Re: Repeated contrast for COXREG

Posted by Bruce Weaver on Jan 04, 2022; 4:07pm
URL: http://spssx-discussion.165.s1.nabble.com/Repeated-contrast-for-COXREG-tp5740927p5740929.html

I found the answer to my own question.  

* Aha.  I found the solution.  One must distinguish between
* the hypothesis matrix and the contrast matrix.  
* "The generalized inverse of the hypothesis matrix yields the desired contrast matrix".
* Source:  https://www.theoj.org/joss-papers/joss.02134/10.21105.joss.02134.pdf.

* Let h = the hypothesis matrix for "repeated" contrasts with k = 4 levels.
MATRIX.
COMPUTE h = { 1, -1, 0, 0 ; 0, 1, -1, 0; 0, 0, 1, -1 }.
COMPUTE c = GINV(h).
PRINT h /TITLE="h = hypothesis matrix" /FORMAT=F5.0.
PRINT c /TITLE="c = contrast matrix = GINV(h)" /FORMAT=F5.3.
END MATRIX.

OUTPUT:  

Run MATRIX procedure:
 
h = hypothesis matrix
     1    -1     0     0
     0     1    -1     0
     0     0     1    -1
 
c = contrast matrix = GINV(h)
  .750  .500  .250
 -.250  .500  .250
 -.250 -.500  .250
 -.250 -.500 -.750
 
------ END MATRIX -----

Bruce Weaver wrote

Hello everyone and Happy New Year.  I just read a question on ResearchGate about the REPEATED contrast option for COXREG, and must confess that I am rather confused by the output that was attached to the question.  You can see it here:

https://www.researchgate.net/post/How_to_interpret_the_output_of_cox-regression_using_the_CONTRAST_subcommand_repeated

Here is what the v27 CSR manual entry for COXREG-CONTRAST says about Repeated contrasts:

"REPEATED. Comparison of adjacent categories. Each category of the independent variable except the last is compared to the next category."

The categorical variable in question has 4 levels.  Therefore, I would expect the following contrast coefficients for REPEATED contrasts:

Contrast 1: 1 -1 0 0
Contrast 2: 0 1 -1 0
Contrast3: 0 0 1 -1

But the output shows the following values:
Contrast 1: .750 -.250 -.250 -.250
Contrast 2: .500 .500 -.500 -.500
Contrast 3: .250 .250 .250 -.750