[R] syvcoxph and cox.zph for testing the PH assumption

Youyi Fong youy||ong @end|ng |rom gm@||@com
Tue Jul 13 00:58:23 CEST 2021

Thank you, Terry. We look forward to hearing from you again.

On Mon, Jul 12, 2021 at 3:13 PM Therneau, Terry M., Ph.D. <therneau using mayo.edu>

> On 7/11/21 5:00 AM, r-help-request using 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.

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