It would be earier to respond to your query if there were a more complete
reference than "Lindkvist 1999".
I've looked at added variable plots, adjusted variable plots, and constructed
variable plots for the Cox model many years ago. The ideas resulted in some
papers, but in practical work they are pretty useless. Hence the addition of
pspline() to coxph, which is in the spirit of generalized additive models, and
does work well.
Terry Therneau
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