I'm doing survival analysis with time dependent covariates, using the counting process style. I already have a set of models and I want to test de residuals. I'm having trouble with the lack of information about this subject, it makes sense to test Schoenfield residuals for time-dependent covariates? I'm using R.


You can plot the martingale residuals for each subject. For me deviance residuals are more clear, both can be computed in R.

dev <- resid(fit,type = "deviance")

In particular, these plots will enable outlying observations to be identified.

However, diagnostic plots for covariates are not so useful because there are a number of tdc for any, and it is not clear what the residuals for the null model should be plotted against.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.