% Conf. Interval]
--------- +----------------------------------------------------------------
1.smoker | 1.04194 0.1764579 0.24 0.808 0.7476307 1.452105
_cons | 0.4570231 0.0228087 -15.69 0.000 0.4144356 0.5039868
------------------------------------------------------------------------------
 Logistic Regression Model ◾ 103

Among males we can see that there is a substantial difference between the ORs and
the PRs; the estimated OR is 2.50 and the estimated PR is 1.70.
Another command that can be used to obtain the PR by sex in a logistic regres-
sion model is binreg, as follows:
binreg cases smoker if sex==1, n(total) rr nolog

Output
------------------------------------------------------------------------------
| EIM
cases | Risk Ratio Std. Err. z P>|z| [95% Conf. Interval]
---------+--------------------------------------------------------------------
smoker | 1.701416 0.1446966 6.25 0.00 1.440191 2.010022
_cons | 0.3133515 0.0242131 -15.02 0.000 0.2693137 0.3645904
------------------------------------------------------------------------------
binreg cases smoker if sex==0, n(total) rr nolog

Output
------------------------------------------------------------------------------
| EIM
cases | Risk Ratio Std. Err. z P>|z| [95% Conf. Interval]
--------- +----------------------------------------------------------------
smoker | 1.04194 0.1764578 0.24 0.808 0.7476309 1.452105
_cons | 0.4570231 0.0228087 -15.69 0.000 0.4144356 0.5039868
------------------------------------------------------------------------------

The observed results (using binreg and glm), by sex, show that the estimates of the
PRs are the same; only slight differences are observed in the standard errors, and
these are due to the default methods used to estimate the variance; the glm com-
mand uses the maximum-likelihood method, and binreg uses Fisher’s scoring method
(Hardin and Hilbe, 2001; Collett, 2002).

8.11 Nominal and Ordinal Outcomes

The logistic regression model can be extended to handle polytomous outcome (i.e.,
more than two nominal or ordinal categories). An example of a nominal outcome in
an epidemiological case-control study might be a situation in which we have cases
(diseased) and two types of controls, which, for example, could be subjects with
another disease (control I) and healthy subjects (control II). An example of an ordinal
outcome in an epidemiological case-control study might be a situation in which cases
(diseased) are categorized by their level of disease severity (e.g., high, moderate, low).
In Stata, the programming for these situations can be done with the following com-
mands: mlogit, ologit, and gologit2.
The logistic regression model in the case of a nominal outcome with more than
two categories is called a multinomial logistic regression model or polytomous logistic
regression model. When the outcome is ordinal, the model is called an ordinal logistic
regression model (Kleinbaum and Klein, 2002). The mathematical expression of both
models is based on the ratio of two probabilities defined according to the codes used
104 ◾ Biostatistics in Public Health Using STATA

in the outcome Y. For example, assuming Y has k categories (0, 1, 2, …, k), then the
most simple expression of the multinomial regression model is the following:
 Pr [Y = k|E ] 
ln   = β0 + βE ∗ Eii
 Pr[Y = 0 | E ] 
The exponential of the estimated exposure coefficient (β̂E ) will provide the estimated
OR between the category with code k and the category with code 0, as follows:
 (Ek+vsvs.0.E) − = eβ E
OR
The interpretation of this OR is as follows: in reference to category 0, the probability
β E
of being in category k among the exposure group is e times this probability among
the nonexposure group’s being in category k. For the following example, let us assume
that we are working with a case-control study to assess the relationship between hepa-
titis C and receiving a blood transfusion (before 1992), using two types of controls
(subjects with hepatitis B and healthy subjects), and using, as well, the following data:

Hepatitis

Blood Transfusion C (3) B (2) Healthy (1)

Yes (1) 19 11 14

No (0) 85 63 220
Note: Codes are in parentheses.

The database in Stata for this study should be as seen below:

+------------------------+
| hep trans subjects |
|------------------------|
1. | 1 1 14 |
2. | 1 0 220 |
3. | 2 1 11 |
4. | 2 0 63 |
5. | 3 1 19 |
|------------------------|
6. | 3 0 85 |
+------------------------+

The syntax in Stata to run the multinomial regression model is as follows:

mlogit hep trans [fw=subjects], rrr

Output

Multinomial logistic regression Number of obs = 412

LR chi2(2) = 12.86
Prob > chi2 = 0.0016
Log likelihood = -396.16997 Pseudo R2 = 0.0160
 Logistic Regression Model ◾ 105

--------------––----------------------------------------------
hep | RRR Std. Err. z P>|z| [95% Conf. Interval]
-----------+----------------------------------------------------------------
1 | (base outcome)
-----------+----------------------------------------------------------------
2 |
trans | 2.743767 1.17296 2.36 0.018 1.187022 6.342139
_cons | .2863636 .0409194 -8.75 0.000 .2164148 .3789211
-----------+----------------------------------------------------------------
3 |
trans | 3.512603 1.316033 3.35 0.001 1.685457 7.320497
_cons | .3863636 .049343 -7.45 0.000 .3008072 .4962543
------------------------------------------------------------------------------

The above table shows that in reference to the healthy subjects: the likelihood of
hepatitis C among the subjects who had had blood transfusion experience before
1992 is 3.51 (95% CI: 1.69, 7.32) times the likelihood of hepatitis C among the
subjects who had not had blood transfusion experience before 1992. This excess was
statistically significant (P-value = .001).
To use as the reference the subjects with hepatitis B instead of the healthy sub-
jects, you need to use the option baseoutcome, as is done in the following:

mlogit hep trans [fw=subjects], rrr baseoutcome(2)

Output

------------------------------------------------------------------------------
hep | RRR Std. Err. z P>|z| [95% Conf. Interval]
---------+----------------------------------------------------------------
1 |
trans | 0.3644624 0.1558076 -2.36 0.018 0.1576755 0.8424443
_cons | 3.492063 0.4989922 8.75 0.000 2.639072 4.620756
----- –---+----------------------------------------------------------------
2 | (base outcome)
---------+----------------------------------------------------------------
3 |
trans | 1.280212 0.529671 0.60 0.550 0.5689947 2.880417
_cons | 1.349206 0.2243001 1.80 0.072 0.9740238 1.868905
------------------------------------------------------------------------------

The table above indicates that in reference to the subjects with hepatitis B, the like-
lihood of hepatitis C among the subjects who had had blood transfusion experience
before 1992 is 1.28 (95% CI: 0.57, 2.88) times the likelihood of hepatitis C among
the subjects who had not had blood transfusion experience before 1992. However,
this excess was not statistically significant (P-value > .1).
For the ordinal logistic regression model, there are different expressions, the
use of each depending on the manner in which the categories are compared. When
these categories are grouped and the ORs do not depend on the grouping procedure,
106 ◾ Biostatistics in Public Health Using STATA

it is said that the proportional odds assumption is met. The most common expression
of this model, under this assumption, is as follows:

 Pr [Y ≤ k |E ] 
ln   = β0 − β E ∗ E i
 Pr[Y > k | E ] 
This model combines into two groups the categories of the outcome, as follows: those
subjects with categories that are less than or equal to k and those with categories that are
greater than k. The negative sign in the coefficient of the exposure occurs because of the
way Stata programmed this model; therefore, caution has to be taken to interpret the
output and the way the codes of the outcome categories are defined. The exponential
of the estimated exposure coefficient, β E , will provide the estimated OR between cat-
egories with code >k and categories with code ≤k, due to the following relationship:

1
e −βE = ( ≤k vs.>k )
, then,

OR E + vs.E −
 (E>+kvsvs.E.≤−k ) = eβ E
OR
The interpretation of this OR is as follows: the likelihood of being in a category

greater than k among the members of the exposure group is eβE times the likelihood
of being in a category greater than k among the nonexposure group. To improve
the interpretation, use high values of the outcome codes for those subjects with
worst outcome. For example, assuming a case-control study to assess the relation-
ship between glycohemoglobin and age, let us suppose that glycohemoglobin is cat-
egorized into three groups—using tertiles as the cutoff points—as follows:

Q1: ≤ 5.4 (best)

Q2: >5.4 and ≤ 5.9
Q3: >5.9 (worst)

In addition, let’s assume that age was categorized into two groups (above and at
or below the mean value of the study sample). Using the available data, then, the
following table results:

Glycohemoglobin Group

Age (Years) Q1 (1) Q2 (2) Q3 (3) Total

≤45 (0) 14 7 3 24

>45 (1) 9 16 14 39

Total 23 23 17 63

Note: Codes are in parentheses.

 Logistic Regression Model ◾ 107

The structure of the database in Stata is as seen below:

+---------------------------+
| glycon3 age subjects |
|---------------------------|
1. | 1 0 14 |
2. | 1 1 9 |
3. | 2 0 7 |
4. | 2 1 16 |
5. | 3 0 3 |
|---------------------------|
6. | 3 1 14 |
+---------------------------+

The ordinal logistic model can be run with the assumption that the OR depends
on the cutoff point of the outcome. Therefore, for every cutoff point in the
outcome, one OR is estimated. If we assume that the proportional odds assump-
tion is fulfilled, then we would expect all ORs to be equal. The syntax in Stata
to run the ordinal logistic model without the proportional odds assumption is
as follows:

gologit2 glycon3 age [fw=subjects], or

Output

Generalized Ordered Logit Estimates Number of obs = 63

LR chi2(2) = 8.83
Prob > chi2 = 0.0121
Log likelihood = -64.204942 Pseudo R2 = 0.0643
------------------------------------------------------------------------------
glycon3 | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
---------+----------------------------------------------------------------
1 |
age | 4.666667 2.622787 2.74 0.006 1.550992 14.04119
_cons | .7142857 .2957424 -0.81 0.416 .3172788 1.608062
---------+----------------------------------------------------------------
2 |
age | 3.92 2.750659 1.95 0.052 .9908299 15.50862
_cons | .1428571 .0881733 -3.15 0.002 .0426117 .4789332
------------------------------------------------------------------------------

The gologit2 command has to be downloaded from Internet.

The numbers in the first column of the above table indicate the way the refer-
ence categories are defined. For example, the number 1 indicates that Q1 is the
 (>>455.4vsvs.≤.45
reference category, OR
≤5.4 )
. The number 2 indicates that Q1 and Q2 are the
 >45 vs.≤.45
reference categories, OR
( > 5 .9 vs ≤5.9 )
.
108 ◾ Biostatistics in Public Health Using STATA

The interpretation of these ORs is as follows:

1. The likelihood of having a glycohemoglobin higher than 5.4 among subjects

older than 45 years is 4.67 (95% CI: 1.55, 14.04) times the likelihood of having
a glycohemoglobin higher than 5.4 among subjects 45 years old or younger.
2. The likelihood of having a glycohemoglobin higher than 5.9 among subjects
older than 45 years is 3.92 (95% CI: 0.99, 15.51) times the likelihood of having
a glycohemoglobin higher than 5.9 among subjects 45 years old or younger.

The syntax in Stata to run the ordinal logistic model, assessing the proportional
odds assumption, is as follows:

gologit2 glycon3 age [fw= subjects], or autofit lrf

Output
------------------------------------------------------------------------------
Testing parallel lines assumption using the .05 level of
significance...
Step 1: Constraints for parallel lines imposed for age
(P Value = 0.8004)
Step 2: All explanatory variables meet the pl assumption
Wald test of parallel lines assumption for the final model:
( 1) [1]age - [2]age = 0
chi2( 1) = 0.06
Prob > chi2 = 0.8004
An insignificant test statistic indicates that the final model
does not violate the proportional odds/ parallel lines
assumption
If you re-estimate this exact same model with gologit2,
instead of autofit you can save time by using the parameter
pl(age)
------------------------------------------------------------------------------
Generalized Ordered Logit Estimates Number of obs = 63
LR chi2(1) = 8.77
Prob > chi2 = 0.0031
Log likelihood = -64.236022 Pseudo R2 = 0.0639
( 1) [1]age - [2]age = 0
------------------------------------------------------------------------------
glycon3 | Odds Ratio Std. Err. z P>|z| [95% Conf. Interval]
----------+----------------------------------------------------------------
1 |
age | 4.427933 2.303347 2.86 0.004 1.597417 12.27394
_cons | .7293552 .2970438 -0.77 0.438 .3283002 1.620343
 Logistic Regression Model ◾ 109

-----------+----------------------------------------------------------------
2 |
age | 4.427933 2.303347 2.86 0.004 1.597417 12.27394
_cons | .1290829 .0626706 -4.22 0.000 .0498431 .334297
------------------------------------------------------------------------------
The first assessment in gologit2 with the autofit lrf command is used to determine
if there is statistical evidence, based on the likelihood ratio test, that the propor-
tional odds assumption has been fulfilled. If this assumption has been fulfilled, the
same OR is estimated for all combinations of the outcome. In this example, the
output indicates that the model does not violate the proportional odds assumption
(P-value = .8004). As a consequence we interpret only one OR, as follows:
Using as the reference category the participants with the low levels of glycohe-
moglobin, the likelihood of having high levels of glycohemoglobin among subjects
older than 45 years is 4.43 (95% CI: 1.60, 12.27) times the likelihood of having
high levels of glycohemoglobin among subjects 45 years old or younger.

8.12 Overdispersion
When the logistic regression model is run with grouped data (binomial proportion),
the relationship between the deviance and the degrees of freedom can be useful in
determining the model’s goodness of fit (McCullagh and Nelder, 1999; Hardin and
Hilbe, 2001). Overdispersion occurs when data exhibit more variation than expected.
Underdispersion occurs when data exhibit less variation than expected. Because devi-
ance is a random variable with chi-squared distribution, if the model is adequate
to explain the binomial proportion, then it is expected that the observed deviance
would be close to the degrees of freedom of the model (equidispersion). For example,
if we run the model with only the predictor smoker in the example of cancer explained
by smoker and sex, we discover that the deviance is 18.62, with 2 degrees of freedom;
therefore, overdispersion is observed. To assess the departure between the deviance
and the degrees of freedom, we can use the P-value to determine the statistical signifi-
cance of this difference. The syntax to perform this in Stata is as follows:
dis chi2tail(2,18.62)
.00009051

The results show that there is a significant difference between the deviance and
its degrees of freedom (P-value = 0.00009051). Therefore, the logistic regression
model using only the predictor smoker is not adequate. Either including more pre-
dictors or exploring other models would be another option to consider at this point.

