Re: st: Cox model with a segmented time-dependent covariate

[William Buchanan <william@williambuchanan.net>]

Please provide the exact syntax you entered into Stata in addition to the output.  

Thank you,
Billy

On Jan 15, 2014, at 12:27 PM, Marta Garcia-Granero <mgarciagranero@gmail.com> wrote:

> I am trying to replicate some SPSS commands in Stata. This data were modified from David Collett (2003) Modelling Survival Data in Medical Research (Chapman & Hall/CRC Texts in Statistical Science), and show a hypothetical clinical trial on 12 patients. I want to test if treatment is significant, adjusted for age and ln(bilirrubin). Ln(bilirrubin) were measured 3 times: at baseline (lbr0); approximately at 3 months -with the exact day recorded in t1 (lbr1); and approximately at 6 months - with exact day recorded in t2 (lbr2).
> 
> +----------------------------------------------------------------------------+
>     | patient   time   status   treatment   age   lbr0    t1 lbr1    t2   lbr2 |
> |----------------------------------------------------------------------------|
>  1. |       1    281     Died     Placebo    46    3.2    47 3.8   184    4.9 |
>  2. |       2    604    Alive     Placebo    57    3.1    94 2.9   187    3.1 |
>  3. |       3    457     Died     Placebo    56    2.2    61 2.8    97    2.9 |
>  4. |       4    384     Died     Placebo    65    3.9    92 4.7   194    4.9 |
>  5. |       5    341    Alive     Placebo    73    2.8    87 2.6   192    2.9 |
> |----------------------------------------------------------------------------|
>  6. |       6    842     Died     Placebo    64    2.4    94 2.3   197    2.8 |
>  7. |       7   1514     Died   Treatment    69    2.4    74 2.9   202      3 |
>  8. |       8    182    Alive   Treatment    62    2.4    90 2.5   182    2.9 |
>  9. |       9   1121     Died   Treatment    71    2.5   101 2.5   410    2.7 |
> 10. |      10   1411    Alive   Treatment    69    2.3   182 2.2   847    2.8 |
> |----------------------------------------------------------------------------|
> 11. |      11    814     Died   Treatment    77    3.8   167 3.9   498    4.3 |
> 12. |      12   1071     Died   Treatment    58    3.1   108 2.8   187    3.4 |
> +----------------------------------------------------------------------------+
> 
> With SPSS, I had to define a time varying covariate (T_COV_) and add it to the model:
> 
> TIME PROGRAM.
> COMPUTE T_COV_ = (T_<t1)*lbr0 + (T_>=t1&T_<t2)*lbr1 + (T_>=t2)*lbr2.
> COXREG   time
>  /STATUS=status(1)
>  /CONTRAST (treatment)=Indicator
>  /METHOD=ENTER T_COV_ treatment age.
> 
> In SPSS, T_ is the same as Stata's _t.
> 
> This is the output:
>                     coef      se         HR    ----95%CI------ LR        de     sig
> T_COV_       4.533    2.488    93.05    0.71    12192.54 10.865    1    0.001
> Treatment    4.749    2.860    115.50    0.42    31421.66 5.814    1    0.016
> Age            -0.078     0.094    0.93     0.77    1.11    0.808 1    0.369
> 
> With Stata, I suspect I have to use, somehow, -stsplit- and -stjoin- , but I can't figure how (even though I have used help stsplit, and read the whole PDF on stcox).
> 
> Any hints?
> 
> Thanks,
> Marta Garcia-Granero
> 
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