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From |
rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: testing PH in a Cox model |

Date |
Mon, 23 Mar 2009 13:20:59 -0500 |

Ricardo Ovaldia <ovaldia@yahoo.com> writes: > I am confused about the behavior of -cox,tvc()- when testing the PH > assumption in Cox regression. > I assumed that -tcv()- was simply creating an interaction term between the > covariate and time (_t, by default). Which is how I understood the > assumption was ben tested. However, when I do this manualy I get very > different results. > Here is an example using the cancer data: > sysuse cancer, clear > stset studytime, f( died) > gen d=0 > replace d=1 if drug>1 > gen dt=d*_t > stcox d, tvc(d) nolog > stcox dt, nolog > What I am doing wrong? Ricardo is correct that option -tvc()- works by creating time interactions. The problem, however, is that his generated variable -dt- is not "time varying", but instead equal to d*_t with _t held fixed at the time the record ended and the subject exited the study. To reproduce what -tvc()- does you need to produce true time-varying covariates, and the only way to do that is to have multiple records per subject. Even though we want a covariate to vary continuously with time, we only need to evaluate at times when observations actually fail. That's all that -stcox- cares about anyway. -ststplit- has the option -at(failures)- for doing just that. . sysuse cancer, clear . gen id = _n . stset studytime, f(died) id(id) . stsplit, at(failures) . gen d = 0 . replace d = 1 if drug > 1 . gen dt = d*_t . stcox d, tvc(d) nolog . stcox d dt, nolog --Bobby rgutierrez@stata.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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