[R] coxph diagnostics

[Göran Broström]

On 08/11/2013 06:14 AM, Soumitro Dey 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?

Yes, or, the fit is very bad (see Bert's response).

> 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?

Did you try

 > plot(cox.zph(fit))

Read the help pages for cox.zph and plot.cox.zph. The raw Schoenfeld 
residuals plots are generally of limited value.

With factor covariate(s) you could also perform a graphical inspection 
by plotting the estimated cumulative hazards, stratifying on these factors.
>
> 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?

No.

> Are there other ways
> to show the goodness of the model?

Yes, see above.

Göran

  Thanks!
>
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