st: Proportionality check: stcrreg with an established tvc

["Boyle, Nicole M" <nboyle@fhcrc.org>]

Hello all,

I'm fitting a model in stcrreg and am trying to check for proportional hazards via the time dependent 
covariate method. I already have a tvc in my model, and I don't know how to properly check for
proportionality of the other non-time varying covariates.

Here's the model I want to use in my study; I've included "grade" as a tvc, as grade's time-dependence is
relevant to our study:

        stcrreg myel i.grft i.prop i.year age grade, compete(failure==2) tvc(grade)


Here's the model I'd like to use to check for proportionality, where all vars are now tvc:

        stcrreg myel i.grft i.prop i.year age grade, compete(failure==2) tvc(myel i.grft i.prop i.year age grade)

Then followed by the postestimation Wald test, which will test if any of the tvcs in the model are significant:

        test [tvc]


My problem:
I don't want to leave tvc(grade) out of this test, since proportionality of the other covariates 
may change in the presence/absence of tvc(grade). However, keeping tvc(grade) in this test may also result
in a significant Wald test, and therefore an artifactual proportional hazards violation if tvc(grade) is in fact
significant. 

Should I instead use this postestimation command...

	test [tvc], mtest

...which will test for the presence any time-dependence AS WELL AS individual time-dependence (per each
 covariate)? Or should I leave "grade" completely out of the proportionality check model?


Thanks a million,
Nicole
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