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| From | "Weichle, Thomas" <Thomas.Weichle@va.gov> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: Test of proportional-hazards assumption using estat phtest after stcox |
| Date | Thu, 20 May 2010 12:08:41 -0500 |
Hi Statalisters,
I'm wondering if there is a valid proportional hazards test for a
categorical variable with > 2 levels in the case where not all of the
levels reject the null hypothesis. For instance, _Iagegrp_2 is rejected
but _Iagegrp_3 is not rejected. Similarly, not all levels of the
_Idivision are rejected. I'm thinking along the lines of a global test
for all of the levels of a particular categorical variable with > 2
levels kind of like a likelihood ratio test does.
estat phtest, rank detail
Test of proportional-hazards assumption
Time: Rank(t)
----------------------------------------------------------------
| rho chi2 df Prob>chi2
------------+---------------------------------------------------
_Iagegrp_2 | -0.12386 7.42 1 0.0064
_Iagegrp_3 | -0.04730 1.10 1 0.2950
black | -0.02018 0.20 1 0.6567
married | 0.05330 1.42 1 0.2334
_Ichrlson_~1| -0.03836 0.70 1 0.4024
_Ichrlson_~2| -0.10741 5.62 1 0.0178
_Ichrlson_~3| -0.16425 13.24 1 0.0003
chemo_dx_6~h| -0.01827 0.16 1 0.6857
surgery | 0.10080 5.08 1 0.0242
outpt_even~4| 0.11063 6.08 1 0.0137
va_rept2 | 0.09753 4.51 1 0.0338
dual~c_36mth| 0.09944 4.93 1 0.0265
hs_edu10 | 0.04712 1.16 1 0.2818
_Idivision_1| 0.06742 2.24 1 0.1344
_Idivision_2| 0.00182 0.00 1 0.9686
_Idivision_3| 0.09970 4.72 1 0.0299
_Idivision_4| 0.04497 0.99 1 0.3204
_Idivision_5| -0.01216 0.07 1 0.7887
_Idivision_7| 0.08346 3.32 1 0.0682
_Idivision_8| 0.09293 4.20 1 0.0405
_Idivision_9| 0.06551 2.12 1 0.1450
------------+---------------------------------------------------
global test | 59.16 21 0.0000
----------------------------------------------------------------
Tom Weichle
Math Statistician
Center for Management of Complex Chronic Care (CMC3)
Hines VA Hospital, Bldg 1, C202
708-202-8387 ext. 24261
Thomas.Weichle@va.gov
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