[R] stratified variables in a cox regression

Bob Green bgreen at dyson.brisnet.org.au
Sat Mar 28 12:28:13 CET 2009


I am hoping for assistance in regards to examining the contribution 
of stratified variables in a cox regression. A previous post by Terry 
Therneau noted that "That is the point of a strata; you are declaring 
a variable to NOT be proportional hazards, and thus there is no 
single "hazard ratio" that describes it". Given this purpose of 
stratification, in the process of building and testing a model, is 
there a way to test if the stratified variables do add anything to a model?

Two variables were stratified because it was considered that the 
proportional hazards assumption was not met (via inspection of 
log-log plots where the curves crossed. I have examined. There were 
no cox.zph values that were statistically significant. I did produce 
plots but found these difficult to interpret). The statistician I 
have been consulting said that in SPSS when variables are stratified 
a model is produced for each different strata (e.g a separate 
analysis for male and female if a gender variable were stratified). I 
have not seen this approach used in R examples I have seen.

Below is my current code -  is there a method to test whether the 
stratified variables should be included in the final model at all?

recidivismv <- read.csv("g://Chapsurv_v.csv",header=T)
cox.V2 <- coxph(Surv(intDaysUntilFVPO, Event_v) ~ intAgeAtMHCIndex + 
PRE + group + strata (MHC, strGender), data = recidivismv)



More information about the R-help mailing list