Assessing the functional form of the Cox model: The stfform command

Daniele Spinelli and Rino Bellocco
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Daniele Spinelli: Università degli Studi di Milano-Bicocca
Rino Bellocco: Università degli Studi di Milano-Bicocca

Italian Stata Conference 2026 from Stata Users Group

Abstract: We introduce stfform, a postestimation command for stcox that allows users to assess the functional form of continuous covariates in Cox proportional hazards regression models using cumulative sums of martingale residuals. By complementing graphical diagnostics with a formal statistical test, stfform provides a principled assessment of the adequacy of the specified functional form.

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Persistent link: https://EconPapers.repec.org/RePEc:boc:ital26:12

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