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stata_survival
clear
input
1 1 0
1 2 0
2 1 1
2 2 1
3 1 1
3 2 1
4 1 0
4 2 0
end
The other important concept in survival analysis is the hazard rate. From looking at data with discrete time (time measured in large intervals such as
month, years or even decades) we can get an intuitive idea of the hazard rate. For discrete time the hazard rate is the probability that an individual will
experience an event at time t while that individual is at risk for having an event. Thus, the hazard rate is really just the unobserved rate at which events
occur. If the hazard rate is constant over time and it was equal to 1.5 for example this would mean that one would expect 1.5 events to occur in a time
interval that is one unit long. Furthermore, if a person had a hazard rate of 1.2 at time t and a second person had a hazard rate of 2.4 at time t then it
would be correct to say that the second person's risk of an event would be two times greater at time t. It is important to realize that the hazard rate is an
un-observed variable yet it controls both the occurrence and the timing of the events. It is the fundamental dependent variable in survival analysis.
Another important aspect of the hazard function is to understand how the shape of the hazard function will influence the other variables of interest such as
the survival function. The first graph below illustrates a hazard function with a 'bathtub shape'. This graph is depicting the hazard function for the survival of
organ transplant patients. At time equal to zero they are having the transplant and since this is a very dangerous operation they have a very high hazard (a
great chance of dying). The first 10 days after the operation are also very dangerous with a high chance of the patient dying but the danger is less than
during the actual operation and hence the hazard is decrease during this period. If the patient has survived past day 10 then they are in very good shape
and have a very little chance of dying in the following 6 months. After 6 months the patients begin to experience deterioration and the chances of dying
increase again and therefore the hazard function starts to increase. After one year almost all patients are dead and hence the very high hazard function
which will continue to increase.
The hazard function may not seem like an exciting variable to model but other indicators of interest, such as the survival function, are derived from the
hazard rate. Once we have modeled the hazard rate we can easily obtain these other functions of interest. To summarize, it is important to understand
the concept of the hazard function and to understand the shape of the hazard function.
An example of a hazard function for heart transplant patients.
We are generally unable to generate the hazard function instead we usually look at the cumulative hazard curve.
list id time censor age ndrugtx treat site herco in 1/10, nodisplay
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
id
1
2
3
4
5
6
7
8
9
10
time
188
26
207
144
551
32
459
22
210
184
censor
1
1
1
1
0
1
1
1
1
1
age
39
33
33
32
24
30
39
27
40
36
ndrugtx
1
8
3
1
5
1
34
2
3
7
treat
1
1
1
0
1
1
1
1
1
1
site
0
0
0
0
0
0
0
0
0
0
herco
3
3
2
3
2
1
3
3
2
2
censor
time
6.80
0.0091
The log-rank test of equality across strata for the predictor site has a p-value of 0.1240, thus site will be included as a potential candidate for the final
model because this p-value is still less than our cut-off of 0.2. From the graph we see that the survival curves are not all that parallel and that there are two
periods ( [0, 100] and [200, 300] ) where the curves are very close together. This would explain the rather high p-value from the log-rank test.
censor
time
2.37
0.1240
The log-rank test of equality across strata for the predictor herco has a p-value of 0.1473, thus herco will be included as potential candidate for the final
model. From the graph we see that the three groups are not parallel and that especially the groups herco=1 and herco=3 overlap for most of the graph.
This lack of parallelism could pose a problem when we include this predictor in the Cox proportional hazard model since one of the assumptions is
proportionality of the predictors.
censor
time
3.83
0.1473
It is not feasible to calculate a Kaplan-Meier curve for the continuous predictors since there would be a curve for each level of the predictor and a
continuous predictor simply has too many different levels. Instead we consider the Cox proportional hazard model with a single continuous predictor.
Unfortunately it is not possibly to produce a plot when using the stcox command. Instead we consider the Chi-squared test for ndrugtx which has a pvalue of 0.0003 thus ndrugtx is a potential candidate for the final model since the p-value is less than our cut-off value of 0.2. We specify the option nohr
to indicate that we do not want to see the hazard ratio rather we want to look at the coefficients.
611
496
143002
Number of obs
611
LR chi2(1)
=
13.35
Log likelihood =
-2868.299
Prob > chi2
=
0.0003
-----------------------------------------------------------------------------_t |
_d |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------ndrugtx |
.029372
.0074979
3.92
0.000
.0146763
.0440676
-----------------------------------------------------------------------------In this model the Chi-squared test of age also has a p-value of less than 0.2 and so it is a potential candidate for the final model.
