Questions tagged [schoenfeld-residuals]

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Changes in Schoenfeld Residuals Dependent on Follow-Up Time

It's my understanding that the proportional hazards assumption means that the effect of a covariate on the hazard rate (or the instantaneous risk of an event) remains constant over time. In practice, ...
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1 vote
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How do I interpret the HRs for each time interval computed by survSplit in R?

I’m testing the association between an exposure and outcome. I have performed a Cox proportional hazard model in R and estimated a HR. Both the exposure and the outcome are binary variables, where 1 = ...
• 333
1 vote
41 views

Understanding Schoenfeld Residuals

I'm reading the original paper by Schoenfeld from 1982. It is very laconic. Few parts that I don't understand: Why can we substitute $\hat \beta - \beta$ with the Score, and why is the score equal to ...
• 3,520
94 views

smooth scaled Schoenfeld residual plot - how to interpret the plot which is based on a stratified cox model?

I understand what a Smoothed scaled Schoenfeld residual plot is, and what it shows. Before I go into details with my question, I will provide an example. I use R to code. Here is a cox model: ...
• 333
101 views

smooth scaled Schoenfeld residual plot - covariates with levels

I'm working with cox proportional hazard (cox-PH) in R. I'm using the smoothed scaled Schoenfeld residual plot to assess the PH assumption. Suppose I have this model in R, disease as outcome and ...
• 333
84 views

Cox model: extremely high Schoenfeld residuals

I have run fixed in time Cox models (crude and covariate adjusted) for the effect of a binary exposure. Sample size is approx. 200,000 and there are approx. 10,000 events and 4000 "yes" ...
• 859
98 views

Interpreting a Schoenfeld plot for Cox PH univariate model and correcting for violation of PH assumption (R)

I am having trouble understanding how to interpret a Schoenfeld plot and how to correct for the violation of PH assumption in Cox PH model when using continuous numeric covariates. Here is the code I ...
15 views

How to interpret Schoenfeld residual

Hi all, Could you please help me to interpret Schoenfeld residual below. Of note, I have very few outcome in one arm (Only 6 events and around 60 in the other)
386 views

How to calculate score residual for cox ph model?

I try to understand the "score residual" from cox ph model in R. There is one reference site I have used for it. https://www.mayo.edu/research/documents/biostat-58pdf/doc-10027288 Can ...
570 views

Do my Schoenfeld test and plot contradict each other?

I have assembled a multivariable Cox proportional hazard model like this: ...
• 155
621 views

Interpreting Schoenfeld Residuals Trend vs P-Value

Edit: added new plots generated with plot.cox.zph(), to replace those I had generated with survminer::ggcoxzph(), due to an ...
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97 views

Schoenfeld residuals - theoretical question

I have a doubt about the Schoenfeld residuals that are used to check the Cox proportional hazard model. The residuals formula is: $$\hat{r}_{ik}=c_i(x_{ik}-\hat{\bar{x}}_{w_ik})$$ \hat{\bar{x}}_{...
371 views

Test for PH assumption vs visual inspection of Schoenfeld residuals

I am inspecting the PH assumption of a Cox model, both by testing it (with cox.zph in R) and visualizing the Schoenfeld residuals. I found many references with ...
• 213
488 views

How do I color the points provided in cox.zph plot? [closed]

I'm trying to distinguish between the two groups in this scaled Schoenfeld residuals plot: As you can see there are two groups for test temperature which I am hypothesizing are split based on 340 C ...
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17k views

Schoenfeld residuals - Plain English explanation, please!

I have created a Cox model for lung adenocarcinoma patients. Several variables make up the model and I have assessed whether or not the proportional hazards assumption holds. Using the cox.zph ...
• 169
3k views

Is the proportional hazards assumption violated (interpreting Schoenfeld residuals)? What is my best option if so?

I am using an extension of the Cox model in the counting process format (Andersen-Gill model), with time-dependent covariates. The analysis is investigating the effect of an intervention on hospital ...
• 73
254 views

Can cox.zph() in R produce a non-significant result if Schoenfeld residuals are non-monotonically distributed?

The cox.zph() function tests for proportional hazards in a Cox model by correlating Schoenfeld residuals with time. Therefore, my question is, can this test produce a non-significant result if ...
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1 vote
315 views

Difference between Schoenfeld global test and covariate specific Schoenfeld Individual test in R

In R package 'survival', I am not able to understand the difference between Global Schoenfeld test and Individual Schoenfeld test and teh corresponding p-values. I have clinical data with three ...
2k views

Checking PH assumption using scaled Schoenfeld residual tests

My cox model violates the PH assumption (according to cox.zph test), and I'm trying to interpret the scaled Schoenfeld residual plot, but I've never seen a plot with points lying in such a flat manner....
• 361
1 vote
1k views

