Re: st: Small strata and test of proportional hazard assumption

[Steven Samuels <sjsamuels@gmail.com>]

--

With strata so small, you can't check the PH assumption, not with  
plots and not with residuals. The checks require a reasonable estimate  
of the survival curve in each stratum, and you can't get one.  The  
purpose of stratum checks is to assess whether a categorical variable  
can be a predictor in a Cox model, but a variable such as yours can't  
be (unless it is ordinal), because the parameters/failures ratio is  
too high for valid inference. (The max should probably be < 1:10) If  
you have many small groups with possibly different survival curves,  
use a frailty (random-effects) model. In -stcox--, frailty models are  
implemented with the -shared()- and (optionally) the -vce(cluster)-  
options.

Steve

Steven J. Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

On Dec 16, 2010, at 4:24 AM, Grethe Søndergaard wrote:

Hello,

I am analysing my data using a stratified cox-regression and am trying
to find out if the proportional hazards assumptions in my model is
violated. I wanted to test this using the command estat phtest.
However, I have become aware that you cannot do this, when the stratas
are very small (each of the stratas contains 2-6 individuals).
I haven’t been able to find any information about how to test the PH
assumption when you have very small strata. Does anyone know of such
test? (Otherwise I am thinking about first running the full model.
Afterwards I could stsplit my data in two, and run these models. By
lrtest I could probably test whether there is better goodness of fit
in the two time-specific models compared to the full model).

Grethe

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