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Re: st: Cox Regression


From   Timothy.Mak@iop.kcl.ac.uk
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Cox Regression
Date   Tue, 23 Aug 2005 09:33:45 +0100

So what are the assumptions that I should look out for? 
Any more answers on the other parts of my question? 

Thanks again. 
Tim 






Marcello Pagano <pagano@hsph.harvard.edu> 
Sent by: owner-statalist@hsphsun2.harvard.edu
19/08/2005 18:19
Please respond to
statalist@hsphsun2.harvard.edu


To
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Subject
Re: st: Cox Regression






I would not think so.  You are basing your decision of non-significance 
on a test whose
validity is based on an assumption.  If the assumption is not valid, 
then neither is the test.
Think of a simple analogy with linear models.  Suppose the relation 
between y and x is a
V-shaped one.  The coefficient of x in a linear model may well test out 
to zero. That would
not mean that the relationship is linear.

m.p.

Timothy.Mak@iop.kcl.ac.uk wrote:

>Hi when performing a Cox regression with or without a time dependent 
>covariate, is a non-significant result in a -stphtest- generally enough 
>evidence for the assumption of proportional hazard? 
>
>If I have multiple covariates, but I'm only interested in one, is it 
>enough to check only the proportional hazard assumption of the variable 
>I'm interested in? ie using the stphtest, detail, rather than stphtest? 
>
>Lastly, is it better to use stphtest log, or one of the other option 
>rather than stphtest if hazard increases over time and most of my 
>participants 'died' early during the observation period? 
>
>Thanks a lot for any answer. 
>
>Tim 
>
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