Properly Calculating estat phtest in the Presence of Stratified Hazards

The Schoenfeld residual-based test for proportional hazards violations in the Cox duration model is predicated on a key assumption pertaining to homoscedasticity in the residuals. This assumption is likely to be violated in the presence of stratified hazards, as estat phtest’s help file notes. We provide a wrapper command, stratph, that implements a straightforward modification to the residual-based diagnostic that corrects for the potential assumption violation. We use the stratified hazards example from the stcox help file to demonstrate the command’s workings.