623
504
146816
Number of obs
623
LR chi2(1)
=
3.24
Log likelihood =
-2931.4929
Prob > chi2
=
0.0719
-----------------------------------------------------------------------------_t |
_d |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0128641
.0071888
-1.79
0.074
-.0269539
.0012256
------------------------------------------------------------------------------
Model Building
For our model building, we will first consider the model which will include all the predictors that had a p-value of less than 0.2 - 0.25 in the univariate
analyses which in this particular analysis means that we will include every predictor in our model. The categorical predictor herco has three levels and
therefore we will include this predictor using dummy variable with the group herco=1 as the reference group. We can create these dummy variables on the
fly by using the xi command with stcox.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2851.6989
= -2851.0884
= -2851.0863
= -2851.0863
610
495
142994
-2851.0863
Number of obs
610
LR chi2(6)
Prob > chi2
=
=
34.94
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0237543
.0075611
-3.14
0.002
-.0385737
-.0089349
ndrugtx |
.034745
.0077538
4.48
0.000
.0195478
.0499422
1.treat | -.2540169
.091005
-2.79
0.005
-.4323834
-.0756504
1.site | -.1723881
.1020981
-1.69
0.091
-.3724966
.0277205
|
herco |
2 |
.2467753
.1227597
2.01
0.044
.0061706
.4873799
3 |
.125668
.1030729
1.22
0.223
-.0763513
.3276873
-----------------------------------------------------------------------------test 2.herco 3.herco
( 1)
( 2)
2.herco = 0
3.herco = 0
chi2( 2) =
Prob > chi2 =
4.36
0.1130
The predictor herco is clearly not significant and we will drop it from the final model. The predictor site is also not significant but from prior research we
know that this is a very important variable to have in the final model and therefore we will not eliminate site from the model. So, the final model of main
effects include: age, ndrugtx, treat and site.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2853.8641
= -2853.2393
= -2853.2371
= -2853.2371
610
495
142994
-2853.2371
Number of obs
610
LR chi2(4)
Prob > chi2
=
=
30.64
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0221289
.0075108
-2.95
0.003
-.0368499
-.007408
ndrugtx |
.0350249
.0076676
4.57
0.000
.0199967
.050053
1.treat | -.2436784
.0905411
-2.69
0.007
-.4211358
-.0662211
1.site | -.1683325
.1004119
-1.68
0.094
-.3651362
.0284712
------------------------------------------------------------------------------
Interactions
Next we need to consider interactions. We do not have any prior knowledge of specific interactions that we must include so we will consider all the
possible interactions. Since our model is rather small this is manageable but the ideal situation is when all model building, including interactions, are theory
driven.
The interaction term of age with ndrugtx is not significant and will not be included in the model.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Iteration 4:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
=
=
=
=
=
-2868.555
-2854.6056
-2851.8845
-2851.8195
-2851.8195
= -2851.8195
610
495
142994
-2851.8195
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
33.47
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0110172
.0100068
-1.10
0.271
-.0306302
.0085959
ndrugtx |
.1054144
.0419532
2.51
0.012
.0231875
.1876412
1.treat | -.2352811
.0906447
-2.60
0.009
-.4129416
-.0576207
1.site | -.1746173
.1004498
-1.74
0.082
-.3714953
.0222607
|
c.age#|
c.ndrugtx | -.0020967
.0012469
-1.68
0.093
-.0045406
.0003472
-----------------------------------------------------------------------------The interaction age and treat is not significant and will not be included in the model.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2852.845
= -2852.1654
= -2852.1631
= -2852.1631
610
495
142994
-2852.1631
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
32.78
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0114621
.0103995
-1.10
0.270
-.0318448
.0089205
ndrugtx |
.0357659
.0077155
4.64
0.000
.0206437
.050888
1.treat |
.4483383
.4809163
0.93
0.351
-.4942403
1.390917
1.site | -.1492698
.1010768
-1.48
0.140
-.3473766
.048837
|
treat#c.age |
1 |
-.021469
.0146588
-1.46
0.143
-.0501996
.0072616
-----------------------------------------------------------------------------The interaction age anf site is significant and will be included in the model.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2851.487
= -2850.8935
= -2850.8915
= -2850.8915
610
495
142994
-2850.8915
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
35.33
