Abstract
The Schoenfeld residual-based test for proportional-hazards violations in the Cox duration model is predicated on a key assumption pertaining to homoskedasticity in the residuals. This assumption is likely to be violated in the presence of stratified hazards, which is noted in estat phtest’s help file. We provide a wrapper command, stratph, that implements a straightforward modification to the residual-based diagnostic that corrects for the potential assumption violation. We use the stratified hazards example from the stcox help file to demonstrate the stratph command’s workings.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: The Stata Journal: Promoting communications on statistics and Stata
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
