I use a Cox proportional hazard model (
coxph()) which gives me HR of about 2.9 for presence of factor B (factors can be A, B, C, A as baseline in the model), with 95% CI 1.8-4.8 , p<0.001.
When checking the proportionality assumption there is significant evidence that there is a violation of that assumption.
plot(cox.zph) for the model with factor A is shown below.
My question is how should I understand the smoothing line of the graph, and what is its relation (and the relation of the values on the y-axis) to the beta estimate the
coxph() function gives me (2.9 for the above example)?
If there was no violation and the line of the
cox.zph plot was straight, would the y-value of the line be (in this example) log(2.9)=0.46? If there is no violation of the proportionality assumption, does the "intercept" of the line equal the log of the HR that