> Storer and Crowley (JASA 1985) presented an approach for approximating the > changes in maximum partial-likelihood parameter estimates for the Cox model > when a single observation is deleted. Is there an R implementation of this > approach? 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
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