8.13 Sample Size and Statistical Power

To determine the total minimum sample size for assessing the adjusted OR in a
case-control study with enough statistical power (i.e., 1 − β = 0.8), a minimum
significance level (i.e., α = 0.05), and using an unconditional multivariable logistic
110 ◾ Biostatistics in Public Health Using STATA

regression model with one exposure and different covariates, the following expres-
sion (Hosmer and Lemeshow, 2000) can be used:

(1 + 2 P ) ( Z ))
2

0
1−α (1 1− π ) + (1 π ) + Z1 − β (1 1− π ) + (1 πeβ E

n= ∗
1− ρ 2
P0 ∗ β2E

where:
Z1−α and Z β denote the upper α and β percentage points, respectively, of the
standard normal distribution
π denotes the fraction of subjects in the study who are not exposed
P0 denotes the probability of being a case among those who are not exposed
ρ2 denotes the squared correlation between the observed and fitted values of the
exposure (dichotomous variable) using a logistic regression model, as fol-
lows: logit ( pr[E = 1]) = β0 + ∑ β0 ∗ X i

This can be used to estimate pseudo R 2 , as follows:

Lp
pseudo R 2 = 1 −
L0
where:
L0 and Lp denote the log likelihoods for models containing only the intercept
and the model containing the intercept plus the p-covariates, respectively
βE denotes the coefficient of the exposure in the multivariate logistic regression
model for the outcome of interest under the alternative hypothesis. If we
assume that OR = 2, then βE is approximately 0.69314 {ln(2) = 0.69314}

Based on the data presented previously, the purpose of which was to assess the mag-
nitude of the association between cancer and the smoking habit adjusted by sex
 adj = 2.21), the parameters needed to obtain the minimum sample size are as
(OR
follows:

βE = ln ( 2.21) = 0.7929, Π = 0.4658, P0 = 0.3945, ρ2 = 0.5679,

Z 0.95 = 1.96, Z 0.80 = 1.28

Therefore,

n=
(1 + 2 ∗ .3945)
1 − 0.5679

( ))
2

1.96 ∗ (
(1 1 − 0.4658) + (1 0.4658) +1.28 (1 1 − 0.44658) + 1 0.4658e .7929
∗
0.3945 ∗ 0.7929 2

= 618.64
 Logistic Regression Model ◾ 111

It is desirable for the result to be divisible by 2, given that a total sample size of
about 619, or 310, per group would be the minimum required. Unfortunately, Stata
does not provide the option in its power and sample size calculation tool for this
formula. Therefore, a do-file has to be programmed with the following sequence of
commands (and assuming the data of the previous example):

gen a=(1+2*.3945)/(1-.5679)
gen b=1.96*sqrt((1/(1-.4658))+(1/.4658))
gen c=1.28*sqrt( (1/(1-.4658)) + (1/(.4658*exp(.7929))))
gen d=.3945*.7929^2
gen n=a*((b+c)^2)/d

Before running these commands, go to edit and create a dataset with one variable,
such as id, and one space row. The other option is to work interactively with Stata
by invoking the mata command, as follows:

. mata
–––––––––––––––––––– mata (type end to exit) ----------------––
: a=(1+2*.3945)/(1-.5679)
: b=1.96*sqrt((1/(1-.4658))+(1/.4658))
: c=1.28*sqrt( (1/(1-.4658)) + (1/(.4658*exp(.7929))))
: d=.3945*.7929^2
: n=a*((b+c)^2)/d
: n
618.6378426
: end
---------------------------------------------------------------

Mata is a matrix programming language that can be used interactively or as an

extension for do-files and ado-files. To extend the information about mata com-
mand, we recommend checking out the book by Baum (An Introduction to Stata
Programming, 2009).
This page intentionally left blank
Chapter 9

Poisson Regression Model

Aim: Upon completing the chapter, the learner should be able to esti-
mate the magnitude of the association between disease and exposure,
controlling for potential confounders, using a Poisson regression model.

9.1 Model Definition

The Poisson regression model allows us to assess epidemiological studies when the
main outcome is an integer number, such as the number of cancer patients, number
of immunized children, or number of hospitalized patients. It is assumed that these
types of outcomes, Y, are random variables with positive integers and are distributed
as the Poisson probability distribution. This probability distribution is characterized
by one parameter, identified by the Greek letter μ, which is the expected number of
events of the outcome of interest and is expressed in the following manner:
e −µµ y
Pr [Y = y ] =
y!
where the variance of Y is equal to the expected value of Y, Var(Y ) = E(Y ) = μ.
The Poisson regression model is used in cohort studies to estimate the expected
value of Y among exposure and nonexposure groups, adjusted for the effect of poten-
tial confounders. An example of this would be the expected number of lung cancer
cases in a 5-year period among smokers and nonsmokers, adjusted for the effects
of age and sex (Fox, 2008; Hoffmann, 2004). One advantage of this model is that
it can be used to obtain an estimate of the relative risk (RR), adjusted for potential
confounders. The simplest form of a Poisson regression model, with an exposure
variable (E ) and one potential confounding variable (C ), can be defined with any of
the following equivalent expressions:

113
114 ◾ Biostatistics in Public Health Using STATA

[i ] µi = Ti * I i = Ti * eβ0 + βE *E + βC *C + βEC *( EC )

[ii ] I i = µi / Ti = eβ0 + βE *E + βC *C + βEC *( EC )

[iii ] Ln ( µi ) = Ln (Ti ) + β0 + βE * E + βC * C + βEC * ( EC )

[iv ] Ln ( I i ) = β0 + βE * E + βC * C + βEC * ( EC )

where:
µi indicates the expected value for the outcome variable
Ii represents the incidence (the expected cases by time unit or population under
the ith condition)
Ti represents the sum of the times in the study under the ith condition
E denotes the exposure variable
C denotes the effect of the confounder variable
E*C denotes the interaction between the exposure and confounder
βj denotes the coefficients (parameters) associated with the jth predictor vari-
ables (j = E, C, or E * C); this value represents the expected changes in the
natural logarithm of μi in the expression [iii]
β0 represents the constant term (intercept) in the model

The expression Ln(Ti) denotes the natural logarithm of Ti under the expression [iii]
of the Poisson regression model, which is included as a predictor variable with a
coefficient or parameter equal to 1. This type of predictor is identified as an offset
and has a fixed parameter.

9.2 Relative Risk

In the event that the outcome variable Y indicates the occurrence of new cases of a
disease in a cohort study, we can determine the incidence of this disease among dif-
ferent groups of exposure through a Poisson regression model, as follows (assuming
E is dichotomous and C is continuous):

Exposure (E = 1)
µexp
I exp = = e β0 +βE +βC *C +βEC *C
Texp

Nonexposure (E = 0)
µnon-exp
I non-exp = = eβ0 +βC *C ′
Tnon-exp
 Poisson Regression Model ◾ 115

If C = C′, then
I exp
RR = = eβE +βE *C *C
I non-exp

In the case of nonsignificant interaction terms (H0: βE*C = 0), we can obtain the
adjusted RR using the following:

I exp *
RR adjusted = = eβE
I non-exp

where β*E is obtained from the model that excludes the interaction term. If the inter-
action term is significant, it is necessary to estimate the RR in different population
subgroups defined by the levels of C.

9.3 Parameter Estimation

The procedure for estimating the unknown coefficients in the Poisson regression
model is similar to the procedure of logistic regression for obtaining the maxi-
mum-likelihood estimates. Under the assumption that the observations are inde-
pendent, the likelihood function for the Poisson regression model is expressed as
follows:
K
e −µi µiy
L (β ) = ∏ i =1
y!

where µi is the expected value of Y under the ith condition in the Poisson regression
model. The coefficients βs that produce the highest value of this likelihood function
are the maximum-likelihood estimates (MLEs) for this model. Based on the MLEs
estimates, we can also estimate the RRs and test the statistical hypothesis, with the
approach similar to that performed for the logistic regression model.

9.4 Example
Suppose we are interested in assessing the difference in the incidence of car-
diovascular disease by sex, controlling for age. Available data for this pur-
pose can be extracted from the epidemiological cohort study of Framingham
(Massachusetts), which started in 1948 with a sample of 5,127 subjects, aged
30–62 years old. The following table summarizes the incidence of cardiovascu-
lar disease by age and sex:
116 ◾ Biostatistics in Public Health Using STATA

Age CVDM PYM IM CVDF PYF IF RRM:F

<46 43 7,370 5.83 9 9,205 0.98 5.97

46–55 163 12,649 12.89 71 16,708 4.25 3.03

56–60 155 7,184 21.58 105 10,139 10.36 2.08

61–80 443 15,015 29.50 415 24,338 17.05 1.73

>80 19 470 40.43 50 1,383 36.15 1.12

Total 823 42,688 19.28 650 61,773 10.52 1.83

Note: M, male; F, female; CVD, cardiovascular disease; PY, person-years; and I,
incidence per 1,000 persons in 1 year.

The last column of the table shows the RRs between males and females by age group.
The observed trend in these RRs indicates that, in the older age groups, the RRs are
getting close to 1; therefore, the incidences of cardiovascular disease by sex are quite
different for the younger age groups and quite similar for the older age groups. This
trend suggests that age has a modifying effect on the relationship between sex and
cardiovascular disease (Szklo and Nieto, 2004).

9.5 Programming the Poisson Regression Model

To evaluate the expected number of cases in the Framingham Study by sex and age
using the Poisson model, we need to prepare the database as follows:

+-------------------------+
| age sex py cvd |
|-------------------------|
1. | 1 1 7370 43 |
2. | 1 0 9205 9 |
3. | 2 1 12649 163 |
4. | 2 0 16708 71 |
5. | 3 1 7184 155 |
|-------------------------|
6. | 3 0 10139 105 |
7. | 4 1 15015 443 |
8. | 4 0 24338 415 |
9. | 5 1 470 19 |
10. | 5 0 1383 50 |
+-------------------------+
 Poisson Regression Model ◾ 117

Note:
◾ age indicates the code of the age group (1: <46 years; 2: 46–55 years;
3: 56–60 years; 4: 61–80 years; 5: >80 years)
◾ sex indicates the code of the sex (0 = female, 1 = male)
◾ py indicates person-years
◾ cvd indicates the number of cardiovascular disease cases

9.6 Assessing Interaction Terms

According to the trend in the RRs (by age group) that was observed in the previous table,
which suggests the presence of an age–sex interaction, we will initially explore the inter-
action terms in the Poisson regression model using the likelihood ratio test, as follows:

. quietly xi: glm cvd i.sex*i.age, fam(poi) lnoff(py)

. estimates store model1

. quietly xi: glm cvd i.sex i.age, fam(poi) lnoff(py)

. lrtest model1 .

Likelihood-ratio test LR chi2(4) = 29.58

(Assumption: . nested in model1) Prob > chi2 = 0.0000

Note: lnoff(py) indicates the inclusion of the natural logarithm of the py variable
as an offset variable.
The results indicate a significant age–sex interaction term (P-value < .0001),
confirming that age has a modifying effect on the relationship that exists between
sex and cardiovascular disease. Therefore, it is necessary to estimate the RR (male
vs. female) by age group. To carry out this evaluation, we use the Poisson regression
model, while also including interaction terms. For example, the resulting models of
previous data can be programmed in Stata with the following command:

xi: glm cvd i.sex*i.age, fam(poisson) lnoff(py)

Output
Generalized linear models No. of obs = 10
Optimization : ML Residual df = 0
Scale parameter = 1
Deviance = 5.31308e-13 (1/df) Deviance = .
Pearson = 4.76108e-13 (1/df) Pearson = .

Variance function: V(u) = u [Poisson]

118 ◾ Biostatistics in Public Health Using STATA

Link function : g(u) = ln(u) [Log]

AIC = 8.241062
Log likelihood = -31.20531135 BIC = 5.31e-13

-------------------------------------------------------------------------------
| OIM
cvd | Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------------+---------------------------------------------------------------
_Isex_1 | 1.786304 .3665609 4.87 0.000 1.067858 2.504751
_Iage_2 | 1.469314 .3538299 4.15 0.000 .7758204 2.162808
_Iage_3 | 2.360093 .3473253 6.80 0.000 1.679348 3.040838
_Iage_4 | 2.858762 .3369284 8.48 0.000 2.198394 3.519129
_Iage_5 | 3.61029 .3620926 9.97 0.000 2.900601 4.319979
_IsexXage_1_2 |-.6769246 .3931747 -1.72 0.085 -1.447533 .0936837
_IsexXage_1_3 |-1.052307 .38774 -2.71 0.007 -1.812263 -.2923501
_IsexXage_1_4 |-1.238024 .3728725 -3.32 0.001 -1.968841 -.5072074
_IsexXage_1_5 |-1.674611 .4549709 -3.68 0.000 -2.566337 -.7828843
_cons |-6.930277 .3333333 -20.79 0.000 -7.583599 -6.276956
ln(py) | 1 (exposure)
-------------------------------------------------------------------------------

The resulting equation of the Poisson regression model, using only one decimal
approximation of the estimated coefficient of this output, is as follows:
Ln ( µˆ i / PYi ) = −6.9 + 1.8 * _Isex_1 + 1.5 * _Iage_2 + 2.4 * _Iage_3 + 2.9 * _Iage_4

+ 3.6 * _Iage_5 − 0.7 * _IsexXage_1_2 − 1.1 * _IsexXage_1_3

−1.2 * _IsexXage_1_4 − 1.7 * _IsexXage_1_5

where:
PYi = person-years
_Isex_1 = 1, if sex = M; _Isex_1 = 0 if sex = F
_Iage_2 = 1, if group of age “2”; _Iage_2 = 0 other groups of age
_Iage_3 = 1, if group of age “3”; _Iage_3 = 0 other groups of age
_Iage_4 = 1, if group of age “4”; _Iage_4 = 0 other groups of age
_Iage_5 = 1, if group of age “5”; _Iage_5 = 0 other groups of age
_IsexXage_1_2 = 1, if _Isex_1 = 1 and _Iage_2 = 1, otherwise 0
_IsexXage_1_3 = 1, if _Isex_1 = 1 and _Iage_3 = 1, otherwise 0
_IsexXage_1_4 = 1, if _Isex_1 = 1 and _Iage_4 = 1, otherwise 0
_IsexXage_1_5 = 1, if _Isex_1 = 1 and _Iage_5 = 1, otherwise 0
Considering the previous estimated coefficients, and using the expression [ii] of the
Poisson model, we can determine the age-specific incidences as follows:
1. Incidence for the <46 years age group (age2  =  0, age3  =  0, age4  =  0,
age5 = 0):
I <46 = e( −6.9 +1.8*_Isex_1 )
 Poisson Regression Model ◾ 119

2. Incidence for the 46–55 years age group (age2  =  1, age3  =  0, age4  =  0,
age5 = 0):

I 46−55 = e( −6.9 +1.8* _Isex_1+1.5* _Iage_2 − 0.7 * _IsexXage_1_2 )

3. Incidence for the 56–60 years age group (age2  =  0, age3  =  1, age4  =  0,
age5 = 0):

I 56−60 = e( −6.9 +1.8* _Isex_1+2.4* _Iage_3−1.1* _IsexXage_1_3 )

4. Incidence for the 61–80 years age group (age2  =  0, age3  =  0, age4  =  1,
age5 = 0):

I 61−80 = e( −6.9 +1.8* _Isex_1+2.9* _Iage_4 −1.2 * _IsexXage_1_4 )

5. Incidence for the >80 years age group (age2  =  0, age3  =  0, age4  =  0,
age5 = 1):

I >80 = e( −6.9 +1.8* _Isex_1+3.6* _Iage_5 −1.7 * _IsexXage_1_5 )

Therefore, to estimate the relative risk (males vs. females) for the first two age groups.
We estimate the incidence by sex and then divide these incidences in each age group
as follows:

1. The <46 years age group:

When _Isex_1 = 1,

I male = e( −6.9 +1.8 )

And when _Isex_1 = 0,

I female = e( −6.9 )

Then,

I male
=
RR = e(1.8) = 5.96
I female

2. The 46–55 years age group:

When _Isex_1 = 1 and _IsexXage_1_2 = 1,

I male = I 46−55 = e( −6.9 + 1.8 + 1.5− 0.7 )

120 ◾ Biostatistics in Public Health Using STATA

And when _Isex_1 = 0 and _IsexXage_1_2 = 1,

I female = e( −6.9+1.5)

Then
I male
RR = = exp (1.8 − 0.7 ) = 3.03
I female

To facilitate the estimation of these RRs with 95% confidence intervals in Stata,
we can use the lincom command in the model, with interaction terms, instead of
having one model for each age group. To use this command, after running the
model with interaction terms, we enter the name of the predictor with the name
Stata assigned to it; then we add the plus sign (+) followed by the corresponding
interaction terms and the option irr. The syntaxes for the first two age groups will
be as follows:
For the <46 years age group:

xi: glm cvd i.sex*i.age, fam(poisson) lnoff(py)

lincom _Isex_1, irr

Output

(1) [cvd]_Isex_1 = 0
------------------------------------------------------------------------------
cvd | IRR Std. Err. z P>|z| [95% Conf. Interval]
---------+-----------------------------------------------------------
(1) | 5.967359 2.1874 4.87 0.000 2.909142 12.24051
------------------------------------------------------------------------------

The incidence of cardiovascular disease in males younger than 46 years old

is 5.97 (95% CI: 2.91, 12.24) times the incidence of cardiovascular disease in
females younger than 46 years. This greater level of risk is highly significant
(P-value < .001).
For the 46–55 years age group:

lincom _Isex_1 + _IsexXage_1_2, irr

Output

(1) [cvd]_Isex_1 + [cvd]_IsexXage_1_2 = 0

------------------------------------------------------------------------------
cvd | IRR Std. Err. z P>|z| [95% Conf. Interval]
---------+------------------------------------------------------------
(1) |3.032477 .4312037 7.80 0.000 2.294884 4.007138
------------------------------------------------------------------------------
 Poisson Regression Model ◾ 121

The incidence of cardiovascular disease in males aged 46–55 years old is 3.03 (95%
CI: 2.29, 4.01) times the incidence of cardiovascular disease in females aged 46–55
years old. This greater level of risk is highly significant (P-value < .001).

