Thank you for your answer. Here is the situation. When I use SAS, as explained in my post (and the attachment to my post), the variable TotFec IS NOT proprotional. When I run the analysis in R, Tot Fec is proportional, as seen below:
> print(cox.zph(CoxModel.15)) rho chisq p TotFec 0.056822 1.58e-01 0.691 InfStaStr[T.UN] 0.000708 3.49e-05 0.995 GLOBAL NA 1.71e-01 0.918
I did test the factor by itself, and agin, its seems to be proportional.
> cox.zph(fit, transform = 'identity') rho chisq p TotFec 0.14 0.924 0.336 > cox.zph(fit, transform='log') rho chisq p TotFec 0.181 1.55 0.214
As shown above, my variable is proportional in all test performed in R. Additionaly, in the analysis with SAS, only the inclusion of TotFec*LOG(Time) in the cox model produces non-proprotionality for this variable. Another test, using Assess with ph, shows that TotFec is proportional (Supremum test, p=0.0930).
A book on Cox Model, published in 2000, authored by Therneau and Rambsch, "Modeling Survival Data: Extending The Cox Model" (page 144-145) refers to a question by a user that found a somehow similar situation when analyzing his data (SAS shows a variable to be non-proportional, but R otherwise). The authors show that when testing in R, the "identity" tansformation produces a p=0.69 (proportional) and the log transformation produces a p=0.00694 (non-proportional). They point out that after examining the data and transformation graphs, it is clear that the non-proportionality was caused by ONLY two early data points that were outliers in a log plot (hence, the log test has a p=0.00694, as shown obove). They argue that the non-proprotionality for the variable in question should be ignored.
I was using an analog rationale for my data set. The points that seem to be causing the non-proprotiuonality are "early" data points.
In a separate point, it must be really scary living in a world where everyone who asks a question like this is a "data dredger" (paraphrasing your words). Is not more logical to assume that if someone asks this question is sincerely looking for some advise? How is it logical to assume that someone who wants to cheat in his data analysis would bring this question to light in a public forum? Perhaps I am naive to think that this forum is a place to candidly address doubts on data analysis.
Anyway, Thank you for your answer. If you feel that you do not want to answer me back, I understand it. Have a good day.
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