Re: st: stcox in case the ph-assumption is rejected

[Alex Gamma <alex.gamma@uzh.ch>]

Yuval,

provided that you -stset- your data correctly (i.e. as containing delyed entries), stpm2 obviously requires you to specifiy the scale option in order to estimate such models. Apart from the command's help-file, there is also a paper from The Stata Journal that explains the use of stpm2 in detail.

Paul C. Lambert & Patrick Royston
Further development of flexible parametric models for survival analysis 
The Stata Journal (2009) 9, Number 2, pp. 265–290 

Alex



> Thanks, that sounds great.
> 
> I tried this and got the following error command:
> 
> . stpm2 mean_reduct reductcurrent_mean_reduct rent_net8
> diff_stdmadadarea diff_mortgage permanentincomeestimate82 a
>> ppreciation,df(4)
> note: delayed entry models are being fitted
> The scale must be specified
> 
> Note that in my sample - tenants start to exercise at t=13. Is this
> fact has something to do with this error message?
> 
> On Fri, Jan 6, 2012 at 5:14 PM, Alex Gamma <alex.gamma@uzh.ch> wrote:
>> Hi Yuval,
>> 
>> I prefer the user-written command STPM2 for these kinds of situation. It makes it easy to model variables that violate the PH-assumption as time-dependent effects using cubic splines.
>> 
>> - ssc describe stpm2 -
>> - ssc install stpm2 -
>> 
>> Alex
>> 
>> 
>> Am 06.01.2012 um 09:06 schrieb Yuval Arbel:
>> 
>>> Dear Statalist Participants,
>>> 
>>> I'm working with stata 11.2. Having read carefully stata's manual
>>> under the title "stcox  PH-assumption tests" I have two questions
>>> (which seems to be relevant to Marteen's answer in another thread):
>>> 
>>> The manual shows very nicely the following situation related to
>>> medical experiments: if we take two groups of cancer patients, where
>>> one group is exposed to a standard treatment and the other to a
>>> special treatment - and we would like to show that the experimental
>>> treatment is more efficient, we anticipate a paralel upward shift  of
>>> the projected survival rates compared to the actual ones. If this is
>>> the case - the PH-assumption, namely the assumption that the hazard to
>>> survival is constant over the sample period, is supported
>>> statistically.
>>> 
>>> My first question is whether this discussion is relevant if I am
>>> applying the Cox model to describe the exercise of call (real) options
>>> to purchase appartments.
>>> 
>>> My second question is the following: suppose that the PH-assumption
>>> does not hold in the sample and the above discussion is relevant. The
>>> stata manual says the following: "If the assumption fails, alternative
>>> modeling choices would be more appropriate (e.g. , a stratified Cox
>>> model, time-varying covariates)."
>>> 
>>> The question is: is there any command to incorporate the -stcox- with
>>> varying hazard level across time? I'm aware of the -strata()- option,
>>> but I wonder whether I can somehow account for time-varying covariates
>>> and incorporate it with -stcox-
>>> 
>>> --
>>> Dr. Yuval Arbel
>>> School of Business
>>> Carmel Academic Center
>>> 4 Shaar Palmer Street,
>>> Haifa 33031, Israel
>>> e-mail1: yuval.arbel@carmel.ac.il
>>> e-mail2: yuval.arbel@gmail.com
>>> *
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>>> *   http://www.ats.ucla.edu/stat/stata/
>> 
>> 
>> *
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> 
> 
> 
> -- 
> Dr. Yuval Arbel
> School of Business
> Carmel Academic Center
> 4 Shaar Palmer Street,
> Haifa 33031, Israel
> e-mail1: yuval.arbel@carmel.ac.il
> e-mail2: yuval.arbel@gmail.com
> 
> *
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