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The Schoenfeld residual-based test for proportional-hazards violations in the Cox duration model is predicated on a key assumption pertaining to ho- moskedasticity in the residuals. This assumption is likely to be violated in the presence of stratified hazards, which is noted in estat phtest’s help file. We provide a wrapper command, stratph, that implements a straightforward modification to the residual-based diagnostic that corrects for the potential assumption violation.
We use the stratified hazards example from the stcox help file to demonstrate the stratph command’s workings.
