help stphplot, help stcoxkm, dialogs: stphplot stcoxkm
help estat phtest estat
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Title
[ST] stcox PH-assumption tests -- Tests of proportional-hazards
assumption
Syntax
Check proportional-hazards assumption:
Log-log plot of survival
stphplot [if] , {by(varname) | strata(varname)} [stphplot_options]
Kaplan-Meier and predicted survival plot
stcoxkm [if] , by(varname) [stcoxkm_options]
Using Schoenfeld residuals
estat phtest [, phtest_options]
stphplot_options description
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Main
* by(varname) fit separate Cox models; the default
* strata(varname) fit stratified Cox model
adjust(varlist) adjust to average values of varlist
zero adjust to zero values of varlist; use
with adjust()
Options
nonegative plot ln{-ln(survival)}
nolntime plot curves against analysis time
noshow do not show st setting information
Plot
plot#opts(stphplot_plot_options) affect rendition of the #th connected
line and #th plotted points
Add plots
addplot(plot) add other plots to the generated graph
Y axis, X axis, Titles, Legend, Overall
twoway_options any options other than by() documented
in [G] twoway_options
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* Either by(varname) or strata(varname) is required with stphplot.
stphplot_plot_options description
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cline_options change look of lines or connecting
method
marker_options change look of markers (color, size,
etc.)
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stcoxkm_options description
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Main
* by(varname) report the nominal or ordinal
covariate
ties(breslow) use Breslow method to handle tied
failures
ties(efron) use Efron method to handle tied
failures
ties(exactm) use exact marginal-likelihood method
to handle tied failures
ties(exactp) use exact partial-likelihood method to
handle tied failures
separate draw separate plot for predicted and
observed curves
noshow do not show st setting information
Observed plot
obsopts(stcoxkm_plot_options) affect rendition of the observed curve
obs#opts(stcoxkm_plot_options) affect rendition of the #th observed
curve; not allowed with separate
Predicted plot
predopts(stcoxkm_plot_options) affect rendition of the predicted
curve
pred#opts(stcoxkm_plot_options) affect rendition of the #th predicted
curve; not allowed with separate
Add plots
addplot(plot) add other plots to the generated graph
Y axis, X axis, Titles, Legend, Overall
twoway_options any options other than by() documented
in [G] twoway_options
byopts(byopts) how subgraphs are combined, labeled,
etc.
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* by(varname) is required with stcoxkm.
stcoxkm_plot_options description
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connect_options change look of connecting method
marker_options change look of markers (color, size,
etc.)
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You must stset your data before using stphplot and stcoxkm; see [ST]
stset.
fweights, iweights, and pweights may be specified using stset; see [ST]
stset.
phtest_options description
-------------------------------------------------------------------------
Main
log use natural logarithm time-scaling function
km use 1-KM product-limit estimate as time-scaling
function
rank use rank of analysis time as the time-scaling
function
time(varname) use varname containing a monotone
transformation of analysis time as the
time-scaling function
plot(varname) plot smoothed, scaled Schoenfeld residuals
versus time
bwidth(#) use bandwidth of #; default is bwidth(0.8)
detail test proportional-hazards assumption separately
for each covariate
Scatterplot
marker_options change look of markers (color, size, etc.)
marker_label_options add marker labels; change look or position
Smoothed line
lineopts(cline_options) affect rendition of the smoothed line
Y axis, X axis, Titles, Legend, Overall
twoway_options any options other than by() documented in
[G] twoway_options
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estat phtest is not appropriate after estimation with svy.
Menu
stphplot
Statistics > Survival analysis > Regression models > Graphically
assess proportional-hazards assumption
stcoxkm
Statistics > Survival analysis > Regression models > Kaplan-Meier
versus predicted survival
estat phtest
Statistics > Survival analysis > Regression models > Test
proportional-hazards assumption
Description
stphplot plots -ln{-ln(survival)} curves for each category of a nominal
or ordinal covariate versus ln(analysis time). These are often referred
to as "log-log" plots. Optionally, these estimates can be adjusted for
covariates. The proportional-hazards assumption is not violated when the
curves are parallel.
stcoxkm plots Kaplan-Meier observed survival curves and compares them
with the Cox predicted curves for the same variable. The closer the
observed values are to the predicted, the less likely it is that the
proportional-hazards assumption has been violated. Do not run stcox
before running this command; stcoxkm will execute stcox itself to fit the
model and obtain predicted values.
estat phtest tests the proportional-hazards assumption on the basis of
Schoenfeld residuals after fitting a model with stcox.
Options for stphplot
+------+
----+ Main +-------------------------------------------------------------
by(varname) specifies the nominal or ordinal covariate. Either by() or
strata() is required with stphplot.
strata(varname) is an alternative to by(). Rather than fitting separate
Cox models for each value varname, strata() fits one stratified Cox
model. You must also specify adjust(varlist) with the
strata(varname) option; see [ST] sts graph.
adjust(varlist) adjusts the estimates to that for the average values of
the varlist specified. The estimates can also be adjusted to zero
values of varlist by specifying the zero option. adjust(varlist) can
be specified with by(); it is required with strata(varname).
zero is used with adjust() to specify that the estimates be adjusted to
the 0 values of the varlist rather than to the average values.
+---------+
----+ Options +----------------------------------------------------------
nonegative specifies that ln{-ln(survival)} be plotted instead of
-ln{-ln(survival)}.
nolntime specifies that curves be plotted against analysis time instead
of against ln(analysis time).
noshow prevents stphplot from showing the key st variables. This option
is seldom used because most people type stset, show or stset, noshow
to set whether they want to see these variables mentioned at the top
of the output of every st command; see [ST] stset.
