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st: Modified Cox Model with Time Interaction

From   Tina Hernandez-Boussard <>
Subject   st: Modified Cox Model with Time Interaction
Date   Thu, 21 Jul 2011 17:34:17 -0700

Hi All,

I am looking for some help creating a modified Cox model with a time interaction.

I have created a Cox model, and when I check the stphplot, the residuals cross.  I then created a time interaction variable (int_time)  to address this issue based on where the lines cross:

stcox int_time int_time#procedure age gender insurance race   , basehc(base) basesurv(surv) 

However, when I run this, I get the following data omitted:

         failure _d:  read
   	analysis time _t:  time
         id:  visitlink

note: 1.int_time#1.procedure omitted because of collinearity

Does anyone have help for this?

Also, when I am try to check the new stphplot with the interaction variable, but I get an error that I can not use interaction variables in the command stphplot

stphplot, by (int_time#procedure) saving(logSplot, replace) 

Any help would be appreciated


Tina Boussard
Stanford University
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