Timeline for Schoenfeld residuals - theoretical question
Current License: CC BY-SA 4.0
4 events
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Mar 22, 2022 at 2:34 | comment | added | Thomas Lumley |
The survival::plot.cox.zph function in R defaults to a spline with 4 degrees of freedom
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Mar 22, 2022 at 1:17 | comment | added | Hidden Cat | Thank you, you are probably right. I was fooled by the position of the two sets of points in the graph, the upper being way higher above 0 than the lower is low below zero. In facts the lower group is more dense and they probably should balance each other while correctly computing something like a moving average. I am now trying various smoothing methods (moving average, lowess, loess) with different windows, but the line remains very jagged. Do you have by any chance a suggestion on how to correctly smooth the data? | |
Mar 22, 2022 at 0:29 | comment | added | Thomas Lumley | How did you check that the averages of the residuals were not close to zero? Looking at them isn't very informative, because of the bands in the residuals -- you really need to run a smoother through them to see how the average value varies | |
Mar 21, 2022 at 23:32 | history | asked | Hidden Cat | CC BY-SA 4.0 |