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st: RE: Violation of porportional hazard assumption in Cox duration model - consequences?


From   "Peter Jepsen" <PJ@DCE.AU.DK>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Violation of porportional hazard assumption in Cox duration model - consequences?
Date   Mon, 17 Mar 2008 11:25:03 +0100

Dear Nils,

One possibility is to stratify your Cox model according to the variables
with non-proportional hazards and see whether that changes the hazard
ratios for your variables of interest. If it doesn't, then the
non-proportionality is of no consequence for what you are interested in.

Best regards,
Peter.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nils
Braakmann
Sent: 17. marts 2008 11:00
To: statalist@hsphsun2.harvard.edu
Subject: st: Violation of porportional hazard assumption in Cox duration
model - consequences?

Dear all,

I am currently estimating a Cox proportional hazard model on duration
data. Unfortunately, tests indicate that the proportional hazard
assumption is violated for some variables. As these  are mere control
variables which are not of central interest, I ask myself whether
there are any consequences of this violation for the other parameters
(for which the proportional hazard assumption holds).

Any help on this issue would be greatly appreciated.
Best regards,
Nils
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