STCOXGOF: Stata module to produce goodness-of-fit test and plot after a Cox model

Enzo Coviello ()
Additional contact information
Enzo Coviello: Dipartimento di Prevenzione Az. USL Ba/1

Statistical Software Components from Boston College Department of Economics

Abstract: stcoxgof is a post-estimation command testing the goodness of fit after a Cox model. So you must use this command after stcox. To compute Gronnesby and Borgan test and to obtain Arjas like plots Martingale residuals must also be saved specifying stcox's mgale() option; see help stcox. stcoxgof calls scoretest_cox, written by Isabel Canette of StataCorp, to compute score test statistics.

Language: Stata
Requires: Stata version 10.0
Keywords: Cox model; goodness of fit; Gronnesby and Borgan test; Arjas plot (search for similar items in EconPapers)
Date: 2007-12-01, Revised 2008-07-28
Note: This module may be installed from within Stata by typing "ssc install stcoxgof". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/stcoxgof.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stcoxgof.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scoretest_cox.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scoretest_cox.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stcoxgof_example.ado example program (text/plain)
http://fmwww.bc.edu/repec/bocode/u/uis_gof.dta sample data file (application/x-stata)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456894

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