Estimating survival functions after stcox with time-varying coefficients

Constantin Ruhe ()
Additional contact information
Constantin Ruhe: University of Konstanz

Stata Journal, 2016, vol. 16, issue 4, 867-879

Abstract: In many applications of the Cox model, the proportional-hazards assumption is implausible. In these cases, the solution to nonproportional hazards usually consists of modeling the effect of the variable of interest and its interaction effect with some function of time. Although Stata provides a command to implement this interaction in stcox, it does not allow the typical visualizations using stcurve if stcox was estimated with the tvc() option. In this article, I provide a short workaround that estimates the survival function after stcox with timedependent coefficients. I introduce and describe the scurve tvc command, which automates this procedure and allows users to easily visualize survival functions for models with time-varying effects. Copyright 2016 by StataCorp LP.

Keywords: scurve_tvc; stcox; tvc() option; stcurve; sts generate; Cox model; proportional hazards; time-varying coefficients; survival function (search for similar items in EconPapers)
Date: 2016
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj16-4/st0458/
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0458 link to article purchase

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:16:y:2016:i:4:p:867-879

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().