[R] coxph diagnostics

Bert Gunter gunter.berton at gene.com
Sun Aug 11 06:40:20 CEST 2013


Although someone on this list may respond, AFAICS this does not seem
to be an R question for R-help.I would suggest that you spend some
time with a local statistician.

A general observation: Statistical model assumptions neither :hold"
nor "don't hold." Quoting George Box, "All models are wrong, but some
are useful."  Determining whether a coxph regression model is useful
for your data and problem is something that I think only you and
someone with statistical experience and insight into these models can
decide.  I do not understand how this can be done remotely.

Cheers,
Bert

On Sat, Aug 10, 2013 at 9:14 PM, Soumitro Dey <soumitrodey1 at gmail.com> wrote:
> Hello all,
>
> This may be a naive question but since I'm new to R/survival models, I
> cannot figure it out the problem myself.
>
> I have a coxph model for my data and I am trying to test if the
> proportional hazards assumption holds. Using cox.zph on the model I get a
> global score:
>
> GLOBAL  NA 4.20e+02 0.00e+00
>
> Does this mean that the proportional hazard assumption does not hold?
> When I plot the  Schoenfeld residuals, generally the plots are across
> the horizontal line which makes me think that the proportional hazards
> assumption still holds. Could someone please clarify on this?
>
> A somewhat unrelated question: I have come across several papers which
> just calculate the coxph model without the diagnostics for
> proportional hazards assumption and interpret the results of the
> regression directly. Should that be acceptable? Are there other ways
> to show the goodness of the model?
>
> Thanks!
>
>         [[alternative HTML version deleted]]
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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