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| From | Phil Clayton <philclayton@internode.on.net> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Proportional hazard assumption test for stcrreg |
| Date | Tue, 6 Aug 2013 09:29:30 +1000 |
See also: Zhou B, Fine J, Laird G. Goodness-of-fit test for proportional subdistribution hazards model. Stat Med. 2013. DOI: 10.1002/sim.5815 Phil On 06/08/2013, at 6:10 AM, Adam Olszewski <adam.olszewski@gmail.com> wrote: > Hi Christel, > For competing risk regression, the options are: > - "graphical method" predict Schoenfeld residuals and plot them the > same way that -estat phtest- does (see -help stcrreg > postestimation##predict- ); I suppose one could write a test to obtain > a p-value similar for the -estat phtest- but I do not know if such > tests have been validated; > - "time interaction method" - study each regressor's interaction with > time using the tvc() option of stcrreg; this may be time consuming in > your dataset, since stcrreg is very slow with tvc(); > I hope this helps, > Adam Olszewski > > On Mon, Aug 5, 2013 at 9:53 AM, Christel Häggström > <christel.haggstrom@urologi.umu.se> wrote: >> Dear Statausers, >> >> I am using stcrreg for competing risk analyses, which assumes proportionality of hazards over time, but I haven't found any way to test the proportionality assumption. The Cox model (stcox) which also build upon the same assumption have a post estimation command (estat phtest) which is easy to use, but this option is missing in stcrreg. I have a dataset with approx. 300 000 individuals and 5 covariates which I want to include in the competing risk regression. Other statausers that have used stcrreg, how did you check for this? Any suggestions? >> >> Thank you for the consideration. >> Christel >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/