While the statements below about cox.zph are true, plotting the cox.zph result does tell you what the HR is doing. I never use one without the other.
-- Kevin E. Thorpe Head of Biostatistics, Applied Health Research Centre (AHRC) Li Ka Shing Knowledge Institute of St. Michael's Assistant Professor, Dalla Lana School of Public Health University of Toronto email: kevin.tho...@utoronto.ca Tel: 416.864.5776 Fax: 416.864.3016 > On Apr 1, 2021, at 9:00 AM, Bendix Carstensen <bendix.carsten...@regionh.dk> > wrote: > > EXTERNAL EMAIL: > > Further to John Sorkin's post on the cox.zph: > You get test(s) of whether there is an interaction between a variable, say, > sex, and time. > > Suppose it is significant. You will have no clue whether the M/W hazard ratio > is increasing or decreasing by time. > > Suppose it is not significant. You will have no clue whether the > (non-significant) M/W hazrad ratio exhibits a pattern that is worth looking > further into or not. > > In this sense the cox.zph is a perfect tool to allow you to write 'we checked > for non proportionality' instead of 'we have no clue of how the M/W ratio > varies by time'. > > If you label it what it is, namely a test of interaction, you might realize > that you should ESTIMATE the shape and size of the interaction before > deriving a test, either ad-hoc by the Shoenfeld residuals or by proper > modeling. > > See for example pp 202 ff. in 'Epidemiology with R' by (surprise, surprise) > me, published by OUP a few months ago. > > b.r. > Bendix Carstensen > Senior Statistician > Steno Diabetes Center Copenhagen > Clinical Epidemiology > Niels Steensens Vej 2-4 > DK-2820 Gentofte > Denmark > tel: +45 30 91 29 61 > b...@bxc.dk > bendix.carsten...@regionh.dk > http://BendixCarstensen.com > > > ________________________________ > > > Region Hovedstaden anvender de personoplysninger, du giver os i forbindelse > med din henvendelse. Du kan læse mere om formålet med anvendelsen samt dine > rettigheder på vores hjemmeside: www.regionh.dk/persondatapolitik > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
