From the course: Advanced and Specialized Statistics with Stata

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Diagnostics for Cox models

Diagnostics for Cox models - Stata Tutorial

From the course: Advanced and Specialized Statistics with Stata

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Diagnostics for Cox models

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- [Instructor] In this session we'll explore Diagnostic Options for the Cox's Proportional Hazard Model. Specifically, we'll introduce commands that test the proportional hazards assumption. The Cox Model assumes that the hazard ratio is constant over time. In other words, there is a base line hazard and variables simply shift this baseline up or down. It is important to evaluate this constraint when presenting Cox regression models. If this assumption fails, then alternative modeling choices may need to be considered. These could include either different specifications or different methodologies such as nonparametric or parametric techniques. Here is a quick graphical reminder of the underlying concept we need to test. The Cox Model computes a baseline hazard function. In other words, everyone has similar survivor or hazard functions. Different covariates will simply proportionally adjust their shape of the hazard…

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