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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