syvcoxph and cox.zph for testing the PH assumption
On 7/11/21 5:00 AM, r-help-request at r-project.org wrote:
Hello, is it kosher to call cox.zph on a syvcoxph model fit? I see that someone proposed a modified version of cox.zph that uses resid(fit, 'schoenfeld', **weighted=TRUE**). https://stats.stackexchange.com/questions/265307/assessing-proportional-hazards-assumption-of-a-cox-model-with-caseweights Is that all it takes? Thanks, Youyi
The cox.zph function does a formal score test. No, it does not account for robust variance. I hadn't considered that case, but will now think about it. It is quite easy to show that there is a problem: just give everyone a weight of 100. The stackexchange conversation was new to me. The solution there won't work with the current code, which does not make use of resid(). It has been updated to do the proper score test, the older version of cox.zph, which they modified, used an approximation. Terry T.