Thanks to Bert and Göran for your responses. To answer Göran's comment, yes I did plot the Schoenfeld residuals using plot.cox.zph and the lines look horizontal (slope = 0) to me, which makes me think that it contradicts the results of cox.zph.
What alternatives do I have if I assume proportional assumption of coxph does not hold? Thanks! On Sun, Aug 11, 2013 at 6:30 AM, Göran Broström <g...@stat.umu.se> wrote: > > > On 08/11/2013 06:14 AM, Soumitro Dey wrote: > >> Hello all, >> >> This may be a naive question but since I'm new to R/survival models, I >> cannot figure it out the problem myself. >> >> I have a coxph model for my data and I am trying to test if the >> proportional hazards assumption holds. Using cox.zph on the model I get a >> global score: >> >> GLOBAL NA 4.20e+02 0.00e+00 >> >> Does this mean that the proportional hazard assumption does not hold? >> > > Yes, or, the fit is very bad (see Bert's response). > > > When I plot the Schoenfeld residuals, generally the plots are across >> the horizontal line which makes me think that the proportional hazards >> assumption still holds. Could someone please clarify on this? >> > > Did you try > > > plot(cox.zph(fit)) > > Read the help pages for cox.zph and plot.cox.zph. The raw Schoenfeld > residuals plots are generally of limited value. > > With factor covariate(s) you could also perform a graphical inspection by > plotting the estimated cumulative hazards, stratifying on these factors. > > >> A somewhat unrelated question: I have come across several papers which >> just calculate the coxph model without the diagnostics for >> proportional hazards assumption and interpret the results of the >> regression directly. Should that be acceptable? >> > > No. > > > Are there other ways >> to show the goodness of the model? >> > > Yes, see above. > > Göran > > > Thanks! > >> >> [[alternative HTML version deleted]] >> >> ______________________________**________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> >> PLEASE do read the posting guide http://www.R-project.org/** >> posting-guide.html <http://www.R-project.org/posting-guide.html> >> and provide commented, minimal, self-contained, reproducible code. >> >> [[alternative HTML version deleted]]
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