[R] Diagnostics for single-observation deletion in Cox models

[Terry Therneau]

> Storer and Crowley (JASA 1985) presented an approach for approximating the
> changes in maximum partial-likelihood parameter estimates for the Cox model
> when a single observation is deleted.  Is there an R implementation of this
> approach?
 
  I found that the approximation of Reid and Crepeau (Biometrika 1985) is 
superior.  It is true that it sometimes underestimates the effect of a large 
outlier, but the Storer and Crowley method does much poorer on the smaller 
residuals, sometimes even getting the wrong sign.  The R&C values are returned 
as the 'dfbeta' residuals from a coxph model.  The same residual formula as R&C 
was derived by Cain and Lange (Biometrics 1984) in a different way, and also 
arises in the definition of a robust variance for multiple event models.
  
   
   Terry Therneau