Dear all,
I am running a stratified cox model on a firm-year dataset. The command i use is:
stset year, failure (event)
stcox x1 x2 x3 ...xN , vce( cluster firm id) strata(firm id)
x1 is my variable of interest, which is a dummy variable (1 for treated, 0 for not treated)
One of my reviewers strongly suggested me to stratify my regression at the firm level, to achieve firm fixed effects. I understand that this would allow the baseline hazard function to vary by firm.
I would like to know if there is a way i could use plot a survival/hazard curve using the stcurve command.
Right now, if i tried
stcurve,hazard at(x1=1) at2(x1=0) kernel(gauss)
I get the following error message:
"stcurve not allowed after stcox, strata()"
Thank you so much for your help.
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