Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [schoenfeld-residuals]

29 questions
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What are the options in proportional hazard regression model when Schoenfeld residuals are not good?

I am doing a Cox proportional hazards regression in R using coxph, which includes many variables. The Martingale residuals look great, and the Schoenfeld residuals are great for ALMOST all of the variables. There are three variables whose Schoenfeld…
jeffalstott
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What is the difference between the different types of residuals in survival analysis (Cox regression)?

I am fairly new to survival analysis. I was advised to look up and learn Schoenfeld residuals as part of a model diagnosis to see if the proportional hazard assumption has been satisfied. Whilst looking this up I've seen references to many…
gowerc
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12
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1 answer

Schoenfeld residuals

In a Cox proportional hazards model with many variables, if the Schoenfeld residuals are not flat for one of the variables, does this invalidate the entire model or can just the poorly-performing variable be ignored? That is, interpret the…
jeffalstott
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9
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1 answer

Violation of Cox Proportional Hazards by a continuous variable

[This question is related to 1 and 2 on this site.] I fit a Cox model with these three time dependent variables: {s:numeric, C:binary, l:numeric }. I have 1069 events and around half of that in right censored observations. model<- coxph( Surv(start,…
Zhubarb
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Schoenfeld residual independent of time?

I've seen it claimed (e.g. in these notes ) that "Schoenfeld residuals are, in principle, independent of time." Can this be right? Consider the following situation: You are using a Cox model to predict the hazard ratio of death, with sex as a…
Ben Kuhn
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Interpretation of scaled Schoenfeld residual for time dependent coefficient

https://cran.r-project.org/web/packages/survival/vignettes/timedep.pdf I've been following the vignette on implementing time dependent coefficient in addressing non proportional hazards in a cox proportional hazard model. I'm specifically following…
Michael Luu
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Proportional hazards assumption: trouble interpreting my results for cox.zph() function in R

I am testing my proportional hazards assumption in R using the cox.zph() function: library(survival) km.fit1 <- survfit(Surv(Days[which(Site=="LP")],Status[which(Site=="LP")])~Treat[which(Site=="LP")], data=data2,…
bananna
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Schoenfeld residuals - Plain English explanation, please!

I have created a Cox model for lung adenocarcinoma patients. Several variables make up the model and I have assessed whether or not the proportional hazards assumption holds. Using the cox.zph function, I have found that one of my variables (a…
user333336
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Violation of the proportional hazard assumption, interaction with time. Am I taking the correct steps?

I will try to keep my question as short as possible. For my thesis I am researching if a risk score can predict graft failure in a cohort of $596$ patients over the course of $10$ years. (The variable is not time-varying) I want to do a Cox…
MargotP
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Schoenfeld residual test for model with time varying coefficients?

I'm working with the survival package in R. I fit a Cox proportional hazard model (coxph) and did a scaled Schoenfeld residual test (cox.zph). The test revealed a significant time varying effect of one of my variables. So I fit an extended Cox model…
Slow loris
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calculate the internally studentized residual

it says that ...an ordinary residual divided by an estimate of its standard deviation $s(e_{i})$ As we can see from the example that mean for four residuals is 0, so…
whoisit
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How to handle multiple violations of the Schoenfeld residuals assumption in cox proportional hazard models?

below you can see the cox.zph function to test for proportional hazards used on my data. Issue number 1: there are multiple violations of the proportional hazards assumption (these are tree_species 3 and 4, Skewness, Area 2 and Cavity height). Do I…
Alwin Hardenbol
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Assessing Proportional Hazards Assumption of a Cox Model with Caseweights

I have data that I have used the R package twang with multinomial propensity scoring, to assign caseweights based on an ATT model. Once these caseweights have been assigned, they are typically used with a survey procedure. In R, there is the survey…
mbc
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Test for PH assumption vs visual inspection of Schoenfeld residuals

I am inspecting the PH assumption of a Cox model, both by testing it (with cox.zph in R) and visualizing the Schoenfeld residuals. I found many references with cases where the test is significant, but looking at the residuals, it looks there is no…
user3631369
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Is the proportional hazards assumption violated (interpreting Schoenfeld residuals)? What is my best option if so?

I am using an extension of the Cox model in the counting process format (Andersen-Gill model), with time-dependent covariates. The analysis is investigating the effect of an intervention on hospital admissions, adjusting for known confounders that…
xtna
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