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st: Proportional hazard assumption for interaction term
From
Sanam P <[email protected]>
To
[email protected]
Subject
st: Proportional hazard assumption for interaction term
Date
Mon, 24 May 2010 05:27:44 -0700 (PDT)
Dear Statalist
I was wondering if in the Cox model there is interaction between two categorical variables (here thincat and yearcat), when checking the proportional hazard assumption using :
"estat phtest,rank detail" after the model, for the interaction term and the variables involved in interaction to be proportional, should all the terms involved in the interaction be unsignificant? if only one of the main effects at reference value of the other variable involved in the interaction term is significant and all other terms involved in the interaction are not significant, does it still mean that variable is not proportional? is the interaction proportional?
(thincat=99 is a category with missing thincat values)
Thank you very much in advance,
Sanam
Time: Rank(t)
----------------------------------------------------------------
| rho chi2 df Prob>chi2
------------+---------------------------------------------------
_Ithincat~2| 0.00850 0.38 1 0.5365
_Ithincat~3| 0.00776 0.32 1 0.5725
_Ithincat~4| -0.01565 1.30 1 0.2546
_Ithincat~5| -0.04559 11.07 1 0.0009
_Ithinca~99| -0.04752 11.73 1 0.0006
_Iyearcat_2 | -0.00202 0.02 1 0.8835
_Iyearcat_3 | 0.00318 0.05 1 0.8179
_Iyearcat_4 | -0.00582 0.18 1 0.6727
_IthiXye~2_2| -0.00935 0.46 1 0.4964
_IthiXye~2_3| -0.00543 0.16 1 0.6928
_IthiXye~2_4| 0.00142 0.01 1 0.9179
_IthiXye~3_2| -0.00478 0.12 1 0.7281
_IthiXye~3_3| -0.00690 0.25 1 0.6158
_IthiXye~3_4| -0.00593 0.19 1 0.6659
_IthiXye~4_2| -0.00334 0.06 1 0.8081
_IthiXye~4_3| -0.00142 0.01 1 0.9177
_IthiXye~4_4| 0.00910 0.44 1 0.5083
_IthiXye~5_2| 0.00079 0.00 1 0.9543
_IthiXye~5_3| 0.01261 0.84 1 0.3594
_IthiXye~5_4| 0.01758 1.63 1 0.2013
_IthiXye~9_2| 0.00488 0.13 1 0.7229
_IthiXye~9_3| 0.01125 0.67 1 0.4141
_IthiXye~9_4| 0.02605 3.58 1 0.0584
_Istage_2 | -0.07686 33.18 1 0.0000
_Istage_3 | -0.12396 82.46 1 0.0000
_Istage_99 | -0.01765 1.65 1 0.1995
_Ihepcat_2 | -0.02429 3.22 1 0.0727
_Ihepcat_3 | 0.02983 4.73 1 0.0296
_Ihepcat_4 | -0.02254 2.58 1 0.1085
_Ihepcat_5 | 0.03376 6.11 1 0.0135
_Ihepcat_6 | 0.01624 1.43 1 0.2324
_Ihepcat_7 | 0.00075 0.00 1 0.9562
_Isitecat_2 | -0.02876 4.56 1 0.0327
_Isitecat_3 | -0.02031 2.24 1 0.1345
_Isitecat_4 | -0.01405 1.09 1 0.2973
_Isitecat_5 | -0.11526 65.59 1 0.0000
_Isexcat_1 | 0.01412 1.08 1 0.2979
_Iseason_2 | 0.01397 1.03 1 0.3092
_Iseason_3 | 0.00282 0.04 1 0.8368
_Iseason_4 | 0.02057 2.24 1 0.1344
agecatf | -0.00911 0.49 1 0.4843
------------+---------------------------------------------------
global test | 976.68 41 0.0000
----------------------------------------------------------------
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