[R] cox goodness of fit

[Roland Rau]

Hi,

assuming you are doing a Cox-PH-Model, you can check:
library(survival)
?coxph.object

There it says that the components 'residuals' refers to the martingale 
residuals. I hope I recall it correctly but there exists a simple 
relation between the martingale residuals ('mgr') and the unmodified 
cox-snell residuals ('ucs'):
ucs = delta - mgr
where delta refers to your event indicator (0=censored, 1=event).

I don't have the books with me at the moment, but I think I learned 
about residuals in a survival context either in Klein/Moeschberger: 
Survival Analysis or in Tableman/Sung Kim: Survival Analysis Using S

I hope this helps,
Roland


Murray Pung wrote:
> Is there an implementation of the Cox-Snell residuals / Nelson-Aalen plot
> for goodness of fit?
> 
> Or otherwise is there an appropriate Goodness of Fit diagnostic?
> 
> Thanks
> Murray
>