SC968 PANEL DATA METHODS FOR SOCIOLOGISTS

WORKSHEET FOR LECTURE 5

5.0 OBJECTIVES
 To be able to summarise time to event data
 To become familiar with Cox regression models in Stata
 To perform appropriate commands in Stata to check the proportional
hazards assumption
 To examine the results critically

5.1 GETTING STARTED

Our teaching data is a subset of the British Household Panel Survey (BHPS).
Online documentation for BHPS is at
http://www.iser.essex.ac.uk/survey/bhps/about-bhps/latest-release-of-bhps-data
Set up a working directory. This could be your m: drive, a subset of your m:
drive, or a memory stick. In these instructions, m:/ denotes your working
directory – so if you are not going to use m:/ as your working directory,
substitute the appropriate drive and path.

If your m: drive is on the ISER server then you need to

START  RUN  CMD

and then enter
Net use M: \\iserhome\iserhome\users\your user name

If you have not already done so, download the data from the course website:
http://www.iser.essex.ac.uk/iser/teaching/module-sc968/course-
materials and save it in your working directory as “survival.dta”.
In order to download the data, you will need the username and password,
which you were given in the first practical.
Try to keep a “clean” copy of the data in your working directory, and save any
other datafiles which you may produce under different names.

Open STATA, and set your working directory as your home directory
cd m:
Open the teaching dataset
use survival, clear
 The data set is a subset of records from our training.dta data set containing a
20 percent random sample of the British Household Panel Survey. Data from
wave 1 (1991) to wave 15 (2005) are included. The file is organised in “long”
(person-wave) format so there is one record for each wave that a respondent
participated in the survey. For survival.dta, only those who were single, never
married at wave 1 are selected and only the variables needed for the practical
have been kept. For simplicity, missing values on the independent variables
have been filled in using the last recorded value.

The task today is to analyse time to first cohabiting relationship or marriage in

the BHPS. We will calculate survival time till first lived with a partner from
entry to the study in 1991 until the marital status variable mastat changed to
code 1 (married) or 2 (cohabiting).

The first task will be to get to know the data by looking at some descriptive
statistics. Some variables are derived from those you are familiar with in
preparation for the practical.

describe

summarize

Then comes the most important part before any survival modelling: preparing
the data.

5.2 SUMMARISING TIME TO EVENT DATA

First the data must be declared as survival time data using the stset
command.

stset wave, id(pid) failure(mastat==1 2) exit(mastat==1 2 .)

Stata creates four new variables when stset is run:

_st shows whether the record is to be used in the analysis
_d is 1 if the event occurred, 0 if not
_t0 is the start of the time span for the current record
_t is the end of the time span for the current record.

Have a look at them for the first 100 records and check that they are set
correctly.

list pid wave mastat _st _d _t _t0 in 1/100,sepby(pid) noobs

Then look at the descriptive statistics for the whole file

stdes
Are there any gaps?

The next task is to produce a summary of survival times and rates for the
complete sample.

stsum

What is the total person years of follow-up?

What is the cohabiting relationship rate per year of follow up?

Now look at the summaries for men and women.

stsum, by(sex)

You can plot the hazard function for men and women using the Kaplan-Meier
graph

sts graph, by (sex)

What is the median time to cohabitation for men and women?

Now test for a difference in the time to cohabitation between men and women
using the log rank tests

sts test sex

Is there a significant difference in time to cohabitation between men and

women?
5.3 COX REGRESSION MODELS

Now let’s fit some Cox proportional hazard models to the data. The command
for this is stcox. For example, to predict time to partnership from gender:

xi:stcox i.sex

First look at gender and age group. Run the Cox proportional hazard model
for this and fill in the values in table 1 below:

Table 1. Hazard ratios by gender for time to first cohabiting partnership

Hazard ratio 95% C.I. P value
Unadjusted

Adjusted for age

group

What happens to the hazard ratio for gender when you adjust for age group?
Why do you think the hazard ratio changes?