+------+
----+ Plot +-------------------------------------------------------------
plot#opts(stphplot_plot_options) affects the rendition of the #th
connected line and #th plotted points; see [G] cline_options and [G]
marker_options.
+-----------+
----+ Add plots +--------------------------------------------------------
addplot(plot) provides a way to add other plots to the generated graph;
see [G] addplot_option.
+-----------------------------------------+
----+ Y axis, X axis, Titles, Legend, Overall +--------------------------
twoway_options are any of the options documented in [G] twoway_options,
excluding by(). These include options for titling the graph (see [G]
title_options) and for saving the graph to disk (see [G]
saving_option).
Options for stcoxkm
+------+
----+ Main +-------------------------------------------------------------
by(varname) specifies the nominal or ordinal covariate. by() is
required.
ties(breslow | efron | exactm | exactp) specifies one of the methods
available to stcox for handling tied failures. If none is specified,
ties(breslow) is assumed; see [ST] stcox.
separate produces separate plots of predicted and observed values for
each value of the variable specified with by().
noshow prevents stcoxkm from showing the key st variables. This option
is seldom used because most people type stset, show or stset, noshow
to set whether they want to see these variables mentioned at the top
of the output of every st command; see [ST] stset.
+---------------+
----+ Observed plot +----------------------------------------------------
obsopts(stcoxkm_plot_options) affects the rendition of the observed
curve; see [G] connect_options and [G] marker_options.
obs#opts(stcoxkm_plot_options) affects the rendition of the #th observed
curve; see [G] connect_options and [G] marker_options. This option
is not allowed with separate.
+----------------+
----+ Predicted plot +---------------------------------------------------
predopts(stcoxkm_plot_options) affects the rendition of the predicted
curve; see [G] connect_options and [G] marker_options.
pred#opts(stcoxkm_plot_options) affects the rendition of the #th
predicted curve; see [G] connect_options and [G] marker_options.
This option is not allowed with separate.
+-----------+
----+ Add plots +--------------------------------------------------------
addplot(plot) provides a way to add other plots to the generated graph;
see [G] addplot_option.
+-----------------------------------------+
----+ Y axis, X axis, Titles, Legend, Overall +--------------------------
twoway_options are any of the options documented in [G] twoway_options,
excluding by(). These include options for titling the graph (see [G]
title_options) and for saving the graph to disk (see [G]
saving_option).
byopts(byopts) affects the appearance of the combined graph when by() and
separate are specified, including the overall graph title and the
organization of subgraphs. See [G] by_option.
Options for estat phtest
+-------+
----+ Main +------------------------------------------------------------
log, km, rank and time() are used to specify the time scaling function.
By default, estat phtest performs the tests using the identity
function, i.e., analysis time itself.
log specifies that the natural log of analysis time be used.
km specifies that 1 minus the Kaplan-Meier product-limit estimate be
used.
rank specifies that the rank of analysis time be used.
time(varname) specifies a variable containing an arbitrary monotonic
transformation of analysis time. You must ensure that varname is a
monotonic transform.
plot(varname) specifies that a scatterplot and smoothed plot of scaled
Schoenfeld residuals versus time be produced for the covariate
specified by varname. By default, the smoothing is performed using
the running-mean method implemented in lowess, mean noweight; see [R]
lowess.
bwidth(#) specifies the bandwidth. Centered subsets of bwidth()*N
observations are used for calculating smoothed values for each point
in the data except for endpoints, where smaller, uncentered subsets
are used. The greater the bwidth(), the greater the smoothing. The
default is bwidth(0.8).
detail specifies that a separate test of the proportional-hazards
assumption be produced for each covariate in the Cox model. By
default, estat phtest produces only the global test.
+--------------+
----+ Scatterplot +-----------------------------------------------------
marker_options affect the rendition of markers drawn at the plotted
points, including their shape, size, color, and outline; see [G]
marker_options.
marker_label_options specify if and how the markers are to be labeled;
see [G] marker_label_options.
+---------------+
----+ Smoothed line +----------------------------------------------------
lineopts(cline_options) affects the rendition of the smoothed line; see
[G] cline_options.
+------------------------------------------+
----+ Y axis, X axis, Titles, Legend, Overall +-------------------------
twoway_options are any of the options documented in [G] twoway_options,
excluding by(). These include options for titling the graph (see [G]
title_options) and for saving the graph to disk (see [G]
saving_option).
Examples
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Setup
. webuse leukemia
. stset weeks, failure(relapse) noshow
Check proportional-hazards assumption for treatment1 using stphplot
. stphplot, by(treatment1)
Same as above, but adjust for white-blood-cell count
. stphplot, by(treatment1) adj(wbc2 wbc3)
Check proportional-hazards assumption for treatment1 using stcoxkm
. stcoxkm, by(treatment1)
Check proportional-hazards assumption for treatment2 using stphplot
. stphplot, by(treatment2)
Check proportional-hazards assumption for treatment2 using stcoxkm
. stcoxkm, by(treatment2) separate
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Setup
. webuse leukemia, clear
Declare data to be survival-time data
. stset weeks, failure(relapse)
Fit Cox model
. stcox treatment2 wbc2 wbc3
Test proportional-hazards assumption based on Schoenfeld residuals
. estat phtest, rank detail
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Saved results
estat phtest saves the following in r():
Scalars
r(df) global test degrees of freedom
r(chi2) global test chi-squared
Also see
Manual: [ST] stcox PH-assumption tests
Help: [ST] stcox, [ST] sts, [ST] stset
