STCOXGOF: Stata module to produce goodness-of-fit test and plot after a Cox model

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STCOXGOF: Stata module to produce goodness-of-fit test and plot after a Cox model

Author Info

Enzo Coviello () (Dipartimento di Prevenzione Az. USL Ba/1)

Abstract

stcoxgof is a post-estimation command testing the goodness of fit after a Cox model. So you must use this command after stcox. To compute Gronnesby and Borgan test and to obtain Arjas like plots Martingale residuals must also be saved specifying stcox's mgale() option; see help stcox. stcoxgof calls scoretest_cox, written by Isabel Canette of StataCorp, to compute score test statistics.

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File URL: http://fmwww.bc.edu/repec/bocode/s/stcoxgof.ado
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File URL: http://fmwww.bc.edu/repec/bocode/s/stcoxgof.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/scoretest_cox.ado
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File URL: http://fmwww.bc.edu/repec/bocode/s/scoretest_cox.sthlp
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File URL: http://fmwww.bc.edu/repec/bocode/s/stcoxgof_example.ado
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File URL: http://fmwww.bc.edu/repec/bocode/u/uis_gof.dta
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456894.

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Programming language: Stata
Requires: Stata version 10.0
Date of creation: 01 Dec 2007
Date of revision: 28 Jul 2008
Handle: RePEc:boc:bocode:s456894

Note: This module may be installed from within Stata by typing "ssc install stcoxgof". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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Web page: http://fmwww.bc.edu/EC/
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This page was last updated on 2009-11-14.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.