Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Proportionality check: stcrreg with an established tvc


From   "Boyle, Nicole M" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Proportionality check: stcrreg with an established tvc
Date   Fri, 16 Aug 2013 21:55:03 +0000

Hello all,

I'm fitting a model in stcrreg and am trying to check for proportional hazards via the time dependent 
covariate method. I already have a tvc in my model, and I don't know how to properly check for
proportionality of the other non-time varying covariates.

Here's the model I want to use in my study; I've included "grade" as a tvc, as grade's time-dependence is
relevant to our study:

        stcrreg myel i.grft i.prop i.year age grade, compete(failure==2) tvc(grade)


Here's the model I'd like to use to check for proportionality, where all vars are now tvc:

        stcrreg myel i.grft i.prop i.year age grade, compete(failure==2) tvc(myel i.grft i.prop i.year age grade)

Then followed by the postestimation Wald test, which will test if any of the tvcs in the model are significant:

        test [tvc]


My problem:
I don't want to leave tvc(grade) out of this test, since proportionality of the other covariates 
may change in the presence/absence of tvc(grade). However, keeping tvc(grade) in this test may also result
in a significant Wald test, and therefore an artifactual proportional hazards violation if tvc(grade) is in fact
significant. 

Should I instead use this postestimation command...

	test [tvc], mtest

...which will test for the presence any time-dependence AS WELL AS individual time-dependence (per each
 covariate)? Or should I leave "grade" completely out of the proportionality check model?


Thanks a million,
Nicole
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index