Dear all,
I am confused about the behavior of -cox,tvc()- when testing the PH assumption in Cox regression.
I assumed that -tcv()- was simply creating an interaction term between the covariate and time (_t, by default). Which is how I understood the assumption was ben tested.
However, when I do this manualy I get very different results.
Here is an example using the cancer data:
sysuse cancer, clear
stset studytime, f( died)
gen d=0
replace d=1 if drug>1
gen dt=d*_t
stcox d, tvc(d) nolog
stcox dt, nolog
What I am doing wrong?
Thank you.
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
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