9.7 Overdispersion
Using the Poisson regression model, we can also assess the goodness of fit of the
model, as was shown in the previous chapter. For example, if we run the model
using only the predictor sex (in the previous database) as follows:

. xi: glm cvd i.sex, fam(poi) lnoff(py)

Generalized linear models No. of obs = 10

Optimization : ML Residual df = 8
Scale parameter = 1
Deviance = 555.0977773 (1/df) Deviance = 69.38722
Pearson = 517.3470186 (1/df) Pearson = 64.66838

Variance function: V(u) = u [Poisson]

Link function : g(u) = ln(u) [Log]

AIC = 62.15084
Log likelihood = -308.7542 BIC = 536.6771

------------------------------------------------------------------------------
| OIM
cvd | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------+----------------------------------------------------------------
_Isex_1 | .6055324 .0524741 11.54 0.000 .5026851 .7083797
cons |-4.554249 .0392232 -116.11 0.000 -4.631125 -4.477373
ln(py) | 1 (exposure)
------------------------------------------------------------------------------

We discover that the deviance is 555.10, with 8 degrees of freedom; therefore,

overdispersion is observed. To assess the departure between the deviance and the
degrees of freedom, we obtain the P-value in Stata, in the following manner:
dis chi2tail(8,555.09)

1.05e-114

The results show a very highly significant difference between the deviance and its
degrees of freedom (P-value < .001). Therefore, the Poisson regression model using only
the predictor sex is not adequate; including more predictors, exploring another type of
model, or assessing the potential correlation between adjacent age groups is called for.
For more discussion on this topic, we recommend checking out the books by Cameron
and Trivedi (1998), Hilbe (2007), Hoffmann (2004), and Kleinbaum et al. (2008).
This page intentionally left blank
Chapter 10

Survival Analysis

Aim: Upon completing the chapter, the learner should be able to use
the Cox proportional hazards model to estimate the magnitude of the
association between the risk of the occurrence of a given clinical event
(e.g., disease, death, remission) after a certain period of time and a fac-
tor of exposure, controlling for potential confounders.

10.1 Introduction
In this chapter we present the use of a regression model to analyze the occurrence
of an event after a certain time. This analysis is regularly identified as a survival
analysis or a time to event analysis (Kleinbaum and Klein, 2005). The objective in
survival analysis is to assess the time it takes for an event of interest to occur when
there is the possibility that this event will not occur in all subjects under study.
Take the following examples:

123
124 ◾ Biostatistics in Public Health Using STATA

Event of Interest Time of Study At the End of the Study

Death Time that a person There are persons who

remains alive after heart remain alive after heart
surgery until the event of surgery.
interest occurs.

Development of a Time without developing There are persons who

respiratory disease a respiratory disease do not develop a
after exposure to an respiratory disease after
environmental being exposed to an
contaminant until the environmental
event of interest occurs. contaminant.

Hospital discharge Length of hospital stay of a There are people who

after 24 h patient who arrives at an stay in the hospital for
emergency room until the longer than 24 h.
event of interest occurs.

For the analysis of survival times, it is necessary to identify a start date for partici-
pation in the study. Some possible start dates are date of birth, date of diagnosis,
therapy start date, and date or time of an exposure to a toxin. In addition, it is also
necessary to identify the date on which the event of interest occurs or the date of
study completion.
The study time in survival analysis is determined by the difference between the
date of the occurrence of the event of interest and the start date of the study:
T = date of occurrence of event under study – start date

where T can be measured in days, months, years, or some other time unit.
The use of survival analysis is justified when there is a possibility that an event
of interest will not occur in a high number of subjects during a given study period,
meaning that there will be a high number of individuals with incomplete infor-
mation. The time of occurrence of the event of interest (T ) cannot be exactly
determined when the event does not happen; only the minimum survival time (t)
(in which the event of interest does not occur in the individual) can be determined.
Therefore, the formulation of a study problem in survival analysis with the event’s
date or time of occurrence being unknown is given by the following expression:
T ≥t
Censoring information may arise in the following situations:

◾ Termination of the research study

◾ Loss of follow-up due to the voluntary withdrawal from the study (reasons
unrelated to the study)
 Survival Analysis ◾ 125

◾ Death, assuming that this is not the event of interest

◾ Development of a disease or health condition that is not associated with the
event of interest

When the study time of a subject has not been determined, we use the term cen-
sored. If the date of the event’s occurrence is unknown, the incomplete data in the
survival analysis are called right censoring. The existence of censored observations
can be attributed to a selection bias, unless it can be assured that censored indi-
viduals are representative of the study population. Therefore, censoring has to be
independent of t.
A survival analysis involves a longitudinal design in which there is a recruitment
period and a maximum date of observation, as illustrated in the following:

Time of study

Recruitment period
Last date for observation

Recruitment time comprises a fixed period of time during which the initial mea-
surement of the study subjects for survival analysis is performed. The maximum
date of observation indicates the last day or the specific time to observe the occur-
rence of an event. The possible situations that may occur while observing the event
of interest are illustrated in Figure 10.1.

Situation A. The occurrence of the event after the completion of the study (censored).

T >t Unknown time

Date of completion of Occurrence of the event

the study

Situation B. The occurrence of the event before the completion of the study.

Known time

T ≥t Occurrence of the event Date of the completion of

the study

Figure 10.1 Occurrence of the Event in Survival Analysis.

126 ◾ Biostatistics in Public Health Using STATA

10.2 Probability of Survival

In a survival study, the evaluation T = t cannot be established for censored obser-
vations. If there are no censored observations, then the variable T can be analyzed
using the standard methods for evaluating a continuous variable (e.g., linear regres-
sion, ANOVA). In the case of censored observations, we can ensure only that the
event occurred after a time greater than t (T > t). For this reason, one of the main
objectives in a survival analysis is to determine the probability of T > t. This prob-
ability is expressed as follows:

S ( t ) = Pr [T > t ]

S(t) is defined as the survival function and indicates the probability of being free of
the event of interest at least at t; that is, the probability of the event occurring after t.

10.3 Components of the Study Design

To perform a survival analysis, the minimum information that must be provided
by the study design is: (1) recruitment date, (2) date of the occurrence of the study
event, and (3) last date of observation (which could be the date of study termination
or the occurrence of the study event). For example, let us assume that the time dis-
tribution of seven subjects with cancer in a survival analysis design is as illustrated in
Figure 10.2.

Recruitment period Last date of observation

Subject 1

Subject 2

Subject 3

Subject 4

Subject 5

Subject 6

Subject 7

0 1 2 3 4 5 6 7 8 9 10 11 12 (Months)

Denotes death by cancer Denotes a censored observation

Figure 10.2 Longitudinal design in survival analysis.

 Survival Analysis ◾ 127

In the above illustration, the following patterns occur: (1) the recruitment date
is different for every subject; (2) the date of the occurrence of the study event is also
different in each subject; (3) the last date of observation is the same for all subjects,
12 months; however, not all the subjects get free of the event at this point. Usually,
this type of information can be summarized in the following table:

Entrance Month of Death Death (D) Survival

Subject Month or Censored Censored (C) Time

1 0 6 D 6

2 1 12 C 11

3 2 3 C 1

4 1 6 C 5

5 0 4 D 4

6 4 6 D 2

7 0 11 D 11

When there are censored observations, there are several nonparametric methods for
estimating S(t). The life-table estimate of the survivor function, also known as the
actuarial estimate of survivor function, assumes that the censoring process is such
that the censored survival times occur uniformly within different series of time
intervals. Another method for estimating the survival function, S(t), is through the
Kaplan‒Meier (KM) method. This method determines the probability of surviving
at least to time t(j). Time t(j) indicates the times at which one or more events have
occurred and is sorted in ascending order:

t(1) ≤ t(2) ≤ t(3) ≤  ≤ t( j −1) ≤ t( j ) ≤ 

where t(1) is the time at which the event of least time occurred.

10.4 Kaplan–Meier Method

To describe the procedure to estimate the survival function of a person, S(t(j)), we
use the KM method. This method is based on the product of survival function
at time t(j−1) and the conditional probability that the event of interest will occur
after t(j), given that the person is alive at least until t(j). This product is expressed as
follows:
(
S ( t ( j ) ) = S ( t( j −1) ) ∗ Pr T > t( j ) T ≥ t( j ) )
128 ◾ Biostatistics in Public Health Using STATA

where Pr[T > t(j)|T ≥ t(j)] indicates the probability, among those persons who reached
t(j) alive, of remaining alive after that specific time,

◾ t(j) indicates the time in j order in which at least one event occurs after the
data are ordered from least to greatest
◾ S(t(j−1)) is the function of survival until time t(j−1)

The development of the previous expression with the data from the previous exam-
ple is presented in the following table:

T(j) rja fjb Pr[T > t(j)|T ≥ t(j)]c S(tj)

0 7 0 1 − (0/7) = 1 1.0

1d – – – –

2 6 1 1 − (1/6) = 0.833 0.833

4 5 1 1 − (1/5) = 0.8 0.666

5d – – – –

6 3 1 1 − (1/3) = 0.667 0.44

11d – – – –

11 1 1 1 − (1/1) = 0 0
a rj indicates the subjects that are at risk an instant before t(j).
b fj indicates the number of deaths in j time.
c Pr[T > t(j)|T ≥ t(j)] = 1 − (fj/rj).
d censored cases.

The S(t ( j)) usually is graphically represented as a step function; it means that
S(t ( j)) probability remains constant until the time when the next event of interest
occurs.

10.5 Programming of S(t)

Let us assume a study aimed at assessing oropharyngeal cancer mortality by sex
(1 = Males, 2 = Females), adjusting for tumor stage (1, 2, and 3). Further, let us sup-
pose that we have the observation time (months) after the diagnosis in 87 subjects,
as follows:
 Survival Analysis ◾ 129

id death sex stage time id death sex stage time

1 1 2 2 34 46 0 2 1 28

2 1 2 2 61 47 1 1 2 39

3 0 2 1 78 48 1 1 2 8

4 0 1 2 95 49 1 2 1 35

5 1 2 2 49 50 0 1 1 5

6 1 2 2 59 51 0 1 1 45

7 0 2 2 2 52 1 2 2 0

8 0 2 2 1 53 0 2 2 17

9 1 1 3 6 54 0 2 1 0

10 0 1 1 53 55 0 1 2 1

11 1 2 2 8 56 0 2 1 39

12 0 1 2 21 57 1 2 1 9

13 1 2 3 71 58 1 1 2 5

14 1 1 3 47 59 1 2 2 2

15 0 1 2 35 60 0 1 2 38

16 0 1 1 1 61 1 2 1 41

17 1 2 3 10 62 0 2 2 6

18 0 1 2 7 63 1 2 1 28

19 0 2 2 1 64 0 2 1 60

20 1 1 2 27 65 0 2 2 1

21 0 1 2 34 66 1 2 1 81

22 1 2 3 10 67 0 2 1 2

23 1 2 2 43 68 0 1 1 5

24 0 1 2 84 69 0 1 2 2

25 1 2 2 89 70 0 2 2 44

26 1 2 2 6 71 1 2 3 8
130 ◾ Biostatistics in Public Health Using STATA

id death sex stage time id death sex stage time

27 0 2 2 4 72 1 1 3 7

28 0 2 2 0 73 0 1 2 5

29 0 2 1 22 74 0 2 2 3

30 1 2 3 1 75 1 2 1 3

31 1 2 1 23 76 1 2 2 2

32 1 2 3 37 77 1 1 2 55

33 1 2 1 25 78 1 2 1 46

34 0 2 1 0 79 0 2 1 70

35 0 2 3 1 80 1 2 1 39

36 1 2 2 39 81 1 1 1 99

37 1 2 1 20 82 0 1 2 5

38 0 1 2 48 83 1 1 2 52

39 1 1 2 20 84 1 2 3 12

40 1 2 2 6 85 0 2 1 39

41 0 2 1 44 86 1 1 1 40

42 1 2 3 13 87 0 1 2 73

43 0 1 3 1

44 0 2 2 50

45 0 2 1 0

To run a survival analysis in Stata, we have to specify the name of the variable that
defines the time and the variable that defines the event with the code to be used for
the occurrence of the event, as follows:

stset time,fa(death=1)

Output

failure event: death == 1

obs. time interval: (0, time]
exit on or before: failure
 Survival Analysis ◾ 131

-----------------------------------------------------------------------------
87 total observations
5 observations end on or before enter()
-----------------------------------------------------------------------------
82 observations remaining, representing
43 failures in single-record/single-failure data
2385 total analysis time at risk and under observation
at risk from t = 0
earliest observed entry t = 0
last observed exit t = 99

We defined the time-of-survival variable at the beginning; in this case it was defined
with the name time. After the comma, the occurrence of the event of interest is
indicated with the command fa followed by a parenthesis to indicate the variable
for the event of interest and the code that indicates when the event occurs.
An estimation of survival probability is obtained in Stata with the ltable com-
mand, as is demonstrated in the following:
ltable time

