Hello,


I am posting my first question here to ask how to interpret the interaction term in survival analysis regression.

I'm working on the survival analysis, using the exponential model.
And I would like to include the interaction term between my main variable(work1, time-varying) and calendar year to see how the effects of 'work1' vary with time.

'work1' variable is categorical variable with 3 categories: employed(reference), never employed and previously employed.
And 'calyear' variable is also a categorical variable with 7 categories: 1980-1984(reference), 1985-1989, and so on..


So I used the command:

streg i.work1 i.calyear work1#calyear workex workex2 i.educ2 i.agegroup i.marital3, dist(exponential) robust

and got the result like this (I cropped the result of the rest of variables, being too long) :

Array

So, I have two questions regarding this result.

The first question is how to interpret the hazard ratio of each category for the interaction term.

Since the categories for interaction term that include any of reference category are missing,
it is not clear for me what the hazard ratio means.

For example, what does the coefficient of 'never employed#198-1989' mean?
It might be a relative risk, but compared to what?


And the second question is,
My prime interest would be to see how the hazard ratio of each category of 'work1' variable changes over time..
So I am wondering if there is a way to get the hazard ratio of every category of interaction term?

I tried (1) margins command after running the regression, and I found 'margins' is not suitable to get what I want in the survival analysis context.

and (2) including only interaction term without main effect to make Stata show all the categories, by trying this command:

streg i.work1#i.calyear workex workex2 i.educ2 i.agegroup i.marital3, dist(exponential) robust

but excluding the main effects themselves might not be appropriate.


So if there is anyone who can possibly have an answer, it would be very grateful to share your knowledge.
Thank you so much for your attention!

I will be looking forward to hearing from you!