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st: Re: testing PH in a Cox model

From   Ricardo Ovaldia <>
Subject   st: Re: testing PH in a Cox model
Date   Mon, 23 Mar 2009 07:57:44 -0700 (PDT)

Dear all,

I am confused about the behavior of -cox,tvc()- when testing the PH assumption in Cox regression.

I assumed that -tcv()- was simply creating an interaction term between the covariate and time (_t, by default). Which is how I understood the assumption was ben tested.
However, when I do this manualy I get very different results.

Here is an example using the cancer data:

sysuse cancer, clear
stset  studytime, f( died)
gen d=0
replace d=1 if drug>1
gen dt=d*_t
stcox  d, tvc(d) nolog
stcox  dt, nolog

What I am doing wrong?

Thank you.

Ricardo Ovaldia, MS
Oklahoma City, OK

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