[R] scaled Schoenfeld residuals

[Greg Dropkin]

hi

thanks, I see that cox.zph is plotting and smoothing the "scaled
Schoenfeld" residuals as generated by R, but since the term is already in
the literature with a formula, maybe the help should clarify the offset. I
found it confusing anyway.

thanks for help

greg



Thomas Lumley tlumley at u.washington.edu
Thu Sep 24 16:18:17 CEST 2009

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On Wed, 23 Sep 2009, Greg Dropkin wrote:

> hi
>
> sorry if this has been discussed before, but I'm wondering why the scaled
> Schoenfeld residuals do not follow the defining formula for obtaining them
> from the ordinary Schoenfeld residuals, but are instead offset by the
> estimated parameter values.
>

Because their purpose in life is to be smoothed against time to get an
estimate of the parameter as a function of time (plot.cox.zph).

      -thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle