[R] Cox model with multiple events - PH assumption

Therneau, Terry M., Ph.D. therneau at mayo.edu
Tue Dec 23 15:25:25 CET 2014

On 12/23/2014 05:00 AM, r-help-request at r-project.org wrote:
> Dear all,
> I'm using the package "survival" for adjusting the Cox model with multiple
> events (Prentice, Williams and Peterson Model). I have several covariates,
> some of them are time-dependent.
> I'm using the function"cox.zph" to check the proportional hazards. Due to
> the nature of the time-dependent covariates, I don't need to analyse the
> assumptions of the proportional hazards associated with the
> time-dependent covariates. Is it right?
> ?Thanks for your attention.
> Best regards,
> Helena.

The PH assumption is that the same coefficient b for a covariate applies over all 
follow-up time.  The fact that the covariate itself changes value, or does not change 
value, over time has no bearing on whether the assumption is true.

Now it may often be the case that risk is related to current covariate values, and a Cox 
model using baseline values fails just because the covariates are out of date.  So PH 
might hold for the updated (time-dependent) covariates and fail when using baseline 
values.  This is a very study specific situation, however.

Terry T.

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