Assess Proportional Hazards Assumption Based on Scaled Schoenfeld Residuals

Source: R/survival_analysis.R

Obtains the scaled Schoenfeld residuals and tests the proportional hazards assumption using a score test for the interaction between each covariate and a transformed time variable.

zph_phregr(object, transform = "km")

Arguments

object

The output from the phregr call.

transform

A character string indicating how survival times should be transformed before the test is performed. Supported values include "identity", "log", "rank", and "km" (default).

Value

A list with the following components:

  • table A matrix with one row for each parameter and a final row for the global test. The columns contain the score test for adding the time-dependent term, the degrees of freedom, and the two-sided p-value.

  • x The transformed time values.

  • time The original (untransformed) event times, with tied event times repeated.

  • strata The stratum index for each event.

  • y The matrix of scaled Schoenfeld residuals, with one column for each parameter and one row for each event. Column names correspond to the parameter names.

  • var An approximate covariance matrix of the scaled Schoenfeld residuals, used to construct an approximate standard error band for plots.

  • transform the transformation applied to the time values.

Details

This corresponds to the cox.zph function from the survival package with terms = FALSE and global = TRUE.

References

Patricia M. Grambsch and Terry M. Therneau. Proportional hazards tests and diagnostics based on weighted residuals. Biometrika 1994; 81:515-26.

Author

Kaifeng Lu, kaifenglu@gmail.com

Examples


fit <- phregr(data = liver, time = "Time", event = "Status",
              covariates = c("log(Bilirubin)", "log(Protime)",
                             "log(Albumin)", "Age", "Edema"),
              ties = "breslow")

zph <- zph_phregr(fit, transform = "log")

zph$table
#>                      chisq df           p
#> log(Bilirubin)  0.15583626  1 0.693019270
#> log(Protime)   10.45818301  1 0.001221073
#> log(Albumin)    1.79397334  1 0.180442799
#> Age             0.03514403  1 0.851294182
#> Edema           2.86147789  1 0.090724109
#> GLOBAL         13.32206571  5 0.020540524