Thank you, Terry. We look forward to hearing from you again. Youyi On Mon, Jul 12, 2021 at 3:13 PM Therneau, Terry M., Ph.D. <thern...@mayo.edu> wrote:
> > > On 7/11/21 5:00 AM, r-help-requ...@r-project.org wrote: > > Hello, is it kosher to call cox.zph on a syvcoxph model fit? I see that > > someone proposed a modified version of cox.zph that uses resid(fit, > > 'schoenfeld', **weighted=TRUE**). > > > > > https://stats.stackexchange.com/questions/265307/assessing-proportional-hazards-assumption-of-a-cox-model-with-caseweights > > Is that all it takes? > > Thanks, > > Youyi > > The cox.zph function does a formal score test. No, it does not account > for robust > variance. I hadn't considered that case, but will now think about it. It > is quite easy > to show that there is a problem: just give everyone a weight of 100. > > The stackexchange conversation was new to me. The solution there won't > work with the > current code, which does not make use of resid(). It has been updated to > do the proper > score test, the older version of cox.zph, which they modified, used an > approximation. > > Terry T. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.