Output

Beg. Std.
Interval Total Deaths Lost Survival Error [95% Conf. Int.]
-------------------------------------------------------------------------------
0 1 87 5 0 0.9425 0.0250 0.8674 0.9757
1 2 82 8 0 0.8506 0.0382 0.7566 0.9104
2 3 74 5 0 0.7931 0.0434 0.6919 0.8642
3 4 69 2 0 0.7701 0.0451 0.6667 0.8451
4 5 67 1 0 0.7586 0.0459 0.6542 0.8354
5 6 66 5 0 0.7011 0.0491 0.5930 0.7856
6 7 61 4 0 0.6552 0.0510 0.5453 0.7446
7 8 57 2 0 0.6322 0.0517 0.5218 0.7238
8 9 55 3 0 0.5977 0.0526 0.4870 0.6920
9 10 52 1 0 0.5862 0.0528 0.4755 0.6813
10 11 51 2 0 0.5632 0.0532 0.4527 0.6597
12 13 49 1 0 0.5517 0.0533 0.4414 0.6489
13 14 48 1 0 0.5402 0.0534 0.4302 0.6380
17 18 47 1 0 0.5287 0.0535 0.4190 0.6270
20 21 46 2 0 0.5057 0.0536 0.3967 0.6049
21 22 44 1 0 0.4943 0.0536 0.3857 0.5938
22 23 43 1 0 0.4828 0.0536 0.3747 0.5826
23 24 42 1 0 0.4713 0.0535 0.3637 0.5714
25 26 41 1 0 0.4598 0.0534 0.3529 0.5601
27 28 40 1 0 0.4483 0.0533 0.3420 0.5488
28 29 39 2 0 0.4253 0.0530 0.3205 0.5260
34 35 37 2 0 0.4023 0.0526 0.2993 0.5029
35 36 35 2 0 0.3793 0.0520 0.2783 0.4797
37 38 33 1 0 0.3678 0.0517 0.2678 0.4680
132 ◾ Biostatistics in Public Health Using STATA

38 39 32 1 0 0.3563 0.0513 0.2575 0.4562

39 40 31 5 0 0.2989 0.0491 0.2067 0.3964
40 41 26 1 0 0.2874 0.0485 0.1967 0.3843
41 42 25 1 0 0.2759 0.0479 0.1868 0.3721
43 44 24 1 0 0.2644 0.0473 0.1770 0.3598
44 45 23 2 0 0.2414 0.0459 0.1577 0.3350
45 46 21 1 0 0.2299 0.0451 0.1481 0.3225
46 47 20 1 0 0.2184 0.0443 0.1387 0.3099
47 48 19 1 0 0.2069 0.0434 0.1293 0.2972
48 49 18 1 0 0.1954 0.0425 0.1200 0.2844
49 50 17 1 0 0.1839 0.0415 0.1109 0.2715
50 51 16 1 0 0.1724 0.0405 0.1019 0.2585
52 53 15 1 0 0.1609 0.0394 0.0930 0.2454
53 54 14 1 0 0.1494 0.0382 0.0842 0.2322
55 56 13 1 0 0.1379 0.0370 0.0756 0.2188
59 60 12 1 0 0.1264 0.0356 0.0671 0.2053
60 61 11 1 0 0.1149 0.0342 0.0589 0.1916
61 62 10 1 0 0.1034 0.0327 0.0508 0.1778
70 71 9 1 0 0.0920 0.0310 0.0430 0.1637
71 72 8 1 0 0.0805 0.0292 0.0354 0.1494
73 74 7 1 0 0.0690 0.0272 0.0282 0.1349
78 79 6 1 0 0.0575 0.0250 0.0213 0.1200
81 82 5 1 0 0.0460 0.0225 0.0150 0.1047
84 85 4 1 0 0.0345 0.0196 0.0092 0.0889
89 90 3 1 0 0.0230 0.0161 0.0044 0.0725
95 96 2 1 0 0.0115 0.0114 0.0010 0.0558
99 100 1 1 0 0.0000 . . .
-------------------------------------------------------------------------------

Note: The command ltable is followed by the variable that indicates the observation
time.
After running the stset command, the sts graph command can be used in Stata
to construct the S(t) graph using the KM method, as illustrated in Figure 10.3.

10.6 Hazard Function

Another way to assess the time of occurrence of an event is by using the hazard function,
which is denoted by h(t). This function is defined as the instantaneous risk of occur-
rence of the event of interest after a time, t, given that this event did not occur during at
least a single time t. To estimate the hazard function using the KM method, in a given
time interval (t(j), t(j+1)), a similar process is used to compute the incidence density:
fj cases
h (t ) = =
rj ∗ τ j person-time

where τj indicates the size of the interval (t(j), t(j+1)), that is, τj = t(j+1) − t(j). According to
the time unit that is used, the product rj *τj indicates person-time (i.e., person-years,
 Survival Analysis ◾ 133

Kaplan–Meier survival estimate

1.00

0.75

0.50
S(t)

0.25

0.00
0 20 40 60 80 100
Months

Figure 10.3 Survival function using the Kaplan‒Meier method.

person-weeks, person-days, etc.). The estimation of the hazard probabilities can

also be obtained with the ltable command, but we add the hazard option. For
example, using the previous data, the command is as follows:

ltable time, hazard

Output

Beg. Cum. Std. Std.

Interval Total Failure Error Hazard Error [95% Conf. Int.]
-------------------------------------------------------------------------------
0 1 87 0.0575 0.0250 0.0592 0.0265 0.0073 0.1110
1 2 82 0.1494 0.0382 0.1026 0.0362 0.0316 0.1735
2 3 74 0.2069 0.0434 0.0699 0.0313 0.0087 0.1312
3 4 69 0.2299 0.0451 0.0294 0.0208 0.0000 0.0702
4 5 67 0.2414 0.0459 0.0150 0.0150 0.0000 0.0445
5 6 66 0.2989 0.0491 0.0787 0.0352 0.0098 0.1477
6 7 61 0.3448 0.0510 0.0678 0.0339 0.0014 0.1342
7 8 57 0.3678 0.0517 0.0357 0.0252 0.0000 0.0852
8 9 55 0.4023 0.0526 0.0561 0.0324 0.0000 0.1195
9 10 52 0.4138 0.0528 0.0194 0.0194 0.0000 0.0575
10 11 51 0.4368 0.0532 0.0400 0.0283 0.0000 0.0954
12 13 49 0.4483 0.0533 0.0206 0.0206 0.0000 0.0610
13 14 48 0.4598 0.0534 0.0211 0.0211 0.0000 0.0623
17 18 47 0.4713 0.0535 0.0215 0.0215 0.0000 0.0637
20 21 46 0.4943 0.0536 0.0444 0.0314 0.0000 0.1060
21 22 44 0.5057 0.0536 0.0230 0.0230 0.0000 0.0680
22 23 43 0.5172 0.0536 0.0235 0.0235 0.0000 0.0696
134 ◾ Biostatistics in Public Health Using STATA

23 24 42 0.5287 0.0535 0.0241 0.0241 0.0000 0.0713

25 26 41 0.5402 0.0534 0.0247 0.0247 0.0000 0.0731
27 28 40 0.5517 0.0533 0.0253 0.0253 0.0000 0.0749
28 29 39 0.5747 0.0530 0.0526 0.0372 0.0000 0.1255
34 35 37 0.5977 0.0526 0.0556 0.0393 0.0000 0.1325
35 36 35 0.6207 0.0520 0.0588 0.0416 0.0000 0.1403
37 38 33 0.6322 0.0517 0.0308 0.0308 0.0000 0.0911
38 39 32 0.6437 0.0513 0.0317 0.0317 0.0000 0.0940
39 40 31 0.7011 0.0491 0.1754 0.0782 0.0223 0.3286
40 41 26 0.7126 0.0485 0.0392 0.0392 0.0000 0.1161
41 42 25 0.7241 0.0479 0.0408 0.0408 0.0000 0.1208
43 44 24 0.7356 0.0473 0.0426 0.0425 0.0000 0.1259
44 45 23 0.7586 0.0459 0.0909 0.0642 0.0000 0.2168
45 46 21 0.7701 0.0451 0.0488 0.0488 0.0000 0.1444
46 47 20 0.7816 0.0443 0.0513 0.0513 0.0000 0.1518
47 48 19 0.7931 0.0434 0.0541 0.0540 0.0000 0.1600
48 49 18 0.8046 0.0425 0.0571 0.0571 0.0000 0.1691
49 50 17 0.8161 0.0415 0.0606 0.0606 0.0000 0.1793
50 51 16 0.8276 0.0405 0.0645 0.0645 0.0000 0.1909
52 53 15 0.8391 0.0394 0.0690 0.0689 0.0000 0.2041
53 54 14 0.8506 0.0382 0.0741 0.0740 0.0000 0.2192
55 56 13 0.8621 0.0370 0.0800 0.0799 0.0000 0.2367
59 60 12 0.8736 0.0356 0.0870 0.0869 0.0000 0.2572
60 61 11 0.8851 0.0342 0.0952 0.0951 0.0000 0.2817
61 62 10 0.8966 0.0327 0.1053 0.1051 0.0000 0.3113
70 71 9 0.9080 0.0310 0.1176 0.1174 0.0000 0.3478
71 72 8 0.9195 0.0292 0.1333 0.1330 0.0000 0.3941
73 74 7 0.9310 0.0272 0.1538 0.1534 0.0000 0.4545
78 79 6 0.9425 0.0250 0.1818 0.1811 0.0000 0.5367
81 82 5 0.9540 0.0225 0.2222 0.2208 0.0000 0.6551
84 85 4 0.9655 0.0196 0.2857 0.2828 0.0000 0.8400
89 90 3 0.9770 0.0161 0.4000 0.3919 0.0000 1.1681
95 96 2 0.9885 0.0114 0.6667 0.6285 0.0000 1.8986
99 100 1 1.0000 . 2.0000 0.0000 2.0000 2.0000
-------------------------------------------------------------------------------

To graphically represent h(t) through the KM method, the same command for S(t)
is used, but we add the hazard option (sts graph, hazard ). The output of this com-
mand is illustrated in Figure 10.4.

10.7 Relationship between S(t) and h(t)

Assuming that the time of observation, T, is a random variable in the survival
analysis setting, then, as a consequence, the following functions exist:

f(t): the probability density function of T

F(t): the probability cumulative function of f(t)
 Survival Analysis ◾ 135

0.04

0.03
h(t)

0.02

0.01
0 20 40 60 80 100
Months

Figure 10.4 Hazard function.

It has been shown that there is a mathematical relationship between these survival
and hazard functions, the specifics of which are as follows (Collett, 2003):

∂F ( t ) ∂ (1 − S ( t ) )
a. f (t ) = = = −S ′ ( t )
∂t ∂t

Pr ( t + ∆t > T > t |T > t ) f ( t )

b. h (t ) = lim ∆t →0 =
∆t S (t )
t t t
f (u ) 1  ∂S ( u ) 

c.
∫
H ( t ) = h ( u ) ∂u =
o
∫
0
S (u )
∂u = −
∫
o

S ( u )  ∂u 
 ∂u = −ln ( S ( t ) )

where S′(t) indicates the derivative of S(t) and H(t), the cumulative hazard function.

10.8 Cumulative Hazard Function

The following methods are available for determining the cumulative hazard function:

1. The KM method:
  ri − f i  
H ( )
 ( t ) = −L n S (t ) = −L n 
∏   =
 t (i )≤t  ri   t (i )≤t ∑  f 
−L n  1 − i 
 ri 
 
136 ◾ Biostatistics in Public Health Using STATA

3.00

2.00
H(t)

1.00

0.00
0 20 40 60 80 100
Months

Figure 10.5 Nelson–Aelen cumulative hazard estimate.

2. The Nelson‒Aalen method:

∑r
 (t ) = fi
H
t ( i ) ≤t i

The estimate of H(t) using the Nelson–Aelen method will always be greater than or
equal to that which is generated using the KM method. When the number of sub-
jects at risk at any given time is large, the two estimates are basically equal. Based on
the Nelson–Aalen method, we can obtain the survival function with the following
expression:
t ) = e(
− H (t ) )
S (
The graphic representation of the cumulative hazard [H(t)] using the Nelson–Aalen
method is programmed in Stata using the following command to create Figure 10.5:

sts graph, cumhaz

10.9 Median Survival Time and Percentiles

The minimum survival time in which the probabilities are less than 50% is identi-
fied by the median survival time {t(50) = min(time|S(t) < 50%)}. In Stata this time
is obtained as follows:

stci, median
 Survival Analysis ◾ 137

Output
failure _d: death == 1
analysis time _t: time

| no. of
| subjects 50% Std. Err. [95% Conf. Interval]
-----------+---------------------------------------------------------------
total | 82 41 3.705979 34 55

Note: The median option is added.

If an estimate of other times, based on percentiles [(1–S(t)], is required, we use
the option p with the integer that indicates the percentile. For example, for the
percentiles 25 and 75, the Stata commands are as follows:
stci, p(25)

Output
| no. of
| subjects 25% Std. Err. [95% Conf. Interval]
-----------+--------------------------------------------------------------

total | 82 13 6.687969 8 28

stci, p(75)

Output
| no. of
| subjects 75% Std. Err. [95% Conf. Interval]
-----------+---------------------------------------------------------------
total | 82 71 12.37697 52 .

Note: In the previous case, the 25th percentile indicates the minimum time for
which the survival probabilities are less than 75%. The 75th percentile indicates the
minimum time for which the survival probabilities are less than 25%.

10.10 Comparison of Survival Curves

To compare the overall experience of two or more survival curves, you can use differ-
ent tests of significance. Initially, it is recommended that a graph of Si(t) by different
subgroups of the stratum be constructed. The Stata programming for visualizing dif-
ferent survival curves in the same plot, using the KM method, uses the option by after
the sts graph command. For example, using the previous database, the survival curves
by sex are graphically obtained with the following command to create Figure 10.6:
sts graph, by(sex)
138 ◾ Biostatistics in Public Health Using STATA

1.00

0.75

0.50
S(t)

0.25

0.00
0 20 40 60 80 100
Months

Sex = 1 Sex = 2

Figure 10.6 Survival function by sex.

To obtain the median survival time in different subgroups, the option by can also be
used after the stci command. For example, the command line for finding the median
time by sex would be

stci, median by(sex)

Output

| no. of
sex | subjects 50% Std. Err. [95% Conf. Interval]
----------+----------------------------------------------------------------
1 | 31 52 5.187957 27 .
2 | 51 39 3.999146 23 49
----------+----------------------------------------------------------------
total | 82 41 3.705979 34 55

10.11 Proportional Hazards Assumption

The application of certain significance tests to evaluate hazard functions depends
on the behavior of these functions among the study groups over time. If the ratio
of hazard functions is constant over time h1(t)/h2(t) = constant, it is said that the
hazards are proportional (proportional hazards). For example, using the previous
database, the hazard function curves by sex are graphically obtained with the follow-
ing command to create Figure 10.7:
 Survival Analysis ◾ 139

0.05

0.04

0.03
S(t)

0.02

0.01
0 20 40 60 80 100
Months

Sex = 1 Sex = 2

Figure 10.7 Hazard function by sex.

sts graph, by(sex) hazard

A proportional hazards (PH) assessment can be performed through the pattern

observed in the survival function curves. It is a necessary but not sufficient con-
dition that the curves not cross over time, suggesting that the PH assumption
is met. An alternate way to evaluate this assumption graphically is to determine
whether the function ln{–ln[S(t)]} is kept parallel through time. For example, for
programming this function we use the following command to create Figure 10.8:

stphplot, by(sex)

10.12 Significance Assessment

Hypothesis testing can be performed to compare the survival curves of different
groups. There are several methods that can be used to evaluate these curves, which
include the log-rank test, the Wilcoxon‒Gehan‒Breslow (WGB) test, and the
Tarone–Ware test. A log-rank test is recommended when the condition of PH is
fulfilled, while a Wilcoxon test is recommended when the condition of PH is not
fulfilled.
140 ◾ Biostatistics in Public Health Using STATA

3
-In[-In(Survival probability)]

−1
0 1 2 3 4 5
In (analysis time)

Sex = 1 Sex = 2

Figure 10.8 ln{–ln(S(t))} plot by sex.

