I am running streg with weibull distribution and gamma frailty and want to
test the impact of a categorical variable (x = 0 or 1). When I plot the
hazard rate (stcurve) for x = 0 and x = 1, I can see that x = 1 increases
the hazard but only for low values of duration. After some time both
hazards converge (x does note matter after few days have elapsed) I am
worried that proportionality assumption is violated. Some other tests
though suggest that proportionality assumption is not significantly
violated.
When the run the model without frailty, the two hazards are almost parallel
for entire duration with (for x=0 and 1). But the fit of the model is
much worse.
Should I stick to frailty model and somehow try to correct for
non-proportionality or not include frailty? Frailty model suggests
significant heterogeneity.
