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Re: st: estat phtest, detail --> different results using Stata10 and Stata11 if using robust option


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estat phtest, detail --> different results using Stata10 and Stata11 if using robust option
Date   Tue, 31 Aug 2010 12:34:55 -0500

Valentin Gold <v.gold@web.de> writes:

> I use "estat phtest, detail" after cox-regression to determine proportional
> hazards.  However, the results differ between Stata10 and Stata11 if I use
> the/a "robust" option in the Cox-regression.  Is there any reason for that?

[output omitted]

Valentin has discovered a bug in Stata 11 with -estat phtest, detail- after
-stcox- with robust/clustered standard errors.  In Stata 11, -estat phtest-
automatically generates the scaled Schoenfeld residuals it needs to perform
the PH test, but it is not properly accounting for robust standard errors when
doing so.

This will be fixed in the next ado update.

--Bobby
rgutierrez@stata.com
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