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0336943
.0092913
-3.63
0.000
-.051905
-.0154837
ndrugtx |
.0364537
.0077012
4.73
0.000
.0213597
.0515478
1.treat | -.2674113
.0912282
-2.93
0.003
-.4462153
-.0886073
1.site | -1.245928
.5087349
-2.45
0.014
-2.24303
-.2488262
|
site#c.age |
1 |
.0337728
.0155087
2.18
0.029
.0033764
.0641693
-----------------------------------------------------------------------------The interaction drug anf treat is not significant and will be not included in the model.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Iteration 4:
log likelihood
Refining estimates:
=
=
=
=
=
-2868.555
-2854.1019
-2853.0275
-2853.0174
-2853.0174
Iteration 0:
610
495
142994
-2853.0174
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
31.08
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0220158
.0075029
-2.93
0.003
-.0367212
-.0073105
ndrugtx |
.0404798
.011066
3.66
0.000
.0187909
.0621686
1.treat | -.1949252
.1166714
-1.67
0.095
-.423597
.0337465
1.site | -.1708522
.1004592
-1.70
0.089
-.3677487
.0260442
|
treat#|
c.ndrugtx |
1 | -.0099061
.0149405
-0.66
0.507
-.0391889
.0193767
-----------------------------------------------------------------------------The interaction drug and site is not significant and will not be included in the model.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Iteration 4:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
=
=
=
=
=
-2868.555
-2853.9255
-2853.1789
-2853.1746
-2853.1746
= -2853.1746
610
495
142994
-2853.1746
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
30.76
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0222734
.0075266
-2.96
0.003
-.0370251
-.0075216
ndrugtx |
.0366438
.0088665
4.13
0.000
.0192658
.0540218
1.treat | -.2454197
.0906816
-2.71
0.007
-.4231524
-.067687
1.site | -.1417165
.1253391
-1.13
0.258
-.3873766
.1039435
|
site#|
c.ndrugtx |
1 | -.0059702
.0169939
-0.35
0.725
-.0392776
.0273373
-----------------------------------------------------------------------------The interaction treat and site is not significant and will not be included in the model.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2852.4136
= -2851.8662
= -2851.8645
= -2851.8645
610
495
142994
-2851.8645
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
33.38
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0238596
.007638
-3.12
0.002
-.0388297
-.0088895
ndrugtx |
.0361507
.0077457
4.67
0.000
.0209694
.0513321
1.treat | -.3404088
.107682
-3.16
0.002
-.5514616
-.129356
1.site | -.3238557
.139417
-2.32
0.020
-.597108
-.0506033
|
treat#site |
1 1 |
.3335144
.2009322
1.66
0.097
-.0603054
.7273342
-----------------------------------------------------------------------------The final model including interaction. Now we can see why it was important to include site in our model as prior research had suggested because it turns
out that site is involved in the only significant interaction in the model. We can compare the model with the interaction to the model without the interaction
using the lrtest command since the models are nested. The significant lrtest indicates that we reject the null hypothesis that the two models fit the data
equally well and conclude that the bigger model with the interaction fits the data better than the smaller model which did not include the interaction.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2851.487
= -2850.8935
= -2850.8915
= -2850.8915
610
495
142994
-2850.8915
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
35.33
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0336943
.0092913
-3.63
0.000
-.051905
-.0154837
ndrugtx |
.0364537
.0077012
4.73
0.000
.0213597
.0515478
1.treat | -.2674113
.0912282
-2.93
0.003
-.4462153
-.0886073
1.site | -1.245928
.5087349
-2.45
0.014
-2.24303
-.2488262
|
site#c.age |
1 |
.0337728
.0155087
2.18
0.029
.0033764
.0641693
-----------------------------------------------------------------------------estimates store m1
stcox age ndrugtx i.treat i.site, nohr
failure _d:
analysis time _t:
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2853.8641
= -2853.2393
= -2853.2371
= -2853.2371
610
495
142994
-2853.2371
Number of obs
610
LR chi2(4)
Prob > chi2
=
=
30.64
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0221289
.0075108
-2.95
0.003
-.0368499
-.007408
ndrugtx |
.0350249
.0076676
4.57
0.000
.0199967
.050053
1.treat | -.2436784
.0905411
-2.69
0.007
-.4211358
-.0662211
1.site | -.1683325
.1004119
-1.68
0.094
-.3651362
.0284712
-----------------------------------------------------------------------------lrtest . m1
Likelihood-ratio test
(Assumption: . nested in m1)
The final model and interpretation of the hazard ratios.