10.12.1 Log-Rank Test

To compare the survival curves, the log-rank test assumes the following null
hypothesis:

H 0 : S1 ( t ) = S2 ( t )

To evaluate the survival curves with the log-rank test, the following contingency
table is constructed at each time t(j):

Group Events No Events Number at Risk

1 f1j r1j − f 1j r1j

2 f2j r2j −f 2j r2j

Total fj rj − f j rIj

Under the null hypothesis of no association between the type of group and the
occurrence of the event, you can determine the expected events in each group and
compare with the observed event with the following statistics:

U 2L
∼ χ2(1)
VL
 Survival Analysis ◾ 141

where:
UL  =  ∑wi(f Ij  −  eIj) defines the weighted difference (observed events minus
expected events E(f Ij) = eIj, under H0) with equal weights (wi = 1) over
time
V L = ∑vij determines the sum of the variances under the hypergeometric distri-
bution vij = Var(f Ij) = r Ij *r IIj *f j * (rj − f j)/r 2j * (rj − 1)

The Stata command for a log-rank test is:

sts test sex, logrank

Output

Log-rank test for equality of survivor functions

| Events Events
sex | observed expected
------+-------------------------
1 | 12 17.84
2 | 31 25.16
------+-------------------------
Total | 43 43.00
chi2(1) = 3.48
Pr>chi2 = 0.0620

According to the log-rank test performed, there is evidence in favor of H0:

S1(t) = S2(t) (P-value = .062). However, some users might even consider this statis-
tical evidence as marginally significant (0.05 ≤ P-value < .1).

10.12.2 Wilcoxon–Gehan–Breslow Test

The Wilcoxon‒Gehan‒Breslow (WGB) test is also based on the null hypothesis

H 0 : S1 ( t ) = S2 (t )

To perform this test, the following statistic is computed:

2
U WGB
~ χ(21)
V WGB

where:
U WGB = ∑w ∗ ( f
j Ij − e Ij ) ; w j = r j

V WGW = ∑w 2
j ∗ v Ij
142 ◾ Biostatistics in Public Health Using STATA

The difference between the UW statistic and the statistics of the log-rank test is that
(fij  − eij) is being weighted by rj. As time increases, the rj decreases; therefore, indi-
viduals with very high values in the observation times will have less weight. The
Stata command for this test is

sts test sex, wilcoxon

Output

Wilcoxon (Breslow) test for equality of survivor functions

| Events Events Sum of

sex | observed expected ranks
------+--------------------------------------
1 | 12 17.84 –208
2 | 31 25.16 208
------+--------------------------------------
Total | 43 43.00 0
chi2(1) = 2.23
Pr>chi2 = 0.1350

According to the Wilcoxon test, there is evidence in favor of the statement H0:
S1(t) = S2(t) (P-value > .1).

10.12.3 Tarone–Ware Test

2
The Tarone‒Ware test is similar to the WGB test, but the weighting factor is rj .
The Stata command for this is as follows:
sts test sex, tware

Output

Tarone-Ware test for equality of survivor functions

| Events Events Sum of

sex | observed expected ranks
------+--------------------------------------
1 | 12 17.84 –31.88649
2 | 31 25.16 31.88649
------+--------------------------------------
Total | 43 43.00 0
chi2(1) = 2.63
Pr>chi2 = 0.1049

According to the Tarone‒Ware test, there is evidence in favor of the statement H0:
S1(t) = S2(t) (P-value > .10).
 Survival Analysis ◾ 143

10.13 Cox Proportional Hazards Model

To evaluate the effect of an exposure on the hazard function, controlling for the
presence of potential confounding variables, we can use the Cox proportional haz-
ards model (Royston and Lambert, 2011), as follows:

h ( t , X ) = h0 ( t ) ∗ e
βE ∗E + ∑ βi X i

where:
E defines the exposure variable of interest
Xi defines the group of independent or predictor variables (it includes potential
confounding variables and interaction terms)
bi defines the group of coefficients of the predictor variables
h 0(t) defines the immediate risk in time t. This function depends on the time
and indicates the risk at initial conditions (E = 0, Xi = 0) or in average con-
ditions when the predictor variables are centralized (E = 0, Xi − X )

The predictor variables can be time dependent (e.g., age, blood pressure), but in this
book, we are analyzing only those variables that are not time dependent. One of the
most important uses of this model in epidemiologic studies is to estimate the hazard
ratio (HR) adjusted for potential confounding variables. For example, assuming that
the hazard between two persons having different exposure levels is obtained by the
Cox model without interaction terms, the HR is estimated as follows:

First person (E = 1):

h1 ( t ; x ) = h0 ( t ) ∗ e(βE +β1 X1 ++βk X k )

Second person (E = 0):

h2 ( t ; x ′ ) = h0 ( t ) ∗ e(β1 X1 ++βκ X κ )
′ ′

as a consequence,

h1 ( t ; x )
HR =
h2 ( t ; x ′ )

βE +β1∗( X1 − X1′ )+β2 ∗ ( X 2 − X ′2 )++βk ( X k − X k′ ) 

HR = e 

If we assume that the difference between both persons is only the exposure, then:

( X1 = X 1′ ) , ( X 2 = X 2′ ) ,…, ( X k = X k′ )
144 ◾ Biostatistics in Public Health Using STATA

As a consequence, the adjusted HR is obtained with the following:

HR adjusted = eβE

During the HR estimation, the h0(t) function is canceled. We assume that the HR
remains constant over time; therefore, the HR varies only according to the value of
the predictor variables. This process of obtaining the adjusted HR is similar to that
used in evaluating the adjusted OR and RR of the logistic and Poisson regression
models, respectively.
The Stata commands to evaluate the interaction terms in the Cox regression
model is as follows:

. quietly xi: stcox i.sex*i.stage

. estimates store model1
. quietly xi: stcox i.sex i.stage
. lrtest model1 .

Output

Likelihood-ratio test LR chi2(2) = 1.62

(Assumption: . nested in model1) Prob > chi2 = 0.4440

The results show that there is no evidence of any significant interaction terms in
the Cox model (P-value > .10). Now, to assess the effect of potential confounding
variables, we need to compare the crude and adjusted HRs. To estimate the crude
HR, stcox is used, as can be seen in the following:

stcox b1.sex

Output

------------------------------------------------------------------------------
_t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval]
---------+---------------------------------------------------------------------
2.sex | 1.906899 0.6747282 1.82 0.068 0.9531086 3.815161
------------------------------------------------------------------------------

Note: The use of b1 before the predictor is to indicate that the category with a code
equal to 1 is the reference category.
The HR between sexes adjusted for stage is estimated with the following Stata
command:
stcox b1.sex b1.stage
 Survival Analysis ◾ 145

Output
------------------------------------------------------------------------------
_t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
2.sex | 1.894716 0.690035 1.75 0.079 0.9279952 3.868499
|
stage |
2 | 1.472089 0.5575111 1.02 0.307 0.7007552 3.092446
3 | 3.766573 1.596584 3.13 0.002 1.641108 8.644817
------------------------------------------------------------------------------

This example indicates that tumor stage is not a confounding variable in the asso-
ciation of sex and cancer mortality because the difference between the estimated
HRCrude (1.91) and the estimated HRAdjusted (1.89) is very small.

10.14 Assessment of the Proportional

Hazards Assumption
If the condition of PH is fulfilled, there should not be an interaction between time
and the exposure variable (E). To confirm this pattern, you can use the Cox model,
as is demonstrated by the following:

h ( t ; x1 ) = h0 ( t ) ∗ eβE ∗E +β X * X
where:
X = E * ln(time)
If the PH condition is met, then bE = 0. Therefore, the expectation is that the inter-
action variable X would not be statistically significant to provide evidence that the
PH assumption is met.
There are several methods for assessing the PH assumption, which are based on
the quantities known as residuals. A description of these methods can be read in
Collett (2003). Stata uses Schoenfeld residuals, or partial residuals, as its method
for assessing PH. This method can be used with the option phtest after running
stcox, as is demonstrated in the following:

quietly: stcox i.sex i.stage

estat phtest, detail

Output

Test of proportional-hazards assumption

146 ◾ Biostatistics in Public Health Using STATA

Time: Time
------------------------------------------------------------
| rho chi2 df Prob>chi2
------------+-----------------------------------------------
1b.sex | . . 1 .
2.sex | 0.10298 0.46 1 0.4954
1b.stage | . . 1 .
2.stage | –0.03693 0.06 1 0.8142
3.stage | –0.09269 0.33 1 0.5671
------------+-----------------------------------------------
global test | 0.80 3 0.8483
------------------------------------------------------------

The data suggest that the condition of PH is fulfilled for both predictors simultane-
ously (P-value > .10).

10.15 Survival Function Estimation Using the Cox

Proportional Hazards Model
Using the Cox model, we can obtain the survival function as follows:
g ( E ,x ,β) g ( x ,β )
S ( t , E , x , β ) = e − H ( E ,t ,x ,β) = e − g ( E ,x ,β)H0 (t ) = e − H0 (t )  = S0 ( t )
 

where:

g ( E , x ,β ) = e
β E ∗E + ∑ βi X i

S0 ( t ) = e − H0 (t )

Therefore, for visualizing the survival curves by sex at stage 3 (stage = 3) after running
the Cox model, the following sequences of commands is used to create Figure 10.9:

quietly xi: stcox b1.sex b1.stage

stcurve , survival at1(sex=1 stage=3) at2(sex=2 stage=3)

10.16 Stratified Cox Proportional Hazards Model

If the predictors do not satisfy the PH assumption, we recommend using the strati-
fied Cox model, which is expressed as follows:
 Survival Analysis ◾ 147

1.0

0.8

0.6
Survival

0.4

0.2

0.0
0 20 40 60 80 100
Analysis time
Sex = 1 Stage = 3 Sex = 2 Stage = 3

Figure 10.9 Survival curves by sex at stage 3.

hg ( t , X ) = h0 g ( t ) e
β E ∗E + ∑βi ∗ X i

where g indicates the stratum.

It is necessary to first identify all the predictors that do not satisfy the PH. With
these predictor categories, strata are formed. For example, if the stage variable does not
satisfy the PH assumption, the Cox model can be stratified by stage levels. In Stata the
command line for the stratified Cox model using the previous data would have the
variable sex as the sole predictor, as follows:

xi: stcox b1.sex, strata(stage) nolog

Output

Stratified Cox regr. -- Breslow method for ties

No. of subjects = 82 Number of obs = 82
No. of failures = 43
Time at risk = 2385
LR chi2(1) = 2.84
Log likelihood = –98.460443 Prob > chi2 = 0.0919
------------------------------------------------------------------------------
_t | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval]
--------+--------------------------------------------------------------
2.sex | 1.818963 0.6677337 1.63 0.103 0.8858321 3.73505
------------------------------------------------------------------------------
Stratified by stage
148 ◾ Biostatistics in Public Health Using STATA

A slight variation is observed between the HR stratified by stage (HR stratified by stage: 1.82,
95% CI: 0.89, 3.74) and the adjusted HR (HRadjusted by stage: 1.89, 95% CI = 0.93, 3.87).
There are other applications of survival analysis that can be explored in Stata,
including time-dependent predictors, competing risks regression, parametric sur-
vival models, and multilevel parametric regression. These topics are beyond the
scope of this book, but an extensive review of survival analysis can be found in
Collett (2003), Peace (2009), Royston and Lambert (2011), and Wienke (2011).
Chapter 11

Analysis of
Correlated Data

Aim: Upon completing the chapter, the learner should be able to fit a
linear regression with correlated data.

11.1 Regression Models with Correlated Data

When the measurements are part of a group of individuals, then it is possible that
these measurements will be correlated. For example, patients receiving medical care
in a hospital (private or public) and who are assigned to a doctor (generalist or spe-
cialist), it is possible that the treatments that these patients receive will be very simi-
lar. The patients are observed nested within certain type of doctors and hospitals.
Another example of correlated data is in cross-sectional studies, when a complex
sampling design of households is used (Figure  11.1); the possibility exists that the
responses of the people who reside on the same census block about lifestyle habits will
be similar.
Another situation in which there might be correlated data is when repeated
measurements are made; for example, the different weights of a single child at dif-
ferent visits to his or her pediatrician. There are various alternatives for analyzing
these data, and which alternatives to use will depend on the objectives of the inves-
tigator. One alternative is to analyze the independent measurements separately,
which results in a loss of information and statistical power. For example, assume
the following data with regard to 20 different children, each one visiting his or her
pediatrician three different times, being weighed at each visit, and information on
whether they practice a sport on a regular basis (1 = yes vs. 0 = no):

149
150 ◾ Biostatistics in Public Health Using STATA

+------------------------------------------+
| id weight1 weight2 weight3 sport |
|------------------------------------------|
1. | 1 66 67 68 0 |
2. | 2 71 71 65 0 |
3. | 3 70 66 62 0 |
4. | 4 64 62 66 1 |
5. | 5 67 66 68 1 |
|------------------------------------------|
6. | 6 65 64 65 1 |
7. | 7 67 67 63 0 |
8. | 8 65 66 66 1 |
9. | 9 69 70 68 0 |
10. | 10 63 62 63 1 |
|------------------------------------------|
11. | 11 61 60 60 1 |
12. | 12 66 68 68 1 |
13. | 13 68 68 70 0 |
14. | 14 67 69 65 0 |
15. | 15 65 67 63 1 |
|------------------------------------------|
16. | 16 64 62 64 1 |
17. | 17 65 64 55 0 |
18. | 18 65 65 66 0 |
19. | 19 64 63 62 1 |
20. | 20 67 66 63 0 |
+------------------------------------------+

Figure 11.1 Sampling design in Puerto Rico.

