English, Article edition: STCOXGOF: Stata module to produce goodness-of-fit test and plot after a Cox model Enzo Coviello

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Bookmark: http://trove.nla.gov.au/version/102835
Physical Description
  • code
Language
  • English

Edition details

Title
  • STCOXGOF: Stata module to produce goodness-of-fit test and plot after a Cox model
Author
  • Enzo Coviello
Physical Description
  • code
Notes
  • 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.
  • Cox model, goodness of fit, Gronnesby and Borgan test, Arjas plot
  • RePEc:boc:bocode:s456894
Language
  • English
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