censor
time
LR chi2(1) =
Prob > chi2 =
4.69
0.0303
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2851.487
= -2850.8935
= -2850.8915
= -2850.8915
610
495
142994
-2850.8915
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
35.33
0.0000
stcox, nohr
Cox regression -- Breslow method for ties
No. of subjects =
No. of failures =
Time at risk
=
Log likelihood
610
495
142994
-2850.8915
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
35.33
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0336943
.0092913
-3.63
0.000
-.051905
-.0154837
ndrugtx |
.0364537
.0077012
4.73
0.000
.0213597
.0515478
1.treat | -.2674113
.0912282
-2.93
0.003
-.4462153
-.0886073
1.site | -1.245928
.5087349
-2.45
0.014
-2.24303
-.2488262
|
site#c.age |
1 |
.0337728
.0155087
2.18
0.029
.0033764
.0641693
-----------------------------------------------------------------------------Comparing 2 subjects within site A (site=0), an increase in age of 5 years while all other variables are held constant yields a hazard ratio equal to
exp(-0.03369*5) = .84497351. Thus, the rate of relapse is decreased by (100% - 84.5%) = 15.5% with an increase of 5 years in age. Comparing 2 subjects
within site B, an increase in age of 5 years while holding all other variables constant, yields a hazard ratio equal to exp(-0.03369*5 + 0.03377*5) = 1.0004.
Thus, the rate of relapse stays fairly flat for subjects at site B since 1.0004 if so close to 1.
Proportionality Assumption
One of the main assumptions of the Cox proportional hazard model is proportionality. There are several methods for verifying that a model satisfies the
assumption of proportionality and for more information on this topic please refer to our FAQ Tests of proportionality in SAS, Stata, SPLUS and R. We will
check proportionality by including time-dependent covariates in the model by using the tvc and the texp options in the stcox command. Time dependent
covariates are interactions of the predictors and time. In this analysis we choose to use the interactions with log(time) because this is the most common
function of time used in time-dependent covariates but any function of time could be used. If a time-dependent covariate is significant this indicates a
violation of the proportionality assumption for that specific predictor.
The conclusion is that all of the time-dependent variables are not significant either collectively or individually thus supporting the assumption of proportional
hazard.
stcox age ndrugtx i.treat i.site c.age#i.site, nohr tvc(age ndrugtx treat site) texp(ln(_t))
failure _d:
analysis time _t:
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Iteration 4:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
=
=
=
=
=
-2868.555
-2850.4619
-2849.8647
-2849.8626
-2849.8626
= -2849.8626
610
495
Number of obs
610
Time at risk
142994
Log likelihood
-2849.8626
LR chi2(9)
Prob > chi2
=
=
37.38
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------main
|
age | -.0322788
.0340846
-0.95
0.344
-.0990834
.0345258
ndrugtx |
.0173789
.0321568
0.54
0.589
-.0456473
.0804052
1.treat | -.6671007
.4114915
-1.62
0.105
-1.473609
.1394078
1.site | -1.637207
.6801889
-2.41
0.016
-2.970353
-.3040617
|
site#c.age |
1 |
.033723
.015548
2.17
0.030
.0032495
.0641965
-------------+---------------------------------------------------------------tvc
|
age | -.0004057
.007119
-0.06
0.955
-.0143587
.0135473
ndrugtx |
.0042828
.0069637
0.62
0.539
-.0093658
.0179314
treat |
.0860457
.0863163
1.00
0.319
-.0831312
.2552226
site |
.084347
.0974399
0.87
0.387
-.1066317
.2753258
-----------------------------------------------------------------------------Note: variables in tvc equation interacted with ln(_t)
Another method of testing the proportionality assumption is by using the Schoenfeld and scaled Schoenfeld residuals which must first be saved through
the stcox command. In the stphtest command we test the proportionality of the model as a whole and by using the detail option we get a test of
proportionality for each predictor. By using the plot option we can also obtain a graph of the scaled Schoenfeld assumption. If the tests in the table are not
significance (p-values over 0.05) then we can not reject proportionality and we assume that we do not have a violation of the proportional assumption. A
horizontal line in the graphs is further indication that there is no violation of the proportionality assumption. The stphplot command uses log-log plots to
test proportionality and if the lines in these plots are parallel then we have further indication that the predictors do not violate the proportionality
assumption.
