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  • Cox proportional hazards assumption and boostrapp

    I run a cox proportional hazards model with bootstrap. After this I tested the proportional assumption using estat phtest. Does estat phtest recognize the bootstrap replications? Here is my code:

    Code:
    stcox i.intensive i.album_cat i.bmi_cat i.statin i.aspirin, vce(bootstrap, nodots reps(1000) seed(5000)) cformat(%9.2f) pformat(%5.2f) sformat(%8.3f)
    estat phtest
    Last edited by Al Bothwell; 07 May 2019, 08:59.

  • #2
    estat phtest will use the variance-covariance matrix ($Var(\hat{\beta})$) estimated using the bootstrap, if that's what you mean.
    See formulas on page 117 here https://www.stata.com/manuals/st.pdf


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    • #3
      Thank you. That is exactly what I wanted to clarify.

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