I prefer smoothing splines, Frank prefers regression splines. The former is built into the survival package:
options(na.action=na.exclude) # This should be the default IMHO coxfit1<- coxph(Surv(rtime,rcens) ~ pspline(cts), data=data1) summary(coxfit1) #shows the linear and nonlinear tests plot(data1$cts, predict(coxfit1)) or if you want confidence intervals, this gives the data to plot pr1 <- predict(coxfit1, type='terms', se=T) Terry Therneau ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.