Perform a score test on the coefficients of a Cox model
scoretest_cox varlist
scoretest_cox is for use after stcox; see help stcox.
Description
After fitting a Cox model by using stcox, scoretest_cox performs a score test on the simultanous significance of the coefficients of the variables specified in varlist. It reports the value of the statistic for the test (to be compared with a chi2 distribution), as well as the degrees of freedom of the test and the p-value.
Examples
Use the drugtr.dta dataset and run a Cox model with covariates drug and age . use http://www.stata-press.com/data/r10/drugtr
. stcox drug age
Perform a score test on the significance of the coefficient for variable drug
. scoretest_cox drug
Perform a score test on the simultaneous significance of the coefficients for variables drug and age
. scoretest_cox drug age
References
Klein, J.P. and M. L. Moeschberger.1997. Survival Analysis. Techniques for Censored and Truncated Data. New York, USA: Springer.
Author
Isabel Canette, StataCorp LP icanette@stata.com
Also see
Online: help for stset, stcox
Manual: [ST] stset, [ST] stcox.