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st: CoxReg. XI may not be combined with by


From   "Kirby Bradley (NATIONAL SERVICES SCOTLAND)" <bradley.kirby@nhs.net>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: CoxReg. XI may not be combined with by
Date   Tue, 30 Oct 2012 16:10:47 +0000

Hi,

Running a coxreg model using the following syntax:

*Set reference values for categorical variables
char gender [omit]1
char drug_group_regrouped [omit]99
char agecategory_regrouped [omit]0

preserve
xi: stcox i.gender i.agecategory_regrouped i.drug_group_regrouped if gi_history==0, scaledsch(sca*) schoenfeld (sch*)
stphtest, rank detail
restore

preserve
xi: stcox i.gender i.agecategory_regrouped i.drug_group_regrouped if gi_history==1, scaledsch(sca*) schoenfeld (sch*)
stphtest, rank detail
restore

My covariate 'drug_group_regrouped' failed the schoenfeld test of proportionality (p<0.05).

      Test of proportional-hazards assumption

      Time:  Rank(t)
      ----------------------------------------------------------------
                  |       rho            chi2       df       Prob>chi2
      ------------+---------------------------------------------------
      _Igender_2  |     -0.03326         0.59        1         0.4408
      _Iagecateg~1|     -0.03900         0.82        1         0.3639
      _Iagecateg~2|     -0.02042         0.22        1         0.6362
      _Iagecateg~3|     -0.04371         1.07        1         0.3012
      _Idrug_gro~0|     -0.09669         4.93        1         0.0264
      _Idrug_gr~98|     -0.06225         2.08        1         0.1493
      ------------+---------------------------------------------------
      global test |                      7.40        6         0.2857
      ----------------------------------------------------------------

There are two solutions to this as suggested on http://www.ats.ucla.edu/stat/stata/seminars/stata_survival/default.htm. The one that I can kind of understand is to stratify on the non-proportional predictor, but I can't get the syntax to work. I'm trying:

bysort drug_group_regrouped: xi: stcox i.gender i.agecategory_regrouped if gi_history==0, scaledsch(sca*) schoenfeld (sch*)

But I'm being informed that xi may not be used with by. I'm already splitting on gi_history, but I'm not sure if that's the same thing as stratifying.

I'm an SPSS user normally, not very familiar with stata (or cox reg for that matter). In SPSS I would include the non proportional predictor in the strata section of the model, which I think is what the bysort function is doing, but not doing in my case.

Any suggestions on way forward? Would putting another if statement in the model work, like so:

xi: stcox i.gender i.agecategory_regrouped if gi_history==0 and if age_category_regrouped == 0, scaledsch(sca*) schoenfeld (sch*)

As I said earlier I'm not sure if that's the same as stratifying.

Thanks in advance
Brad

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