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Re: st: stcox in case the ph-assumption is rejected


From   Yuval Arbel <yuval.arbel@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: stcox in case the ph-assumption is rejected
Date   Fri, 6 Jan 2012 10:33:43 +0200

Note also that in the medical context, the treatment - is a binary
variable, which equals 1 for the experimental treatment and 0
otherwise.
In our context - the variable of interest is the reduction rate in
percentage points - where this variable is quantitative. This also
raises doubt whether the medical context is relevant to our case.

I wonder what is your opinion?

On Fri, Jan 6, 2012 at 10:06 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/



-- 
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

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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