 Analysis of Correlated Data ◾ 151

To perform the analysis with independent measurements, assuming that the objective
is to compare the average weight by type of sport, we could carry out a simple linear
regression analysis of the weight of each child, using the following command lines at
each visit:
For the first visit:

reg weight1 sport

Output

Source | SS df MS Number of obs = 20

-----------+------------------------- F(1, 18) = 14.20
Model | 48.05 1 48.05 Prob > F = 0.0014
Residual | 60.9 18 3.38333333 R-squared = 0.4410
-----------+------------------------- Adj R-squared = 0.4100
Total | 108.95 19 5.73421053 Root MSE = 1.8394

------------------------------------------------------------------------------
weight1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+-----------------------------------------------------------
sport | -3.1 .8225975 -3.77 0.001 -4.828213 -1.371787
_cons | 67.5 .5816643 116.05 0.000 66.27797 68.72203
------------------------------------------------------------------------------

The results show a significant effect of the predictor sport on mean weight at visit 1
(P-value = .001). The estimated regression coefficient for the predictor sport is the
difference between the mean weights by sport in visit 1. The following command
line can be used to compute the observed mean weight by sport:

table sport, c(mean weight1)

Output
------------------------
sport | mean(weight1)
---------+--------------
0 | 67.5
1 | 64.4
------------------------

The difference in the mean weights at visit 1 is −3.1, so the children who practice
regularly a sport weigh less, on average, than those who do not practice regularly a
sport. To explore the differences in mean weight in each visit, a line can be drawn
between the estimated weights from a linear regression model by sport. For exam-
ple, in the first visit the following Stata commands for visualizing this line can be
used to create Figure 11.2:
152 ◾ Biostatistics in Public Health Using STATA

predict weight1exp
twoway (line weight1exp sport, sort), ytitle(Mean weight)
xtitle(Sport) xlabel(0(1)1) legend(off)

We repeat the previous steps for the second visit:

reg weight2 sport

Output

Source | SS df MS Number of obs = 20

-----------+------------------------ F(1, 18) = 9.24
Model | 54.45 1 54.45 Prob > F = 0.0071
Residual | 106.1 18 5.89444444 R-squared = 0.3391
-----------+------------------------ Adj R-squared = 0.3024
Total | 160.55 19 8.45 Root MSE = 2.4278

------------------------------------------------------------------------------
weight2 |Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+-----------------------------------------------------------
sport |-3.3 1.085766 -3.04 0.007 -5.581111 -1.018889
_cons |67.3 .7677529 87.66 0.000 65.68701 68.91299
------------------------------------------------------------------------------

table sport, c(mean weight2)

68
67
Mean weight
66
65
64

0 1
Sport

Figure 11.2 Mean weight in the first visit.

 Analysis of Correlated Data ◾ 153

Output
-------------------------
sport | mean(weight2)
---------+---------------
0 | 67.3
1 | 64
-------------------------

The results also show a significant effect of the predictor sport on mean weight at
visit 2 (P-value = .007). The difference in the mean weights at the second visit
is −3.3; children who practice regularly a sport weight less, on average, than those
who do not practice regularly a sport. To draw the estimated weight by sport at visit
2, the following Stata commands are used to create Figure 11.3:

predict weight2exp
twoway (line weight2exp sport, sort), ytitle(Mean weight)
xtitle(Sport) xlabel(0(1)1) legend(off)
68
67
Mean weight
66
65
64

0 1
Sport

Figure 11.3 Mean weight in the second visit.

154 ◾ Biostatistics in Public Health Using STATA

The Stata commands on the third visit are:

reg weight3 sport

Output
Source | SS df MS Number of obs = 20
------------+---------------------- F(1, 18) = 0.00
Model | 0 1 0 Prob > F = 1.0000
Residual | 219 18 12.1666667 R-squared = 0.0000
------------+---------------------- Adj R-squared = -0.0556
Total | 219 19 11.5263158 Root MSE = 3.4881

------------------------------------------------------------------------------
weight3 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------------+---------------------------------------------------------
sport | 0 1.559915 0.00 1.000 -3.277259 3.277259
_cons | 64.5 1.103026 58.48 0.000 62.18263 66.81737
------------------------------------------------------------------------------
table sport, c(mean weight3)

Output
-------------------------
sport | mean(weight3)
---------+---------------
0 | 64.5
1 | 64.5
-------------------------

The results do not show a significant effect of the predictor sport on mean weight at
visit 3 (P-value > .1). There is no difference in the mean weights at the third visit.
To draw the estimated weight by sport on the third visit, the following Stata com-
mands are used to create Figure 11.4:

predict weight3exp
twoway (line weight3exp sex, sort), ytitle(Mean weight)
xtitle(Sport) xlabel(0(1)1) legend(off)

11.2 Mixed Models

The other alternative for analyzing correlated data is to use mixed models or multi-
level models that allow us to correct the statistical relationship due to the potential
correlation between measurements. For example, the simplest scheme of correla-
tion is the repeated measures study; the same subject is measured several times, as
illustrated in Figure 11.5.
 Analysis of Correlated Data ◾ 155

65.5
Mean weight
63.5

0 1
Sex

Figure 11.4 Mean weight in the third visit.

Level 2 (subjects)

Level 1 (visit)

y1j y2j ynj

yij indicates the value of Y in the jth visit for the ith subject.
Level 1 refers to the set of weights of each subject on different visits.
Level 2 refers to the set of subjects.

Figure 11.5 Repeated measures of weight in the same subject.

156 ◾ Biostatistics in Public Health Using STATA

Mixed models can be expressed in various forms to explain the expected value
of the main outcome (Y ) of the study. The construction of these models depends on
the following variations:

1. Yi may be different between subjects at baseline (variability between

measurements).
2. Yi may change according to the conditions in each subject (variability within
measurements).

When an association is established between a continuous random variable,

Y, and a quantitative variable, X, through a simple linear regression model,
µY |X = β0 + β1 * X , in a mixed model approach, the intercept ( β0 ) and the slope
(β1 ) could be fixed or random. The following table indicates the possible combina-
tions of these alternatives:

Intercept (β0 ) Slope (β1 )

Fixed Fixed

Fixed Random

Random Fixed

Random Random

Based on the previous example of the estimated weights by sport, we need to iden-
tify the possible patterns of the linear relationships. According to the previous
graphs, the respective patterns in the lines suggest a model with a random intercept
considering the first two visits, similar slopes but different intercept; it means that
the difference in the mean weight, between those who practice regularly a sport
and those who do not, is independent of the visit. However, if the three visits are
considered, a model with random intercept and slope is suggested; the difference in
the mean weight, between those who practice sport and those who do not, is not
independent of the visit.

11.3 Random Intercept

The definition of a linear mixed model with a random intercept is as follows (Rabe-
Hesketh and Skrondal, 2005):

Yij = β0i + β1 * X ij + eij

 Analysis of Correlated Data ◾ 157

where:
β0i = γ 00 + U 0i (random coefficient)
β1 indicates the coefficients (fixed) associated to the predictor X
(
U 0i ∼ N 0,σU2 0 )
γ 00 indicates the average intercept in a design with two levels
σu0
2
indicates the variance of the intercept between subjects

The variance of Yij conditional on the value of Xij is given by the following expression:

var (Yij ½X ij ) = var (U 0 j ) + var ( εij ) = σu20 + σε2

where σ2ε indicates the variance of Y within the subjects (variance of the residuals).
Using the data of the previous example, the correlation between two differ-
ent visits ( j ≠ j ′) of the ith subject is calculated through the covariance expres-
sion, as follows:

cov (Yij ,Yij ′½X ij , X ij ′ ) = var (U 0 j ) = σu20

Therefore, the correlation between the measurements of Y in a subject, when Y is

fitted by X, is defined with the following equation:

cov (Yij ,Yij ′ | X ij , X ij ′ ) σu20

ρ (Yij | X ij ) = =
var (Yij | X ij ) σ + σε2
2
u0

This measurement is known as an intraclass correlation coefficient, which does not

change according to the value of X.

11.4 Using the mixed and gllamm Commands

with a Random Intercept
To run the mixed model with the assumption of a random intercept, we need the
database to be in the long format. The following command needed to get a long
database from a wide database is:

reshape long weight, i(id) j(visit)

158 ◾ Biostatistics in Public Health Using STATA

After submitting this command, the database is changed as follows:

+-----------------------------+
| id visit weight sport |
|-----------------------------|
1. | 1 1 66 0 |
2. | 1 2 67 0 |
3. | 1 3 68 0 |
4. | 2 1 71 0 |
5. | 2 2 71 0 |
|-----------------------------|
6. | 2 3 65 0 |
7. | 3 1 70 0 |
8. | 3 2 66 0 |
9. | 3 3 62 0 |
10. | 4 1 64 1 |
|-----------------------------|
11. | 4 2 62 1 |
12. | 4 3 66 1 |
13. | 5 1 67 1 |
14. | 5 2 66 1 |
15. | 5 3 68 1 |
|-----------------------------|
16. | 6 1 65 1 |
17. | 6 2 64 1 |
18. | 6 3 65 1 |
19. | 7 1 67 0 |
20. | 7 2 67 0 |
|-----------------------------|
21. | 7 3 63 0 |
22. | 8 1 65 1 |
23. | 8 2 66 1 |
24. | 8 3 66 1 |
25. | 9 1 69 0 |
|-----------------------------|
26. | 9 2 70 0 |
27. | 9 3 68 0 |
28. | 10 1 63 1 |
29. | 10 2 62 1 |
30. | 10 3 63 1 |
|-----------------------------|
31. | 11 1 61 1 |
32. | 11 2 60 1 |
33. | 11 3 60 1 |
34. | 12 1 66 1 |
35. | 12 2 68 1 |
|-----------------------------|
 Analysis of Correlated Data ◾ 159

36. | 12 3 68 1 |
37. | 13 1 68 0 |
38. | 13 2 68 0 |
39. | 13 3 70 0 |
40. | 14 1 67 0 |
|-----------------------------|
41. | 14 2 69 0 |
42. | 14 3 65 0 |
43. | 15 1 65 1 |
44. | 15 2 67 1 |
45. | 15 3 63 1 |
|-----------------------------|
46. | 16 1 64 1 |
47. | 16 2 62 1 |
48. | 16 3 64 1 |
49. | 17 1 65 0 |
50. | 17 2 64 0 |
|-----------------------------|
51. | 17 3 55 0 |
52. | 18 1 65 0 |
53. | 18 2 65 0 |
54. | 18 3 66 0 |
55. | 19 1 64 1 |
|-----------------------------|
56. | 19 2 63 1 |
57. | 19 3 62 1 |
58. | 20 1 67 0 |
59. | 20 2 66 0 |
60. | 20 3 63 0 |
+-----------------------------+

Subsequently, the mixed command is used for the first two visits as can be seen
below:
mixed weight sport if visit < 3, || id:, stddev

Output

Mixed-effects ML regression Number of obs = 40

Group variable: id Number of groups = 20

Obs per group:

min = 2
avg = 2.0
max = 2
Wald chi2(1) = 14.12
Log likelihood = -77.965175 Prob > chi2 = 0.0002
------------------------------------------------------------------------------
160 ◾ Biostatistics in Public Health Using STATA

weight | Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+------------------------------------------------------------
sport | -3.2 .8514694 -3.76 0.000 -4.868849 -1.531151
_cons | 67.4 .6020798 111.95 0.000 66.21995 68.58005
------------------------------------------------------------------------------

------------------------------------------------------------------------------
Random-effects Parameters |Estimate Std. Err. [95% Conf. Interval]
------------------------------+----------------------------------------------
id: Identity |
sd(_cons) |1.746425 .3322952 1.202792 2.535768
------------------------------+----------------------------------------------
sd(Residual) | 1.07238 .1695582 .7866148 1.46196
------------------------------------------------------------------------------
LR test vs. linear model: chibar2(01) = 14.99 Prob >= chibar2 = 0.0001

The results indicate that there is a significant change in the expected weight by sport
(P-value  <.001), even after controlling for the effect between subjects (βˆ 1 = −3.2
95% CI: −4.87, −1.53). The intraclass correlation coefficient is determined with the
following estimates:

 U 0 = 1.74
σ

 ε = 1.07
σ

1.742
ρ = = .73
1.742 + 1.07 2

We can see that the average intercept is γ 00 = 67.4 and varies per visit ±1.74.
Another option when running the mixed model with a random intercept is to
use the gllamm command, which may be downloaded from www.gllamm.org. The
result is the following, assuming that the data are in the long format:
gllamm weight sport if visit < 3, i(id) nip(20)

Output

gllamm model

log likelihood = -77.94849

 Analysis of Correlated Data ◾ 161

----------------------------------------------------------------------------
weight | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------+------------------------------------------------------------
sport |-3.194099 .8346379 -3.83 0.000 -4.829959 -1.558239
_cons | 67.38501 .570114 118.20 0.000 66.26761 68.50241
----------------------------------------------------------------------------

Variance at level 1
------------------------------------------------------------------------------
1.1368944 (.37024967)

Variances and covariances of random effects

------------------------------------------------------------------------------

***level 2 (id)

var(1): 3.1128248 (1.2621798)

------------------------------------------------------------------------------

The results of both mixed and gllamm are similar, with a slight difference in the
log-likelihood estimate and in the variance of random effects.

11.5 Using the mixed Command with

Random Intercept and Slope
Another way to express a mixed model that explains the expected values of Y (μij) is
to assume that the intercept and the slope are random variables, as follows:

µij = β0i + β1i * X ij

where:
β0i = γ 00 + U 0i (random coefficient)
β1i indicates a random coefficient associated with the predictor X, which is
defined as follows: γ 01 +U1i
(
U 0i ∼ N 0,σU2 0)
(
U1i ∼ N 0,σU2 1 )
γ 00 indicates the average intercept in a design with two levels
γ 01 indicates the average slope in a design with two levels
σu02
indicates the variance of the intercept between subjects
σu12
indicates the variance of the slope between subjects
162 ◾ Biostatistics in Public Health Using STATA

In this mixed model, the variance of Yij, given Xij, is enumerated by the following
expression:

var (Yij | X ij ) = σu20 + 2σ01 X ij + σu21 X ij2 + σ2ε ’

where σ01 is the covariance between the intercept and the slope.
In addition, there is a possibility that there is a correlation between each of two
different visits (j ≠ j′) by the same subject, which is calculated from the covariance,
as follows:

Cov (Yij , Yij ′ | X ij , X ij ′ ) = σu20 + σ01 ( X ij + X ij ′ ) + σu21 * X ij * X ij ′

As a consequence, the intraclass correlation coefficients with random intercept and

random slope will be defined as follows:

Cov (Yij ,Yij ′ |X ij , X ij ′ ) σu20 + σ01( X ij + X ij ′ ) + σu21 X ij * X ij ′

ρ (Yij |X ij ) = =
Var (Yij |X ij ) σu20 + 2σ01 X ij + σu21 X ij2 + σ2ε

Therefore, this intraclass correlation coefficient will depend on the value of X.

