I have been using -ice- to perform multiple imputation of missing data,
and I've been analyzing the subsequently created data using -micombine-
with -stcox-. For example:
micombine stcox X1 X2 X3, sch(scha*)
A problem that I've run up against is that I can't test the
proportionality assumption in those Cox PH models. Specifically, the
Schoenfeld and scaled Schoenfeld options can't be used under -micombine-
because it's running separate models for each imputed dataset created by
-ice- (in my case 5 of them). Once Stata creates the variables to store
the Schoenfeld residuals for the first imputed dataset, it tries to do
so again for the second, but using the same variable names as for the
first, so I get an error message saying "scha1 already defined". I can't
run the proportionality test (-estat phtest-) without the Schoenfeld
residuals and, as of yet, I'm unable to save the residuals while using
-micombine-.
Has anyone encountered this problem and/or does anyone know of possible
ways to deal with it?
Thanks,
Andrew
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