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Diagnostics for single-observation deletion in Cox models

I found that the approximation of Reid and Crepeau (Biometrika 1985) is 
superior.  It is true that it sometimes underestimates the effect of a large 
outlier, but the Storer and Crowley method does much poorer on the smaller 
residuals, sometimes even getting the wrong sign.  The R&C values are returned 
as the 'dfbeta' residuals from a coxph model.  The same residual formula as R&C 
was derived by Cain and Lange (Biometrics 1984) in a different way, and also 
arises in the definition of a robust variance for multiple event models.
  
   
   Terry Therneau