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From |
"Kieran McCaul" <Kieran.McCaul@uwa.edu.au> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Test of proportional-hazards assumption using estat phtest after stcox |

Date |
Fri, 21 May 2010 07:13:19 +0800 |

... When I'm testing a PH model, I would rarely rely solely on the results from -phtest-. Basically the number of events occurring within each category of a variable are going to determine the power of each individual test and also how problematic any apparent deviation from proportionality is likely to be. I usually have a look at the Schoenfeld residuals with a lowess smoother run over them. If there is no proportionality problem, I should get a flat line. Any deviation away from that indicates a potential problem with lack of proportionality and when it's occurring during the course of follow-up. Based on what I see in this situation, I might run some sensitivity analyses to get an idea of how influential the problem might be. I note that you only have three age-groups. If these are broad groupings, then it is possible that there is significant heterogeneity in risk within the age-groups and this could cause some proportionality problems if follow-up is long. You could try increasing the number of age-groups or modelling age as a continuous variable, preferably using restricted cubic splines. Also I usually -stplit- my data on birthday so I can allow age to reflect each participants accrued age during follow-up. That way I'm modelling age-at-event rather than age-at-recruitment. The latter is really just defining a birth cohort. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Weichle, Thomas Sent: Friday, 21 May 2010 1:09 AM To: statalist@hsphsun2.harvard.edu Subject: st: Test of proportional-hazards assumption using estat phtest after stcox Hi Statalisters, I'm wondering if there is a valid proportional hazards test for a categorical variable with > 2 levels in the case where not all of the levels reject the null hypothesis. For instance, _Iagegrp_2 is rejected but _Iagegrp_3 is not rejected. Similarly, not all levels of the _Idivision are rejected. I'm thinking along the lines of a global test for all of the levels of a particular categorical variable with > 2 levels kind of like a likelihood ratio test does. estat phtest, rank detail Test of proportional-hazards assumption Time: Rank(t) ---------------------------------------------------------------- | rho chi2 df Prob>chi2 ------------+--------------------------------------------------- _Iagegrp_2 | -0.12386 7.42 1 0.0064 _Iagegrp_3 | -0.04730 1.10 1 0.2950 black | -0.02018 0.20 1 0.6567 married | 0.05330 1.42 1 0.2334 _Ichrlson_~1| -0.03836 0.70 1 0.4024 _Ichrlson_~2| -0.10741 5.62 1 0.0178 _Ichrlson_~3| -0.16425 13.24 1 0.0003 chemo_dx_6~h| -0.01827 0.16 1 0.6857 surgery | 0.10080 5.08 1 0.0242 outpt_even~4| 0.11063 6.08 1 0.0137 va_rept2 | 0.09753 4.51 1 0.0338 dual~c_36mth| 0.09944 4.93 1 0.0265 hs_edu10 | 0.04712 1.16 1 0.2818 _Idivision_1| 0.06742 2.24 1 0.1344 _Idivision_2| 0.00182 0.00 1 0.9686 _Idivision_3| 0.09970 4.72 1 0.0299 _Idivision_4| 0.04497 0.99 1 0.3204 _Idivision_5| -0.01216 0.07 1 0.7887 _Idivision_7| 0.08346 3.32 1 0.0682 _Idivision_8| 0.09293 4.20 1 0.0405 _Idivision_9| 0.06551 2.12 1 0.1450 ------------+--------------------------------------------------- global test | 59.16 21 0.0000 ---------------------------------------------------------------- Tom Weichle Math Statistician Center for Management of Complex Chronic Care (CMC3) Hines VA Hospital, Bldg 1, C202 708-202-8387 ext. 24261 Thomas.Weichle@va.gov * * 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/ * * 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/

**References**:**st: Test of proportional-hazards assumption using estat phtest after stcox***From:*"Weichle, Thomas" <Thomas.Weichle@va.gov>

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