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STARJAS: Stata module to produce Arjas plot to check proportional hazards assumption

Author

Listed:
  • Enzo Coviello

    (Dipartimento di Prevenzione Az. USL Ba/1)

Programming Language

Stata

Abstract

Arjas plots allow to check if a categorical covariate should be included in a proportional hazards model and if this covariate has proportional hazards. For each level a line is plotted. If the covariate does not need to be in the model then for each value a roughly 45° line through origin should be plotted. Otherwise Arjas plots will give curves which are approximately linear but with slope differing from 1. If a covariate has a nonproportional effect on the hazard rate then the curves will differ nonlinearly from 45° line. Assume an indicator variable having only two values 0 and 1, the curve for the level 1 should be concave if the hazard ratio is increasing in t whereas the curve for the level 0 should be convex.

Suggested Citation

  • Enzo Coviello, 2007. "STARJAS: Stata module to produce Arjas plot to check proportional hazards assumption," Statistical Software Components S456813, Boston College Department of Economics, revised 18 Dec 2007.
    • Handle: RePEc:boc:bocode:s456813
    Note: This module should be installed from within Stata by typing "ssc install starjas". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/s/starjas.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/starjas.hlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/a/arjas_example.ado
    File Function: example program
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    File URL: http://fmwww.bc.edu/repec/bocode/b/BMT.dta
    File Function: sample data file
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    File URL: http://fmwww.bc.edu/repec/bocode/s/starjas.pdf
    File Function: presentation slides
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