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st: stcox and basechazard


From   gc4@duke.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: stcox and basechazard
Date   Tue, 24 Jun 2003 23:25:06 -0400 (EDT)

I would like to report what I believe is an erroneous result that is
generated by Stata 7.

After the estimation of a Cox proportional hazard model (stcox), I obtain
a baseline cumulative hazard function that is NOT monotonically increasing
with time. In particular, I obtain:

     _t	        H
59 1083	.00022798
60 1152	.00023376
61 1165	.00023946
62 1170	.00024571
63 1191	.00001006
64 1191	.00001006
65 1212	.00026592
66 1217	.00027271
67 1235	.00027947

where H is the cumulative baseline hazard.

As we can observe in observations 63 and 64, the cumulative baseline
hazard H decreases.

These results are obtained by estimating a model on the Primary Biliary
Cirrhosis, sequential data from the Mayo Clinic. I obtained the data from
Terry Therneau's webpage.

I replicate the model at page 269 of Therneau and Grambsch's Modeling
Survival Data.


stcox age1 lnbili lnprotime lnalbumin edema, efron nohr basechazard(H)

Cox regression -- Efron method for ties

No. of subjects =          312                     Number of obs   =      1945
No. of failures =          140
Time at risk    =       730592
                                                   LR chi2(5)      =    474.21
Log likelihood  =    -489.4345                     Prob > chi2     =    0.0000

------------------------------------------------------------------------------
          _t |
          _d |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        age1 |   .0460066   .0089065     5.17   0.000     .0285501     .063463
      lnbili |   1.084906   .1111168     9.76   0.000     .8671211    1.302691
   lnprotime |   2.848418   .6316613     4.51   0.000     1.610384    4.086451
   lnalbumin |  -3.719251   .4952839    -7.51   0.000     -4.68999   -2.748512
       edema |   .8059015   .2327012     3.46   0.001     .3498155    1.261987
------------------------------------------------------------------------------


The problem occurs three times in this data set, and it occurs in the presence
of tied failure events. If I plot the cumulative hazard function H against
time, I obtain the characteristic plot but with three spikes pointing
towards the x-axis.

This problem doesn't occur if I estimate the same model using the breslow
method for tied events.

I would be really grateful if anyone could clarify whether this is a bug
or just my misunderstanding.

Thank you very much for your attention,
giacomo


Here's the do-file that generates the data set and the analysis:


clear

infile id fudays status drug age sex day ascites hepatom spiders edema /*
    */ bili chol albumin alkphos sgot /*
   */ platelet protime stage using "C:\Data\pbcseq0.txt"

drop in 1

sort id day

by id: gen stop=day[_n+1]

replace stop=fudays if stop==.

gen start=day

gen event=0
replace event=status if stop==fudays

sort id day

order id start stop event

outsheet using "C:\My Documents\leaders\data\pbcseq.txt", replace

save "C:\My Documents\leaders\data\pbcseq.dta", replace



clear

use "C:\My Documents\leaders\data\pbcseq.dta"


stset stop, enter(start) id(id) failure(event==2)

gen age1=age/365.25
gen lnbili=ln(bili)
gen lnprotime=ln(protime)
gen lnalbumin=ln(albumin)

stcox age1 lnbili lnprotime lnalbumin edema, efron nohr basechazard(H)

gsort -event _t

graph H _t, sort c(J)


stcox age1 lnbili lnprotime lnalbumin edema, nohr basechazard(Hb)

graph Hb _t, sort c(J)

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