[R] coxph diagnostics

[Terry Therneau]

That's the primary reason for the plot: so that you can look and think.

The test statistic is based on whether a LS line fit to the plot has zero slope.  For 
larger data sets you can sometimes have a "significant" p-value but good agreement with 
proportional hazards.  It's much like an example from Lincoln Moses' begining statistics 
book (now out of print, so rephrasing from memory).
    "Suppose that you flip a coin 10,000 times and get 5101 heads.  What can you say?
        a. The coin is not perfectly fair (p<.05).  b. But it is darn close to perfect! "
As a referee I would be comfortable using that coin to start a football game.

The Cox model gives an average hazard ratio, averaged over time.  When proportional 
hazards holds that value is a complete summary-- nothing else is needed.    When it does 
not hold, the average may still be useful, or not, depending on the degree of change over 
time.

Terry Therneau



On 08/13/2013 05:00 AM, r-help-request at r-project.org wrote:
> Thanks to Bert and G?ran for your responses.
>
> To answer G?ran's comment, yes I did plot the Schoenfeld residuals using
> plot.cox.zph and the lines look horizontal (slope = 0) to me, which makes
> me think that it contradicts the results of cox.zph.
>
> What alternatives do I have if I assume proportional assumption of coxph
> does not hold?
>
> Thanks!