STFFORM: Stata module to provide Functional form test for Cox Models

Daniele Spinelli

Statistical Software Components from Boston College Department of Economics

Abstract: stfform is a postestimation tool of stcox that tests the specification of the functional form of a Cox model based on Lin et al (1993). Checking the Cox model with cumulative sums of martingale-based residuals. Biometrika, 80(3), 557-572.

Language: Stata
Requires: Stata version 16
Keywords: Cox model; survival data; functional form (search for similar items in EconPapers)
Date: 2024-05-28, Revised 2024-09-19
Note: This module should be installed from within Stata by typing "ssc install stfform". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/stfform.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stfform.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lstfform.mlib Mata object library (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459335

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