kyotil (version 2016.11-9)

cox.zph.2: Test the Proportional Hazards Assumption of a Cox Regression (a slightly modified version)

Description

A slightly modified test of the proportional hazards assumption for a Cox regression model fit (coxph). This version corrects some conservativeness of the test.

Usage

cox.zph.2(fit, transform = "km", global = TRUE, exact=TRUE)

Arguments

fit

transform

global

exact

Boolean. If FALSE, this function is an identical copy of cox.zph. If TRUE, it computes the variance of the test statistic exactly, instead of approximately.

Details

When the model uses time-dependent covariates, the approximation used in Grambsch and Therneau resulted in conservativeness of the test. This is "fixed" here at a cost of up to 2.5 times longer execution time.

References

Fong, Y. and Halloran, M Elizabeth and Gilbert, P. Using Time-Dependent Age Group in Cox Regression Analysis of Vaccine Efficacy Trials, Just Another Epi Journal, in prep.

See Also

cox.zph

Examples

library(survival)
fit <- coxph(Surv(futime, fustat) ~ age + ecog.ps,  
             data=ovarian) 
temp <- cox.zph(fit) 
print(temp)        
temp.2 <- cox.zph.2(fit) 
print(temp.2)