Now you will look at different measures of socio-economic position (SEP) at

baseline as potential predictors of cohabitation.

The file contains several SEP measures:

nssec_w1 Occupational class at baseline
nssec Occupational class at wave(time+1)
hqual_w1 Education at baseline
hqual Education at wave(time+1)
income_w1 Income at baseline
income Income at wave(time+1)

Type stvary to check this out.

stvary nssec* hqual* income*

Try some models with gender, age group and the three SEP measures at
baseline in turn. Then fill in the values in table 2 below:

Table 2 Hazard ratios for time to first cohabiting partnership

Category Class Education Income
HR (95% CI) HR (95% CI) HR (95% CI)
Unadjusted

Adjusted for
age group and
gender

Adjusted for
age group and
gender and
other SEP
measures

Which measure of SEP has the highest hazard ratios in the unadjusted
models? And which the lowest?
Are they all significant predictors of time to cohabitation?
How would you interpret the differences between the unadjusted hazard ratios
and the hazard ratios adjusted for age and sex?
Does each SEP measure still predict time to cohabitation when you control for
the other SEP measures?
What do you conclude from this?
5.4 THE PROPORTIONAL HAZARDS ASSUMPTION

We ought to check the proportional hazards assumption.

Plot a Kaplan Meier graph for men and women.

stcoxkm, by(sex)

What do you notice? Are the observed lines close to the predicted lines?

Now get a survival probability plot for each gender

sts graph, by(sex) cumhaz

Do the cumulative survival curves cross?

Another way to assess proportional hazards is to use stphplot. For example:

stphplot, strata(sex) adjust(nssec_w1 hqual_w1 income_w1 agegroup)

If the proportional hazards assumption is met, then the lines should be

approximately parallel. Are they?

You can also carry out a formal test of the proportional hazards assumption
for gender. One way to do this is to introduce an interaction term between
gender and time. This can be done with the options tvc and texp in the stcox
command.

xi: stcox i.sex i.agegroup i.nssec_w1 i.hqual_w1 i.income_w1, ///

tvc(i.sex)texp(log(_t))

The tvc option specifies that gender should interact with a function of time and
the texp specifies that this function is log(time). This allows the effect of
gender on survival to vary by time since entry to the study.
You can see that the output gives you two rows for sex. The second relates to
the interaction of sex with log(time). If the interaction is significant, there is
evidence that the effect of gender varies by time. Does it?

The second method to formally test the proportional hazards assumption is on

the basis of Schoenfeld residuals.

xi:stcox i.sex i.agegroup i.hqual_w1 i.nssec_w1 i.income_w1, ///

schoenfeld(sch*) scaledsch(sca*)

estat phtest, rank detail

Is the test statistic significant for sex?

Is there any evidence that hazards are non proportional for one of the other
covariates?

Run the graphical and formal checks on the proportional hazards function for
the variable agegroup.

If there is evidence that the proportional hazards assumption is not met, then
re-run the analyses treating the agegroups as separate strata. This estimates
separate baseline hazard functions for each group thus allowing them to be
non-proportional. To do this, use the strata option.

xi:stcox i.sex i.nssec_w1 i.hqual_w1 i.income_w1, strata(agegroup)

If the proportional hazards function for the SEP measures had been violated,
an option would have been to re-run the analysis using the time-varying
versions of the SEP measures.

xi:stcox i.sex i.agegroup i.hqual i.income i.nssec

 Compare these estimates with the ones in table 2. Why do you think they are
different?

5.5 TRYING A NEW SURVIVAL ANALYSIS ON YOUR OWN!

Some respondents could have withdrawn from the survey before they have
found a partner. We are now going to investigate predictors of drop-out.

The variable wdrawn takes a value 1 if the respondent dropped out of the
survey before wave 15 and 0 otherwise.

Use stset to declare time to withdrawal.

Use list, stdes, stsum to check that you have set the survival variables up
correctly.

Is gender, age or SEP related to withdrawal from the survey?