Cox plot "spline fit is singular" warning

Hi I get a warning "spline fit is singular, try a small degrees of freedom" when I try to plot the Schoenfeld residuals. ...
• 361
1 vote
8k views

How to correctly interpret Schoenfeld Residuals P-Value

I have been reading various responses on this topic but I do not yet understand how the p-value is interpreted to determine if the proportional hazards assumption holds or not. I have a global p-...
• 95
1 vote
794 views

Schoenfled Residua test shows proportionality hazard assumptions holds but Kaplan-Meier plots intersect

"If Kaplan-Meier plots cross each other then proportional hazard assumption does not hold". The issue I am facing is that I got the Kaplam-Meier plot(bleow). We can clearly see that it is overlapping. ...
3k views

Violation of the proportional hazard assumption, interaction with time. Am I taking the correct steps?

I will try to keep my question as short as possible. For my thesis I am researching if a risk score can predict graft failure in a cohort of $596$ patients over the course of $10$ years. (The ...
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1 vote
381 views

How to test PH assumption with Schoenfeld residuals with simulated paths in presence of competing events

I've obtained Schoenfeld residuals for testing PH for Fine & Gray's Cox regression model in presence of competing events with cmprsk. Here's the code: ...
• 213
2k views

How to handle multiple violations of the Schoenfeld residuals assumption in cox proportional hazard models?

below you can see the cox.zph function to test for proportional hazards used on my data. Issue number 1: there are multiple violations of the proportional hazards assumption (these are tree_species ...
1 vote
3k views

What is the formula to calculate the scaled schoenfeld residuals for a coxPH model?

I have managed to work out how to manually calculate the Schoenfeld residual for a coxPH model and i am getting the same answers as R. However - i have absolutely no idea how to calculate the Scaled ...
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14k views

What is the difference between the different types of residuals in survival analysis (Cox regression)?

I am fairly new to survival analysis. I was advised to look up and learn Schoenfeld residuals as part of a model diagnosis to see if the proportional hazard assumption has been satisfied. Whilst ...
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1 vote
439 views

Extreme point in Schoenfeld residual plot (for competing risks survival analysis)

I'm looking at the Schoenfeld residuals of a competing risks survival model for one of the covariates. There is an extreme point which I am struggling to interpret.
1k views

Interpretation of scaled Schoenfeld residual for time dependent coefficient

https://cran.r-project.org/web/packages/survival/vignettes/timedep.pdf I've been following the vignette on implementing time dependent coefficient in addressing non proportional hazards in a cox ...
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Proportional hazards assumption: trouble interpreting my results for cox.zph() function in R

I am testing my proportional hazards assumption in R using the cox.zph() function: ...
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945 views

Assessing Proportional Hazards Assumption of a Cox Model with Caseweights

I have data that I have used the R package twang with multinomial propensity scoring, to assign caseweights based on an ATT model. Once these caseweights have been assigned, they are typically used ...
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1 vote
676 views

Calculate Schoenfeld residual for testing data? [closed]

I am trying to get Schoenfeld residuals for testing data, using the model parameters obtained from training data. However in r, predict.coxph gives only the linear predictors and their exponentials. ...
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2k views

Schoenfeld residual test for model with time varying coefficients?

I'm working with the survival package in R. I fit a Cox proportional hazard model (coxph) and did a scaled Schoenfeld residual test (...
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3k views

calculate the internally studentized residual

it says that ...an ordinary residual divided by an estimate of its standard deviation $s(e_{i})$ As we can see from the example that mean for four residuals is 0, so \$s(e_{i})=\sqrt{\frac{(-0.2-0)^2+(...
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1 vote
432 views

Validity of PH test using Schoenfeld residuals from Cox model on parametric models

I need to use parametric models to model survival data. If the PH assumption holds, I would fit the data for my two intervention groups using a single covariate for treatment effect. I fit a Cox PH ...
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1 vote
515 views

scaled Schoenfeld residuals slope of regression line

If a regression line of scaled Schoenfeld residuals versus time (or log time) has a non-zero slope, proportionality is violated. However, what can we tell from the slope of the regression line? If it ...
812 views

Schoenfeld residual independent of time?

I've seen it claimed (e.g. in these notes ) that "Schoenfeld residuals are, in principle, independent of time." Can this be right? Consider the following situation: You are using a Cox model to ...
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1 vote
4k views

Schoenfeld residuals and Categorical variables with multiple categories

I am having a bit of trouble with my survival data. Basically I am trying to assess whether or not the cox proportional hazard assumption is met, by ploting the schoenfeld residuals in R. I have ...
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10k views

Violation of Cox Proportional Hazards by a continuous variable

[This question is related to 1 and 2 on this site.] I fit a Cox model with these three time dependent variables: {s:numeric, C:binary, l:numeric }. I have 1069 ...
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11k views

Schoenfeld residuals

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 ...
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