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


From   Alex Gamma <alex.gamma@uzh.ch>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: stcox in case the ph-assumption is rejected
Date   Fri, 6 Jan 2012 16:14:35 +0100

Hi Yuval,

I prefer the user-written command STPM2 for these kinds of situation. It makes it easy to model variables that violate the PH-assumption as time-dependent effects using cubic splines.

- ssc describe stpm2 -
- ssc install stpm2 -

Alex


Am 06.01.2012 um 09:06 schrieb Yuval Arbel:

> 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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