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st: stcox in case the ph-assumption is rejected


From   Yuval Arbel <yuval.arbel@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: stcox in case the ph-assumption is rejected
Date   Fri, 6 Jan 2012 10:06:47 +0200

Dear Statalist Participants,

I'm working with stata 11.2. Having read carefully stata's manual
under the title "stcox  PH-assumption tests" I have two questions
(which seems to be relevant to Marteen's answer in another thread):

The manual shows very nicely the following situation related to
medical experiments: if we take two groups of cancer patients, where
one group is exposed to a standard treatment and the other to a
special treatment - and we would like to show that the experimental
treatment is more efficient, we anticipate a paralel upward shift  of
the projected survival rates compared to the actual ones. If this is
the case - the PH-assumption, namely the assumption that the hazard to
survival is constant over the sample period, is supported
statistically.

My first question is whether this discussion is relevant if I am
applying the Cox model to describe the exercise of call (real) options
to purchase appartments.

My second question is the following: suppose that the PH-assumption
does not hold in the sample and the above discussion is relevant. The
stata manual says the following: "If the assumption fails, alternative
modeling choices would be more appropriate (e.g. , a stratified Cox
model, time-varying covariates)."

The question is: is there any command to incorporate the -stcox- with
varying hazard level across time? I'm aware of the -strata()- option,
but I wonder whether I can somehow account for time-varying covariates
and incorporate it with -stcox-

-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: yuval.arbel@carmel.ac.il
e-mail2: yuval.arbel@gmail.com
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