st: Survival Analysis estat phtest with very large sample size--need help

[prymkiewicz <peter.rymkiewicz@gmail.com>]

Hi,

I need a bit of help.

I am doing a survival analysis on a large population ~435732 people.  I have
been testing the PH assumption using estat phtest and schoenfled residuals.
I believe that the large sample size is causing the phtest indicate evidence
against the PH assumption while the schoenfeld plot would indicate that the
model variables adheres to the PH assumption. I have included the global and
individual variable tests, as well as the plot for one of our variables
(mets). Could you let me know the cause of this and could you let me know if
there are alternative methods or references in literature acknowledging the
phtest and alternative methods for very large study populations.

Thanks,
Peter

. estat phtest, detail

      Test of proportional-hazards assumption

      Time:  Time
      ----------------------------------------------------------------
                  |       rho            chi2       df       Prob>chi2
      ------------+---------------------------------------------------
      male        |      0.01247        11.18        1         0.0008
      age         |      0.05331       252.06        1         0.0000
      0b.urban    |            .            .        1             .
      1.urban     |     -0.01640        19.44        1         0.0000
      99.urban    |     -0.00225         0.36        1         0.5472
      1b.quintile |            .            .        1             .
      2.quintile  |     -0.00620         2.74        1         0.0976
      3.quintile  |     -0.00745         3.98        1         0.0461
      4.quintile  |     -0.00025         0.00        1         0.9457
      5.quintile  |     -0.00311         0.70        1         0.4039
      99.quintile |     -0.00119         0.10        1         0.7499
      mi_1        |     -0.00795         4.63        1         0.0314
      chf_1       |     -0.02492        47.01        1         0.0000
      pvd_1       |      0.00206         0.32        1         0.5734
      cevd_1      |     -0.02076        32.80        1         0.0000
      dem_1       |      0.00630         3.05        1         0.0807
      copd_1      |     -0.01545        17.10        1         0.0000
      rheum_1     |     -0.00840         5.06        1         0.0245
      pub_1       |     -0.00712         3.67        1         0.0553
      mildld_1    |     -0.00959         6.59        1         0.0102
      diab_uc_1   |     -0.02159        34.32        1         0.0000
      diab_c_1    |      0.01731        21.99        1         0.0000
      para_1      |     -0.01532        17.14        1         0.0000
      rd_1        |     -0.03307        82.48        1         0.0000
      cancer_1    |     -0.03237        72.39        1         0.0000
      mlsd_1      |     -0.00246         0.43        1         0.5099
      mets_1      |     -0.06236       272.50        1         0.0000
      hiv_1       |     -0.00863         5.31        1         0.0213
      ------------+---------------------------------------------------
      global test |                   1392.71       26         0.0000
      ----------------------------------------------------------------

<http://statalist.1588530.n2.nabble.com/file/n7580460/phtest_plot_mets_1.jpg> 



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