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The Stata Journal
Volume 2 Number 4: pp. 331-350



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Using Aalen's linear hazards model to investigate time–varying effects in the proportional hazards regression model

David W. Hosmer
Department of Biostatistics and Epidemiology
School of Public Health and Health Sciences
University of Massachusetts
715 North Pleasant Street
Amherst, MA 01003-9304 USA
413-545-4532
[email protected]
Patrick Royston
Cancer Division
MRC Clinical Trials Unit
222 Euston Road
London NW1 2DA
UK
44-20-7670-4736
[email protected]
Abstract.   In this paper, we describe a new Stata command, stlh, which estimates and tests for the significance of the time-varying regression coefficients in Aalen’s linear hazards model; see Aalen (1989). We see two potential uses for this command. One may use it as an alternative to a proportional hazards or other nonlinear hazards regression model analysis to describe the effects of covariates on survival time. A second application is to use the command to supplement a proportional hazards regression model analysis to assist in detecting and then describing the nature of time-varying effects of covariates through plots of the estimated cumulative regression coefficients, with confidence bands, from Aalen’s model. We illustrate the use of the command to perform this supplementary analysis with data from a study of residential treatment programs of different durations that are designed to prevent return to drug use.
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