cox.zph
From survival v2.412
by Terry Therneau
Test the proportional hazards assumption for a Cox regression model fit
(coxph
).
 Keywords
 survival
Usage
cox.zph(fit, transform="km", global=TRUE)
Arguments
 fit

the result of fitting a Cox regression model, using the
coxph
function.  transform

a character string specifying how the survival times should be transformed
before the test is performed.
Possible values are
"km"
,"rank"
,"identity"
or a function of one argument.  global
 should a global chisquare test be done, in addition to the pervariable tests.
Value
an object of class "cox.zph"
, with components:
x
).
x
matrix of the Cox model fit.
Thus it saves time if the x=TRUE
option is used in coxph
.
This function would usually be followed by both a plot and a print of
the
result.
The plot gives an estimate of the timedependent coefficient beta(t)
.
If the proportional hazards assumption is true, beta(t)
will be a
horizontal
line. The printout gives a test for slope=0
.
References
P. Grambsch and T. Therneau (1994), Proportional hazards tests and diagnostics based on weighted residuals. Biometrika, 81, 51526.
See Also
Examples
fit < coxph(Surv(futime, fustat) ~ age + ecog.ps,
data=ovarian)
temp < cox.zph(fit)
print(temp) # display the results
plot(temp) # plot curves
Community examples
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