Dear all,
I am currently estimating a Cox proportional hazard model on duration
data. Unfortunately, tests indicate that the proportional hazard
assumption is violated for some variables. As these are mere control
variables which are not of central interest, I ask myself whether
there are any consequences of this violation for the other parameters
(for which the proportional hazard assumption holds).
Any help on this issue would be greatly appreciated.
Best regards,
Nils
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