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st: Survival time analysis/non-proportional hazard/stpm by Royston


From   "Georg Metzger" <metzger@zew.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Survival time analysis/non-proportional hazard/stpm by Royston
Date   Mon, 11 Sep 2006 21:42:06 +0200

Hi,
I want to run a survival data analysis with Stata.
Applying 'stcox' and controlling for non-PH with 'estat phtest' suggest that some of my treatment variables as well as several covariates violate the PH-assumption clearly.
Now, I'm came across the ado-file 'stpm' implemented by Royston (Flexible parametric alternatives to the Cox model, and more; P Royston; The Stata Journal; Number 1, pp. 1–28 2001).
Not beeing able to make head or tail of the specifications in his Paper I can't figure out, if I have to put all variables that violate the PH assumtion into the 'stratify'-option or only the relevant treatments that doing so.
Depending on which of both alternatives I apply, the resulting hazard rate curves (conditioned on treatment=1) differ considerably. With my sample of about 550.000 obs. and over 50 variables it is time-intensive and, thus, difficult to apply 'trial-and-error'. Has anybody any ideas?
Thanks.

Best Georg

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