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Re: st: Proportional hazard assumption test for stcrreg
From
Phil Clayton <[email protected]>
To
[email protected]
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 <[email protected]> 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
> <[email protected]> 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
>>
>>
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