st: survival analysis query regarding stsplit, tvc or using enter and exit options

[Melissa Wright <WrightM10@cardiff.ac.uk>]

Hi
I'm working on a breast cancer survival project and am looking at the 
effect of grade of tumour, size of tumour, nodal status, screening status 
etc on survival.
The proportional hazards assumption is not met for my multivariate Cox 
regression.  There are several significant interactions between variables. 
 Including interaction terms in the model or stratifying by grade of 
tumour etc doesn't help. 

Fitting tvc terms showed that many variables have an interaction with 
time.  For example:-
xi:stcox i.agegroup i.size i.grade i.screencat i.nodes i.diagperiod9609, 
tvc(i.grade) texp(_t>365.25)

I fitted a linear relationship with time, but also allowed for a different 
effect after 1 year and 5 years.

Based on the results I thought it would be sensible and straightforward to 
stratify by time.  I have presented 3 models, 

1st year follow up
stset ftime, failure (dead==1) exit(time 365.25)
xi:stcox  i.agegroup i.size i.grade i.screencat i.nodes i.diagperiod9609
1-5 years follow up
stset ftime, failure (dead==1) enter(time 365.25) exit(time 1826.25)
xi:stcox  i.agegroup i.size i.grade i.screencat i.nodes i.diagperiod9609
5+ years follow up
stset ftime, failure (dead==1) enter(time 1826.25)
xi:stcox  i.agegroup i.size i.grade i.screencat i.nodes i.diagperiod9609

Assumptions are met for all the above models.  I'm not confident that this 
is a legitimate technique however, or if there is a more widely used 
method of dealing with this problem.  Stsplit doesn't seem to be 
appropriate in this instance, unless I'm misunderstanding it's use.

Any advice would be appreciated.
Kind regards
Melissa
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