The predictor treat might warrant some closer examination since it does have a significant test and the curve in the graph is not completely horizontal.
The graph from the stphplot command does not have completely parallel curves. However, we choose to leave treat in the model unaltered based on
prior research.
If one of the predictors were not proportional there are various solutions to consider. One solution is to include the time-dependent variable for the nonproportional predictors. Another solution is to stratify on the non-proportional predictor. The following is an example of stratification on the predictor treat.
Note that treat is no longer included in the model statement instead it is specified in the strata statement.
-------------------------------------------------------------------------------------------------------------> treat = 0
failure _d:
analysis time _t:
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
=
=
=
=
-1311.1538
-1302.3552
-1302.0834
-1302.0827
= -1302.0827
310
257
65887
-1302.0827
Number of obs
310
LR chi2(4)
Prob > chi2
=
=
18.14
0.0012
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0332994
.0139111
-2.39
0.017
-.0605646
-.0060341
ndrugtx |
.0403077
.0115213
3.50
0.000
.0177263
.062889
site |
-1.7505
.7047318
-2.48
0.013
-3.131749
-.3692513
|
site#c.age |
1 |
.0454033
.0213107
2.13
0.033
.0036351
.0871715
------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------> treat = 1
failure _d:
analysis time _t:
Iteration
Iteration
Iteration
Iteration
0:
1:
2:
3:
log
log
log
log
censor
time
likelihood
likelihood
likelihood
likelihood
=
=
=
=
-1214.6484
-1206.8412
-1206.4699
-1206.4683
Refining estimates:
Iteration 0:
log likelihood = -1206.4683
Cox regression -- Breslow method for ties
No. of subjects =
No. of failures =
Time at risk
=
Log likelihood
300
238
77107
-1206.4683
Number of obs
300
LR chi2(4)
Prob > chi2
=
=
16.36
0.0026
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0383652
.0126867
-3.02
0.002
-.0632308
-.0134997
ndrugtx |
.0363666
.0105992
3.43
0.001
.0155926
.0571406
site | -.4327386
.7562894
-0.57
0.567
-1.915039
1.049561
|
site#c.age |
1 |
.0139769
.0232429
0.60
0.548
-.0315784
.0595322
-----------------------------------------------------------------------------The parameter estimates are almost the same for each level of treat which further indicates that treat really is proportional. If treat were truly violating the
assumption of proportionality we would expect the estimates to differ. The estimates are also very similar to the estimates obtained from the model
including treat as a predictor.
censor
time
Iteration 0:
log likelihood
Iteration 1:
log likelihood
Iteration 2:
log likelihood
Iteration 3:
log likelihood
Refining estimates:
Iteration 0:
log likelihood
= -2868.555
= -2851.487
= -2850.8935
= -2850.8915
= -2850.8915
610
495
142994
-2850.8915
Number of obs
610
LR chi2(5)
Prob > chi2
=
=
35.33
0.0000
-----------------------------------------------------------------------------_t |
Coef.
Std. Err.
z
P>|z|
[95% Conf. Interval]
-------------+---------------------------------------------------------------age | -.0336943
.0092913
-3.63
0.000
-.051905
-.0154837
ndrugtx |
.0364537
.0077012
4.73
0.000
.0213597
.0515478
treat | -.2674113
.0912282
-2.93
0.003
-.4462153
-.0886073
site | -1.245928
.5087349
-2.45
0.014
-2.24303
-.2488262
|
site#c.age |
1 |
.0337728
.0155087
2.18
0.029
.0033764
.0641693
------------------------------------------------------------------------------
Looking at the survival function for one covariate pattern is sometimes not sufficient. It is often very useful to have a graph where we can compare the
survival functions of different groups. In the following example we generate a graph with the survival functions for the two treatment groups where all the
subjects are 30 years old (age=30), have had 5 prior drug treatments (ndrugtx=5) and are currently being treated at site A (site=0 and agesite=30*0=0).
Thus, the two covariate patterns differ only in their values for treat.
We see that the hazard function follows the 45 degree line very closely except for very large values of time. It is very common for models with censored
data to have some wiggling at large values of time and it is not something which should cause much concern. Overall we would conclude that the final
model fits the data very well.
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