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Properly calculating estat phtest in the presence of stratified hazards

Author

Listed:
  • Shawna K. Metzger

    (Michigan State University)

  • Benjamin T. Jones

    (University of Mississippi)

Abstract

The Schoenfeld residual-based test for proportional-hazards violations in the Cox duration model is predicated on a key assumption pertaining to ho- moskedasticity in the residuals. This assumption is likely to be violated in the pres- ence of stratified hazards, which is noted in estat phtest’s help file. We provide a wrapper command, stratph, that implements a straightforward modification to the residual-based diagnostic that corrects for the potential assumption violation. We use the stratified hazards example from the stcox help file to demonstrate the stratph command’s workings.

Suggested Citation

  • Shawna K. Metzger & Benjamin T. Jones, 2021. "Properly calculating estat phtest in the presence of stratified hazards," Stata Journal, StataCorp LP, vol. 21(4), pages 1028-1033, December.
    • Handle: RePEc:tsj:stataj:v:21:y:2021:i:4:p:1028-1033
    DOI: 10.1177/1536867X211063408
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