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st: Proportional hazard assumption for interaction term


From   Sanam P <[email protected]>
To   [email protected]
Subject   st: Proportional hazard assumption for interaction term
Date   Mon, 24 May 2010 05:22:34 -0700 (PDT)

Dear Statalist

I was wondering if in the Cox model there is interaction between two categorical variables (here thincat and yearcat), when checking the proportional hazard assumption using :
"estat phtest,rank detail"  after the model, for the interaction term and the variables involved in interaction to be proportional, should all the terms involved in the interaction be unsignificant? if only one of the main effects at reference value of the other variable involved in the interaction term is significant and all other terms involved in the interaction are not significant, does it still mean that variable is not proportional? is the interaction proportional?
(thincat=99 is a category with missing thincat values) 
 
Thank you very much in advance,
Sanam
 
      Time:  Rank(t)
      ----------------------------------------------------------------
                  |       rho            chi2       df       Prob>chi2
      ------------+---------------------------------------------------
      _Ithincat~2|      0.00850         0.38        1         0.5365
      _Ithincat~3|      0.00776         0.32        1         0.5725
      _Ithincat~4|     -0.01565         1.30        1         0.2546
      _Ithincat~5|     -0.04559        11.07        1         0.0009
      _Ithinca~99|     -0.04752        11.73        1         0.0006
      _Iyearcat_2  |     -0.00202         0.02        1         0.8835
      _Iyearcat_3  |      0.00318         0.05        1         0.8179
      _Iyearcat_4  |     -0.00582         0.18        1         0.6727
      _IthiXye~2_2|     -0.00935         0.46        1         0.4964
      _IthiXye~2_3|     -0.00543         0.16        1         0.6928
      _IthiXye~2_4|      0.00142         0.01        1         0.9179
      _IthiXye~3_2|     -0.00478         0.12        1         0.7281
      _IthiXye~3_3|     -0.00690         0.25        1         0.6158
      _IthiXye~3_4|     -0.00593         0.19        1         0.6659
      _IthiXye~4_2|     -0.00334         0.06        1         0.8081
      _IthiXye~4_3|     -0.00142         0.01        1         0.9177
      _IthiXye~4_4|      0.00910         0.44        1         0.5083
      _IthiXye~5_2|      0.00079         0.00        1         0.9543
      _IthiXye~5_3|      0.01261         0.84        1         0.3594
      _IthiXye~5_4|      0.01758         1.63        1         0.2013
      _IthiXye~9_2|      0.00488         0.13        1         0.7229
      _IthiXye~9_3|      0.01125         0.67        1         0.4141
      _IthiXye~9_4|      0.02605         3.58        1         0.0584
      _Istage_2   |     -0.07686        33.18        1         0.0000
      _Istage_3   |     -0.12396        82.46        1         0.0000
      _Istage_99  |     -0.01765         1.65        1         0.1995
      _Ihepcat_2 |     -0.02429         3.22        1         0.0727
      _Ihepcat_3 |      0.02983         4.73        1         0.0296
      _Ihepcat_4 |     -0.02254         2.58        1         0.1085
      _Ihepcat_5 |      0.03376         6.11        1         0.0135
      _Ihepcat_6 |      0.01624         1.43        1         0.2324
      _Ihepcat_7 |      0.00075         0.00        1         0.9562
      _Isitecat_2 |     -0.02876         4.56        1         0.0327
      _Isitecat_3 |     -0.02031         2.24        1         0.1345
      _Isitecat_4 |     -0.01405         1.09        1         0.2973
      _Isitecat_5 |     -0.11526        65.59        1         0.0000
      _Isexcat_1  |      0.01412         1.08        1         0.2979
      _Iseason_2  |      0.01397         1.03        1         0.3092
      _Iseason_3  |      0.00282         0.04        1         0.8368
      _Iseason_4  |      0.02057         2.24        1         0.1344
      agecatf     |     -0.00911         0.49        1         0.4843
      ------------+---------------------------------------------------
      global test |                    976.68       41         0.0000
      ----------------------------------------------------------------



      


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