In a Cox proportional hazards model with many variables, if the Schoenfeld residuals are not flat for one of the variables, does this invalidate the entire model or can just the poorly-performing variable be ignored? That is, interpret the coefficients for the other variables, but do not interpret the resulting coefficients for the poorly-performing variable.
There are several standard ways of dealing with a model where the Schoenfeld residuals aren't flat. Assume for the moment that we can't do them.