st: Small strata and test of proportional hazard assumption

[Grethe Søndergaard <dkstatstata@gmail.com>]

Hello,

I am analysing my data using a stratified cox-regression and am trying
to find out if the proportional hazards assumptions in my model is
violated. I wanted to test this using the command estat phtest.
However, I have become aware that you cannot do this, when the stratas
are very small (each of the stratas contains 2-6 individuals).
I haven’t been able to find any information about how to test the PH
assumption when you have very small strata. Does anyone know of such
test? (Otherwise I am thinking about first running the full model.
Afterwards I could stsplit my data in two, and run these models. By
lrtest I could probably test whether there is better goodness of fit
in the two time-specific models compared to the full model).

Grethe

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