When the intercept and slope are random in a mixed model, we can use the
Stata command mixed with the previous database considering the three visits as
follows:

mixed weight sport, || id: || sport:, stddev

Output
Mixed-effects ML regression Number of obs = 60
---------------------------------------------------
| No. of Observations per Group
Group Variable | Groups Minimum Average Maximum
---------------+-----------------------------------
id | 20 3 3.0 3
sport | 20 3 3.0 3
---------------------------------------------------

Wald chi2(1) = 5.16

Log likelihood = -140.95844 Prob > chi2 = 0.0231

------------------------------------------------------------------------------
weight | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------+-------------------------------------------------------------
sport |-2.133333 .9387534 -2.27 0.023 -3.973256 -.2934105
_cons | 66.43333 .6637989 100.08 0.000 65.13231 67.73436
------------------------------------------------------------------------------
 Analysis of Correlated Data ◾ 163

------------------------------------------------------------------------------
Random-effects Parameters |Estimate Std. Err. [95% Conf. Interval]
-----------------------------+---------------------------------------------
id: Identity |
sd(_cons) |1.206639 18.1424 1.92e-13 7.58e+12
-----------------------------+---------------------------------------------
sport: Identity |
sd(_cons) |1.206645 18.14232 1.92e-13 7.58e+12
-----------------------------+---------------------------------------------
sd(Residual) |2.1173 .2367064 1.700675 2.635989
------------------------------------------------------------------------------
LR test vs. linear model: chi2(2) = 8.40 Prob > chi2 = 0.0150

The results indicate that there is a significant change in the average expected weight
by sport (P-value  =  .023), even after controlling for the effect between subjects
(γˆ 01 = −2.13, 95% CI: −3.97, −0.29). However, the average of the slopes associated
with the sport predictor will vary ±1.21, so the pattern of change in the average
weight will depend on each visit.

11.6 Mixed Models in a Sampling Design

Let us assume that we have the following information from a random sample of
88 subjects, which will be used to assess the association between hepatitis C virus
infection (hcv: 1 = present; 0 = absent) and cocaine metabolite assay result (co:
1 = positive; 0 = negative), controlling for the variables age (age2: 1 = <45 years;
2 = ≥45 years) and residential block (block), selected randomly:

+-------------------------+
| block co hcv age2 |
|-------------------------|
1. | 3 0 0 2 |
2. | 4 1 1 1 |
3. | 4 1 0 2 |
4. | 1 0 0 2 |
5. | 1 0 0 1 |
|-------------------------|
6. | 1 1 1 1 |
7. | 4 1 0 1 |
8. | 4 0 0 1 |
9. | 2 0 0 1 |
10. | 2 0 0 1 |
|-------------------------|
11. | 3 0 1 2 |
12. | 2 0 0 1 |
13. | 2 1 0 2 |
14. | 4 0 0 1 |
15. | 3 0 0 1 |
|-------------------------|
164 ◾ Biostatistics in Public Health Using STATA

16. | 1 1 0 2 |
17. | 1 0 0 1 |
18. | 4 1 0 1 |
19. | 2 1 1 1 |
20. | 2 1 0 1 |
|-------------------------|
21. | 2 0 0 1 |
22. | 2 1 0 1 |
23. | 3 0 0 1 |
24. | 3 1 0 1 |
25. | 3 0 0 1 |
|-------------------------|
26. | 3 0 0 2 |
27. | 1 1 0 1 |
28. | 1 1 0 1 |
29. | 4 0 0 2 |
30. | 4 0 0 1 |
|-------------------------|
31. | 4 1 1 2 |
32. | 4 1 1 1 |
33. | 1 0 0 1 |
34. | 2 0 1 1 |
35. | 2 0 0 1 |
|-------------------------|
36. | 3 0 0 2 |
37. | 3 0 1 1 |
38. | 2 1 0 2 |
39. | 4 0 0 1 |
40. | 4 0 1 1 |
|-------------------------|
41. | 1 0 0 1 |
42. | 4 0 0 2 |
43. | 4 0 0 1 |
44. | 1 0 0 1 |
45. | 2 1 0 2 |
|-------------------------|
46. | 2 0 0 1 |
47. | 1 1 1 1 |
48. | 1 1 0 1 |
49. | 3 0 0 1 |
50. | 3 0 0 2 |
|-------------------------|
51. | 2 0 1 1 |
52. | 2 1 0 1 |
53. | 2 0 0 1 |
54. | 4 0 0 1 |
55. | 4 0 0 1 |
|-------------------------|
 Analysis of Correlated Data ◾ 165

56. | 4 1 1 1 |
57. | 4 0 0 1 |
58. | 4 0 0 1 |
59. | 3 1 0 1 |
60. | 3 1 0 2 |
|-------------------------|
61. | 3 1 0 1 |
62. | 4 1 1 2 |
63. | 2 0 0 1 |
64. | 2 0 0 1 |
65. | 2 0 0 2 |
|-------------------------|
66. | 1 0 0 2 |
67. | 2 0 0 1 |
68. | 2 0 0 2 |
69. | 4 0 0 1 |
70. | 2 0 0 2 |
|-------------------------|
71. | 2 1 0 1 |
72. | 2 1 0 2 |
73. | 2 0 0 2 |
74. | 2 0 0 1 |
75. | 2 0 0 1 |
|-------------------------|
76. | 3 1 0 2 |
77. | 3 0 0 2 |
78. | 3 0 0 1 |
79. | 1 0 0 1 |
80. | 1 0 0 2 |
|-------------------------|
81. | 1 0 0 2 |
82. | 3 1 0 2 |
83. | 1 1 0 2 |
84. | 1 0 0 2 |
85. | 2 1 0 1 |
|-------------------------|
86. | 2 0 0 1 |
87. | 2 1 0 2 |
88. | 1 1 0 1 |
+-------------------------+

If the data are analyzed under the assumption that there is a possible correlation
between the subjects that reside in the same block (random intercept), the syntax of
the gllamm command line to estimate the prevalence ratio using a logistic regres-
sion model with the option link(log), which is called log-binomial regression model,
is as follows:
xi:gllamm hcv i.co i.age2,fam(bin) i(block) eform link(log)
166 ◾ Biostatistics in Public Health Using STATA

Output

gllamm model

log likelihood = -34.37179

------------------------------------------------------------------------------
hcv | exp(b) Std. Err. z P>|z| [95% Conf. Interval]
------------+-------------------------------------------------------------
_Ico_1 |2.834653 1.482238 1.99 0.046 1.017202 7.899373
_Iage2_2 |.5385232 .3316394 -1.01 0.315 .1610675 1.800532
_cons |.1036169 .0489457 -4.80 0.000 .0410533 .2615254
------------------------------------------------------------------------------
Variances and covariances of random effects
------------------------------------------------------------------------------

***level 2 (block)

var(1): .0386266 (.20576199)

------------------------------------------------------------------------------

The results show that the prevalence of HCV infection among cocaine users is 2.83
(95% CI: 1.02, 7.90) times the prevalence of HCV infection among cocaine nonus-
ers, adjusting for age and block of residence. This excess was statistically significant
(P-value = .046).
There are other applications of multilevel modeling in health sciences that can
be explored in Stata, including ordinal outcomes, count outcomes, and censored
outcomes. These topics are beyond the scope of this book, but an extensive review
of multilevel modeling can be found in Snijders and Bosker (2003), Leyland and
Goldstein (2001), Twisk (2003), and Rabe-Hesketh and Skrondal (2005).
Chapter 12

Introduction to Advanced
Programming in STATA

Aim: Upon completing the chapter, the learner should be able to

develop short programs that will make the existing Stata commands
run more efficiently.

12.1 Introduction
Stata provides an editor window to save Stata commands and user-defined commands.
These files can be executed within this editor or they can be called for execution
within another do-file. In this chapter, we will present an introduction about how to
prepare do-files and the structure to define program commands (Juul, 2014).

12.2 do-files
The do-file editor tool can be used for data management and to create programs.
There are four ways to open a new do-file: (1) the Windows menu (Window → do-file
editor); (2) the keyboard (press Crtl+9); (3) the Windows icon (using the new
do-file editor); and (4) using the command line doedit.

Example 1
Open a new do-file editor using the command window by typing “doedit.” A do-file
editor page will open. Create the following do-file:

167
168 ◾ Biostatistics in Public Health Using STATA

noisily display “Introduction to STATA Programming”

noisily display “Example 1: New Do-file”
noisily display “END”

Then, save it under “\Users\Documents\students\example1.do.”

To run the example1.do file, use the command window. To do this, you can type

cd “\Users\Documents\students”
do “example1.do”,

and the following will appear:

. noisily display “Introduction to STATA Programming”

Introduction to STATA Programming
. noisily display “Example 1: New Do-file”
Example 1: New Do-file
. noisily display “END”
END

Or you can type

run example1,

and the following will appear:

Introduction to STATA Programming

Example 1: New Do-file
END

The commands noisily and quietly are special commands that turn the output on
and off. The first, noisily, performs the command subsequently written and ensures
terminal output. The second, quietly, performs the command subsequently writ-
ten but suppresses terminal output. As you can see in the example above, if you
type “do” before typing “example1,” all the information in the do-file will be dis-
played in the Stata results window. If you type “run,” only the information after the
noisily display commands will be shown in the output window.

12.3 program Command

The program command is used to do data management and to run analyses. The
following is the basic structure to use the program command:

program program name

{a series of STATA commands}
end

When you are writing a program, the program name has to be unique and cannot
be the same as any other command name. For example, you cannot use the name
“ttest” because it is a built-in command in Stata. To be able to find out whether a
 Introduction to Advanced Programming in STATA ◾ 169

name is already in use by Stata, you can use the which command. In the command
window type which program name. Doing so will result in the following:
. which ttest
C:\Program Files (x86)\Stata\ado\base\t\ttest.ado
*! version 4.1.1 30dec2004
. which example
command example not found as either built-in or ado-file
r(111);

As you can see in the previous example, a program named “ttest” is being used by
Stata, and the program name “example” is not being used. Example2.do illustrates
the use of the program command using the command window. Type the following
lines in the command field:

program example2
display “Example 2: How to use the command program”
display “STATA commands”
display “End of the Example”
end

To execute the program, type “example2” in the command line; the output after
having done so will be:

Example 2: How to use the command program

STATA commands
End of the Example

If you want to change or edit a program, you will need to first delete that program
from the memory. If you try to use the name “example2” again, you will get the
following error:
program example2
example3 already defined
r(110);

To delete this error or cause it to be ignored, you can use the commands drop and
capture. The drop command deletes the program from the memory, and the capture
command causes the errors associated with the command that follows the capture
command to be ignored. Type the following example in the command line, or create
a do-file with these commands:
capture program drop example3
program example3
display “Example 3: How to use the commands drop and capture”
display “STATA commands”
display “End of the Example”
end
170 ◾ Biostatistics in Public Health Using STATA

Then, type “example3” in the command window.

Example 3: How to use the commands drop and capture
STATA commands
End of the Example

12.4 Log Files

It is important to keep track of your work while you are programming. If you keep a
log of your work, you will find it easier to go back and check what you have already
done. To create a log, use the following steps:
1. To start:
Menu toolbar → File – Log – Begin → Save as filename
2. To finish:
Menu toolbar → File – Log – Close
Or, write the following in the command window:
log using “C:\MyPrograms\mylog”, replace
{a series of STATA commands and their outputs}
log close

For example, prepare a do-file, named “example4,” as follows:

log using “example4”, replace text
use “/Users/Documents/bmi.dta”
tab bmig
bmig | Freq. Percent Cum.
------------+-----------------------------------
Normal | 4 40.00 40.00
Overweight | 3 30.00 70.00
Obese | 3 30.00 100.00
------------+-----------------------------------
Total | 10 100.00
log close

After log using command, all the commands and their outputs will be saved in
example4.txt until log close command.

12.5 trace Command

While you are programming, sometimes you will get errors after executing a given
program. The trace command is a useful tool for finding these errors. You can turn
this command on or off at any time while you are programming. The following
do-file, named “example5,” illustrates how to use the trace command:
capture log close

log using “example5.log”, replace

 Introduction to Advanced Programming in STATA ◾ 171

capture program drop _all

program example5
display “Example #5”
display “Runs the error when you run the program”
display “Stops and displays the error when executing the
program”
display “End of the Example”
ERRORRRRRR
end
log close
set trace on
set more off
example5

If you run the do-file named “example5,” you will get the following error:

. example5
------------------------------------------- begin example5 ---
- display “Example #5”
Example #5
- display “Runs the error when you run the program”
Runs the error when you run the program
- display “Stops and displays the error when executing the
program”
Stops and displays the error when executing the program
- display “End of the Example”
End of the Example
- ERRORRRRRR
unrecognized command: ERRORRRRRR
--------------------------------------------- end example5 ---
r(199);
end of do-file

12.6 Delimiters
Stata reads each line as a complete command line, but sometimes the com-
mands are long. To be able to use more than one line as your command line
you can use delimiters. There are two types of delimiters, one you can use in
each line (///), and one you set up before running your Stata commands (#d ;).
The following examples show how each of the two delimiters is used to create
a two-way graph:

twoway (scatter bmi age if sex==0, sort mcolor(navy) ///

msymbol(circle_hollow)) ///
(scatter bmi age if sex==1, sort mcolor(maroon) msymbol(circle)) ///
(line bmi age if sex==0, sort lcolor(navy) lwidth(thick)) ///
172 ◾ Biostatistics in Public Health Using STATA

(line bmi age if sex==1, sort lcolor(maroon) lwidth(thick)),///

legend(position(10) ring(0) col(1) order(1 “Males” 2 “Females”) ///
region(fcolor(none) lcolor(none))) ///
ylab(, angle(horizontal)) ytitle(“BMI”) xtitle(“Age”) graphregion(fcolor
(white))

And

#d ;
twoway (scatter bmi age if sex==0, sort mcolor(navy) msymbol(circle_hollow))
(scatter bmi age if sex==1, sort mcolor(maroon) msymbol(circle))
(line bmi age if sex==0, sort lcolor(navy) lwidth(thick))
(line bmi age if sex==1, sort lcolor(maroon) lwidth(thick)),
legend(position(10) ring(0) col(1) order(1 "Males" 2 "Females")
region(fcolor(none) lcolor(none))) ylab( , angle(horizontal))
ytitle("BMI") xtitle("Age") graphregion(fcolor(white));
#d cr

As you can see above, you need to open with #d ; and then close with #d cr for the
next command lines. If you do not close the delimiter, Stata will continue to read
all the lines continuously.

