Cox non-proportional hazard model - assumption violation check I have just coded a Cox non proportional regression 
coxph(formula = Surv(TIME, TIME2, DEL) ~ SCORE10K + Z, data = WRDS)
where SCORE10K and Z are two time dependent variables which should predict bankruptcy.
However when I check for assumption violations, I get this strange output. 
SCORE10K and Z are decimal variables.
summary(viol.cox)
          Length Class  Mode     
table      9     -none- numeric  
x         25     -none- numeric  
y         50     -none- numeric  
var        4     -none- numeric  
call       2     -none- call     
transform  1     -none- character

> cox.zph(model.coxph)
         rho chisq   p
SCORE10K  NA   NaN NaN
Z         NA   NaN NaN
GLOBAL    NA   NaN NaN
Warning message:
In cor(xx, r2) : the standard deviation is zero

 A: 
Looking at your other question for information on the data, I think I know the problem. If indeed all of the events occur on the 4th spell (time-period), than you have no variance.
For example, in this dummy dara.frame there are 4 individuals, 2 experiencing the event at the same spell (3rd):
testDS <- data.frame(id=c(1,1,1,2,2,2,3,3,3,4,4,4), t_start=c(1,2,3,1,2,3,1,2,3,1,2,3), 
                     event=c(0,0,0,0,0,0,0,0,1,0,0,1), ind1=c(10,12,15,9,5,11,10,12,30,21,21,27))
testDS$t_end <- testDS$t_start+1
(cox.zph(coxph(Surv(t_start, t_end, event)~ind1, data=testDS)))

gets:
> (cox.zph(test_cox))
     rho chisq   p
ind1  NA   NaN NaN
Warning message:
In cor(xx, r2) : the standard deviation is zero

Yet when I add a 5th individual who experienced the event at the 2nd spell:
testDS1 <- data.frame(id=c(1,1,1,2,2,2,3,3,3,4,4,4,5,5), t_start=c(1,2,3,1,2,3,1,2,3,1,2,3,1,2), 
                     event=c(0,0,0,0,0,0,0,0,1,0,0,1,0,1), ind1=c(10,12,15,9,5,11,10,12,30,21,21,27,13,40))
testDS1$t_end <- testDS1$t_start+1

I get no warnings:
    > (cox.zph(test_cox))
        rho   chisq     p
ind1 -0.114 0.00835 0.927

Point is, a Cox hazard model might not be the right one for your needs.
