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Using Aalen's linear hazards model to investigate time-varying effects in the proportional hazards regression model

Author

Listed:
  • David W.Hosmer

    (University of Massachusetts)

  • Patrick Royston

    (Cancer Division, MRC Clinical Trials Unit)

Abstract

In this paper, we describe a new Stata command, stlh, which estimates and tests for the significance of the time-varying regression coefficients in Aalen's linear hazards model; see Aalen (1989). We see two potential uses for this command. One may use it as an alternative to a proportional hazards or other nonlinear hazards regression model analysis to describe the effects of covariates on survival time. A second application is to use the command to supplement a proportional hazards regression model analysis to assist in detecting and then describing the nature of time-varying effects of covariates through plots of the estimated cumulative regression coefficients, with confidence bands, from Aalen's model. We illustrate the use of the command to perform this supplementary analysis with data from a study of residential treatment programs of different durations that are designed to prevent return to drug use. Copyright 2002 by Stata Corporation.

Suggested Citation

  • David W.Hosmer & Patrick Royston, 2002. "Using Aalen's linear hazards model to investigate time-varying effects in the proportional hazards regression model," Stata Journal, StataCorp LP, vol. 2(4), pages 331-350, November.
    • Handle: RePEc:tsj:stataj:v:2:y:2002:i:4:p:331-350
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    References listed on IDEAS

    as
    1. Odd O. Aalen & Ørnulf Borgan & Harald Fekjær, 2001. "Covariate Adjustment of Event Histories Estimated from Markov Chains: The Additive Approach," Biometrics, The International Biometric Society, vol. 57(4), pages 993-1001, December.
    2. Robin Henderson & Alvin Milner, 1991. "Aalen Plots Under Proportional Hazards," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 40(3), pages 401-409, November.
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