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Re: st: Creating time-dependent covariates to replicate the tvc option for stcrreg


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Creating time-dependent covariates to replicate the tvc option for stcrreg
Date   Mon, 05 Apr 2010 13:24:07 -0500

Travis Coan <tcoan@law.harvard.edu> writes:

> I have one quick follow-up question. When using the -tvc()- option you
> cannot produce the CIF using stcurve. Would you recommend producing the CIF
> in this situation -- i.e., when you've violated the proportionality
> assumption -- using the predict and the basecif option? Or am I missing
> something here?

I would not recommend producing the CIF curve with -stcurve- after using the
-tvc()- option, which is why it is not supported.  You really want to think of
using -tvc()- as for testing the proportional hazards assumption, that is, for
modeling time-varying coefficients.  When your coefficients vary with time,
the concepts of baseline and of modifying baseline for a specific covariate
pattern become muddled.

As such, if you decide you want to predict the baseline CIF function with
-predict, basecif-, this is perfectly fine but you want to be careful how you
transform this function to be the CIF for a specified covariate pattern.  When
you use -tvc()-, coefficients change with time, and you need to account for
this in your calculations.

--Bobby
rgutierrez@stata.com
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