Estimating survival functions after stcox with time-varying coefficients

Abstract

In many applications of the Cox model, the proportional-hazards assumption is implausible. In these cases, the solution to nonproportional hazards usually consists of modeling the effect of the variable of interest and its interaction effect with some function of time. Although Stata provides a command to implement this interaction in stcox, it does not allow the typical visualizations using stcurve if stcox was estimated with the tvc() option. In this article, I provide a short workaround that estimates the survival function after stcox with timedependent coefficients. I introduce and describe the scurve_tvc command, which automates this procedure and allows users to easily visualize survival functions for models with time-varying effects.