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Re: st: FW: stcrreg: when the proportional hazards assumption fails


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: FW: stcrreg: when the proportional hazards assumption fails
Date   Thu, 21 Oct 2010 10:06:18 -0400

I don't see that you have a problem. You seem to have a fairly
complete model if you include the ordinal variable with the tvc() and
texp() commands, perhaps omitting the non-significant indicator. As
the Stata 11 Manual states on p 214, it is the coefficients which are
time varying.

One issue: a three-level variable would have only two indicators, not
three. Showing your code and results, as the FAQ request, would really
help avoid this kind of misunderstanding.

Steve

Steven J. Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

On Thu, Oct 21, 2010 at 4:45 AM, Zoe Hyde <zhyde@meddent.uwa.edu.au> wrote:
> Hello All,
>
> I am wondering what options are available when the proportional hazards assumption doesn't hold in a competing-risks regression.  The assumption holds for my main independent variable of interest, but not for another (ordinal) variable that I'd like to adjust for; fitting it as a time-varying covariate gives a significant result for 2 of its 3 levels.
>
> I could get around this by stratifying by this variable in a standard Cox model, but this doesn't seem to be supported (yet) by stcrreg.
>
> Are there any alternatives?
>
>
> Regards,
>
> Zoe.
>
>
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