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Re: st: stratified Cox proportional hazards model and AIC

From   Maarten Buis <>
Subject   Re: st: stratified Cox proportional hazards model and AIC
Date   Tue, 1 Nov 2011 08:45:23 +0100

On Tue, Nov 1, 2011 at 5:23 AM, Brigham Whitman wrote:
> I am using the stcox command to perform a Cox proportional hazards
> model, and using the log likelihood in the output, I am computing AICc
> values to determine the best model.  If anybody has ever done this, I
> am trying to find out if I can compare the AICc value for a model that
> is stratified (in this case by sex) with the AICc value of a different
> model that does not stratify by sex.  Can I do this?  Or do I need to
> compare stratified models together as one suite of models, and
> non-stratified models as a different suite of models?

I don't think you can. The problem would be determining the difference
in the number of parameters between the two models. The stratified
model uses in your case two non-parametric estimates of the baseline
hazard (one for women and one for men) and the non-stratified model
constraints the baseline hazards to have the same general shape and
allows them to differ by one fixed proportion.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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