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  • Compare hazard ratios from non-nested models

    Dear Statalisters,

    A seemingly simple question that I have not been able to resolve by searching old forum posts. I want to compare individual hazard ratios from non-nested survival models, an imaginary example:

    Code:
    stset time_to_death, failure(death)
    stcox x1 z1 z2 z3
    estimates store m1
    stcox x2 z1 z2 z3
    estimates store m2
    insert_magical_command here m1_x1 = m2_x2
    This would be relevant e.g. in comparing the predictive properties of two medical test or similar. Any suggestions?
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