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Re: st: stcox: phtest with shared frailty

From   Jeph Herrin <>
Subject   Re: st: stcox: phtest with shared frailty
Date   Tue, 06 Jun 2006 13:29:54 -0400

That works. Thanks.

Yulia Marchenko, StataCorp wrote:
Jeph Herrin <> reports that -estat phtest- does not
work after -stcox- with -shared-:

The Methods and Formulas documentation for for -estat phtest- describes in
detail how -stcox- shared frailty models are handled, but this doesn't seem to
actually work:

  . stcox myvar, schoenfeld(var1) shared(frailvar)

  . estat phtest
  invalid subcommand phtest

However, it works fine for the same model if frailty is not specified.
-stcox- does not set the required macros when -shared- is used that -estat
phtest- needs.  This will be fixed in the next update.  In the mean time, Jeph
can call -myestat_cmd-, given below, which sets the required macros before
-estat phtest-:

	capture program drop myestat_cmd
	program myestat_cmd, eclass
		global S_E_cmd2 "stcox"
		eret local estat_cmd stcox_estat

	sysuse cancer, clear
	stset studytime, f(died)
	stcox age, shared(drug) schoenfeld(var1)
	estat phtest

 -- Yulia
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