12.7 Indexing
When you execute a Stata command, the command will loop across each line of
the dataset. For example, if you generate a new variable, Stata will work in line 1,
then line 2, and so on. The use of indexing will help the user to run only Stata com-
mands in certain observations. The following are examples of indexing:

1. Generate a new variable, x, that contains the number of the current observation:
gen x=_n

Output

. list x

+---+
| x |
|---|
1. | 1 |
2. | 2 |
3. | 3 |
4. | 4 |
5. | 5 |
|---|
6. | 6 |
7. | 7 |
+---+
 Introduction to Advanced Programming in STATA ◾ 173

2. Generate a new variable, y, which contains the total number of observations

in the dataset, assuming the last dataset:
gen y=_N

. list x y

+-------+
| x y |
|-------|
1. | 1 7 |
2. | 2 7 |
3. | 3 7 |
4. | 4 7 |
5. | 5 7 |
|-------|
6. | 6 7 |
7. | 7 7 |
+-------+

3. To check for duplicates in your dataset, assuming every subject has an id,
which is identified in this dataset by ID and it is a sequential set of numbers
starting with 1, use the following command line:
bysort ID: gen duplicates = _n

4. To create a variable with the total number of subjects in a group, where these
groups are identified by groupid, use the following command line:
bysort groupid: gen subjects = _N

5. Generate two new variables, z and w. Variable z contains the current obser-
vation minus 1. The first observation will be missing. Variable w contains the
current observation plus 1. The last observation will be missing. Observe:
gen z=x[_n-1]
gen w=x[_n+1]

list x y z w
+---------------+
| x y z w |
|---------------|
1. | 1 7 . 2 |
2. | 2 7 1 3 |
3. | 3 7 2 4 |
4. | 4 7 3 5 |
5. | 5 7 4 6 |
6. | 6 7 5 7 |
7. | 7 7 6 . |
+---------------+
174 ◾ Biostatistics in Public Health Using STATA

12.8 Local Macros

Local macros are temporary variables in the memory for loops and programs.
A local macro can be a number or a string of characters (in either case, up to 31 char-
acters can be used). To exemplify these macros, let’s assume the following database:
. list
+--------------------------+
| age bmi hgb smoke |
|--------------------------|
1. | 18 18 11.3 1 |
2. | 19 24 14 1 |
3. | 23 27 14.5 1 |
4. | 25 24 14.7 0 |
5. | 37 28 15 0 |
|--------------------------|
6. | 56 29 13 0 |
7. | 78 32 12 0 |
8. | 52 23 11 1 |
9. | 21 24 14 1 |
10. | 45 20 11.5 1 |
|--------------------------|
11. | 25 24 14.7 0 |
12. | 34 20 12 0 |
13. | 59 29 13 0 |
14. | 78 32 12 0 |
+--------------------------+

If we are interested in using age and hemoglobin (hgb) levels as predictors of bmi,
we could define the list of predictors and then run a multivariate linear regression
model, as follows:
local list = “age hgb”
reg bmi ’list’

Output
Source | SS df MS Number of obs = 14
---------+-------------------------------- F(2, 11) = 43.77
Model | 221.078339 2 110.539169 Prob > F = 0.0000
Residual | 27.7788042 11 2.52534584 R-squared = 0.8884
---------+-------------------------------- Adj R-squared = 0.8681
Total | 248.857143 13 19.1428571 Root MSE = 1.5891

-------------------------------------------------------------------------
bmi | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+---------------------------------------------------------------
age | .2179857 .0239641 9.10 0.000 .165241 .2707304
hgb | 2.241635 .3550485 6.31 0.000 1.460178 3.023091
_cons | -12.84275 5.193205 -2.47 0.031 -24.27292 -1.412584
-------------------------------------------------------------------------
 Introduction to Advanced Programming in STATA ◾ 175

12.9 Scalars
Scalars are temporary results that are saved in the memory after a command is
run. After you run a command, you can review which scalars were saved using
the return list command. For example, let’s assume that we have the variable smoke
from the previous database, and we want to run a Student’s t-test to compare the
expected bmi by smoke. The following is what that would look like:

ttest bmi, by(smoke)

Output
Two-sample t test with equal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
-------- -+----------------------------------------------------------------
0 | 8 27.25 1.497021 4.234214 23.71011 30.78989
1 | 6 22.66667 1.308094 3.204164 19.3041 26.02923
-------- -+----------------------------------------------------------------
combined | 14 25.28571 1.169336 4.375255 22.75952 27.81191
---------+--------------------------------------------------------------------
diff | 4.583333 2.07317 .0662847 9.100382
------------------------------------------------------------------------------
diff = mean(0) - mean(1) t = 2.2108
Ho: diff = 0 degrees of freedom = 12

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0

Pr(T < t) = 0.9764 Pr(|T| > |t|) = 0.0472 Pr(T > t) = 0.0236

After Student’s t-test, we use the return command, as follows:

return list

After doing so, the following results should appear:

scalars:
r(level) = 95
r(sd) = 4.375255094603872
r(sd_2) = 3.204163957519444
r(sd_1) = 4.234214381508266
r(se) = 2.073169652345752
r(p_u) = .0236068853559555
r(p_l) = .9763931146440445
r(p) = .047213770711911
r(t) = 2.210785464733855
r(df_t) = 12
r(mu_2) = 22.66666666666667
r(N_2) = 6
r(mu_1) = 27.25
r(N_1) = 8
176 ◾ Biostatistics in Public Health Using STATA

Scalars are useful for displaying only the results you want, instead of displaying all
the results. Here is an example:

. noisily display “Pr(|T| > |t|) =” %9.3f ‘r(p)’

Pr(|T| > |t|) = 0.047

In addition, you can create new scalars to calculate results not included in the saved
results. In the following example, using the previous database, the mean difference
between two groups is calculated:

capture program drop example6

program example6, rclass
summarize ‘1’ if ‘2’==0, meanonly
scalar mean1 = r(mean)
summarize ‘1’ if ‘2’==1, meanonly
scalar mean2 = r(mean)
return scalar diff = mean1 - mean2
end

After running the program named “example6,” the following is returned:

. example6 bmi smoke

. return list

scalars:

r(diff) = 4.583333333333332

12.10 Loops (foreach and forvalues)

The command foreach repeatedly executes the commands enclosed inside the
braces, as can be seen in the following:

foreach lname {in|of listtype} list {

commands referring to ‘lname’
}

Here is an example that uses the previous database with the following do-file:

foreach var of var bmi age hgb {

mean ‘var’
}
 Introduction to Advanced Programming in STATA ◾ 177

Output

Mean estimation Number of obs = 14

--------------------------------------------------------------
| Mean Std. Err. [95% Conf. Interval]
------------+-------------------------------------------------
bmi | 25.28571 1.169336 22.75952 27.81191
--------------------------------------------------------------

Mean estimation Number of obs = 14

--------------------------------------------------------------
| Mean Std. Err. [95% Conf. Interval]
------------+-------------------------------------------------
age | 40.71429 5.614374 28.58517 52.8434
--------------------------------------------------------------

Mean estimation Number of obs = 14

--------------------------------------------------------------
| Mean Std. Err. [95% Conf. Interval]
------------+-------------------------------------------------
hgb | 13.05 .3789444 12.23134 13.86866
--------------------------------------------------------------

In addition, you can use the local command in the do-file, as can be seen in the following:

local variables = “bmi age hgb”

foreach var of local variables {
sum ‘var’
}

After doing so, the following results will appear:

Variable | Obs Mean Std. Dev. Min Max

-----------+---------------------------------------------------------
bmi | 14 25.28571 4.375255 18 32

Variable | Obs Mean Std. Dev. Min Max

-----------+---------------------------------------------------------
age | 14 40.71429 21.00706 18 78

Variable | Obs Mean Std. Dev. Min Max

------------+---------------------------------------------------------
hgb | 14 13.05 1.41788 11 15
178 ◾ Biostatistics in Public Health Using STATA

The command forvalues loops over consecutive values, using the following structure:

forvalues lname = range {

commands referring to ‘lname’
}

For example, assuming we want to generate two random variables with uniform
distribution between the numbers 1 and 14, and assuming we are using the previ-
ous bmi database, the do-file will be composed of the following commands:

forvalues i = 1(1)2 {
generate x‘i’ = 1+ int(runiform()*14)
}

Once the above forvalues command is run, the variables x1 and x2 are generated. To
explore the values of these variables, we use list, as is demonstrated in the following:

. list x1 x2
+---------+
| x1 x2 |
|---------|
1. | 7 13 |
2. | 11 13 |
3. | 13 11 |
4. | 2 13 |
5. | 7 10 |
|---------|
6. | 13 4 |
7. | 11 12 |
8. | 4 1 |
9. | 3 13 |
10. | 11 5 |
|---------|
11. | 14 11 |
12. | 11 9 |
13. | 13 5 |
14. | 4 3 |
+---------+

Assuming we would like to select those persons for whom x1 is greater than x2 for
further assessment, we would use the following commands:
gen id=_n
gen selec=(x1 > x2)
list id age bmi hgb smoke if selec==1
 Introduction to Advanced Programming in STATA ◾ 179

Output

+-------------------------------+
| id age bmi hgb smoke |
|-------------------------------|
3. | 3 23 27 14.5 1 |
6. | 6 56 29 13 0 |
8. | 8 52 23 11 1 |
10. | 10 45 20 11.5 1 |
11. | 11 25 24 14.7 0 |
|-------------------------------|
12. | 12 34 20 12 0 |
13. | 13 59 29 13 0 |
14. | 14 78 32 12 0 |
+-------------------------------+

Therefore, the individuals to be selected will be those with ids 3,6,8,10,11,12,13,

and 14.

12.11 Application of matrix and local Commands

for Prevalence Estimation
If we want to estimate the prevalence of one particular event, there are different
Stata commands for performing this process, which include proportion and glm.
The proportion command uses a normal approach (Rosner, 2010), and the glm
command uses a logistic regression model (Hosmer and Lemeshow, 2000). For
example, assuming we are interested in estimating the prevalence of women from
the previous database who have a hemoglobin level below 12, the syntaxes with the
proportion command will be as follows:

gen nhgb=hgb < 12

proportion nhgb

Output

Proportion estimation Number of obs = 14

--------------------------------------------------------------
| Proportion Std. Err. [95% Conf. Interval]
------------+-------------------------------------------------
nhgb |
0 | .7857143 .1138039 .4598449 .9404495
1 | .2142857 .1138039 .0595505 .5401551
--------------------------------------------------------------
180 ◾ Biostatistics in Public Health Using STATA

The prevalence estimate of a hemoglobin level below 12 is 21.4% (95% CI: 5.9,
54.0%).
If we want to use the glm command for this estimation, we will use the logistic
regression model with no predictor variables, as follows:

1
Prevalence =
1 + e −β0

where β0 is the intercept. The syntaxes for a prevalence estimate of hemoglobin

levels below 12, after running the glm command, will be based on the matrix and
local commands and are seen in the following:

quietly: glm nhgb , fam(bin)

matrix def b=e(b)
matrix def v=e(V)
local c=b[1,1]
local es=sqrt(v[1,1])
gen prev=100/(1+exp(-‘c’))
gen previnf=100/(1+exp(-(‘c’-1.96*‘es’)))
gen prevsup=100/(1+exp(-(‘c’+1.96*‘es’)))
collapse (mean) prev previnf prevsup
list

The output of the above will be:

+--------------------------------+
| prev previnf prevsup |
|--------------------------------|
1. | 21.42857 7.070517 49.43356 |
+--------------------------------

The point estimates of this prevalence are the same, but the confidence limits are
different, probably because of the small sample size for the normal approach used
in the proportion command.
The other option for prevalence estimation is to use the adjust command after
the logit command, as is demonstrated in the following:

logit nhgb
adjust ,pr ci

Output

Logistic regression Number of obs = 14

LR chi2(0) = 0.00
Prob > chi2 = .
Log likelihood = -7.2741177 Pseudo R2 = 0.0000
 Introduction to Advanced Programming in STATA ◾ 181

------------------------------------------------------------------------------
nhgb | Coef. Std. Err. z P>|z| [95% Conf. Interval]
--------+----------------------------------------------------------------
_cons | -1.299283 .6513389 -1.99 0.046 -2.575884 -.0226821
------------------------------------------------------------------------------

. adjust ,pr ci

--------------------------------------------------------------------------------------
Dependent variable: nhgb Equation: nhgb Command: logit
--------------------------------------------------------------------------------------

----------------------------------------------
All | pr lb ub
-------+-–––----------------------------------
| .214286 [.070707 .49433]
----------------------------------------------
Key: pr = Probability
[lb , ub] = [95% Confidence Interval]

The results are the same as those obtained with the glm command. That is, the
prevalence estimate of hemoglobin levels below 12 is 21.4% (95% CI: 7.07%,
49.43%).
When the logistic regression model includes predictors, prevalence estimation
can be performed setting the value of only one of the predictors. For example, if
we run the previous logistic model with age as the predictor, the prevalence can be
estimated at mean bmi and at bmi equal to 20, as follows:

logit nhgb bmi

adjust , pr ci
adjust bmi=20, pr ci

Output

Logistic regression Number of obs = 14

LR chi2(1) = 7.09
Prob > chi2 = 0.0078
Log likelihood = -3.729784 Pseudo R2 = 0.4873

------------------------------------------------------------------------------
nhgb | Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------+----------------------------------------------------------------
bmi | -.7007166 .4025497 -1.74 0.082 -1.489699 .0882662
_cons | 14.81156 8.899236 1.66 0.096 -2.630626 32.25374
------------------------------------------------------------------------------

. adjust , pr ci
182 ◾ Biostatistics in Public Health Using STATA

--------------------------------------------------------------------------------------
Dependent variable: nhgb Equation: nhgb Command: logit
Variable left as is: bmi
--------------------------------------------------------------------------------------

----------------------------------------------
All | pr lb ub
----------+-----------------------------------
| .05183 [.00225 .569917]
----------------------------------------------
Key: pr = Probability
[lb , ub] = [95% Confidence Interval]

. adjust bmi=20, pr ci

--------------------------------------------------------------------------------------
Dependent variable: nhgb Equation: nhgb Command: logit
Covariate set to value: bmi = 20
--------------------------------------------------------------------------------------

----------------------------------------------
All | pr lb ub
----------+-----------------------------------
| .68938 [.165612 .961265]
----------------------------------------------
Key: pr = Probability
[lb , ub] = [95% Confidence Interval]

The prevalence estimate of hemoglobin levels below 12 set at mean bmi is 5.2%
(95% CI: 0.22%, 57.0%). The prevalence estimate of hemoglobin levels below
12 for those subjects with bmi equal to 20 is 68.9% (95% CI: 16.56%, 96.13%).
Although the bmi predictor in the model is marginally significant (P-value = .082),
the prevalence estimates at different bmi values are quite different.
There are other options of programming that can be explored in Stata, including
different procedures for matrix operations using Mata functions. These topics are
beyond the scope of this book, so we recommend checking out the books by Acock
(A Gentle Introduction to Stata, 4th edition, 2014) and by Baum (An Introduction to
Stata Programming, 2009).
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 Biostatistics in
Biostatistics / Public Health

Nogueras • Moreno-Gorrín
Striking a balance between theory, application, and programming, Biostatistics in

Suárez • Pérez
Public Health Using STATA is a user-friendly guide to applied statistical analysis in

Public Health
public health using STATA version 14. The book supplies public health practitioners
and students with the opportunity to gain expertise in the application of statistics in
epidemiologic studies.

The book shares the authors’ insights gathered through decades of collective experience

Using STATA
teaching in the academic programs of biostatistics and epidemiology. Maintaining a
focus on the application of statistics in public health, it facilitates a clear understanding
of the basic commands of STATA for reading and saving databases.

Biostatistics in Public Health Using STATA

The book includes coverage of data description, graph construction, significance
tests, linear regression models, analysis of variance, categorical data analysis, logistic
regression model, Poisson regression model, survival analysis, analysis of correlated
data, and advanced programming in STATA.

Each chapter is based on one or more research problems linked to public health.
Additionally, every chapter includes exercise sets for practicing concepts and exercise
solutions for self or group study. Several examples are presented that illustrate the
applications of the statistical method in the health sciences using epidemiologic study
designs.

Presenting high-level statistics in an accessible manner across research fields in public

health, this book is suitable for use as a textbook for biostatistics and epidemiology
courses or for consulting the statistical applications in public health.

For readers new to STATA, the first three chapters should be read sequentially, as
they form the basis of an introductory course to this software.

Erick L. Suárez
Cynthia M. Pérez
K25609
Graciela M. Nogueras
6000 Broken Sound Parkway, NW
Suite 300, Boca Raton, FL 33487
711 Third Avenue
ISBN: 978-1-4987-2199-8
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