Estimating survival functions after stcox with time-varying coefficients
Constantin Ruhe
Zukunftskolleg and Department of Politics and Public Administration
University of Konstanz
Konstanz, Germany
[email protected]
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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.
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Constantin Ruhe
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scurve_tvc, stcox, tvc() option, stcurve, sts generate, Cox model, proportional hazards, time-varying coefficients, survival function
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