hi sorry if this has been discussed before, but I'm wondering why the scaled Schoenfeld residuals do not follow the defining formula for obtaining them from the ordinary Schoenfeld residuals, but are instead offset by the estimated parameter values.
e.g. library(survival) attach(ovarian) sv<-Surv(futime,fustat) f1<-coxph(sv~age+ecog.ps) f1 schres<-resid(f1,type="schoenfeld") schresc<-resid(f1,type="scaledsch") n=sum(fustat) V<-f1$var schresc1<-t(n*V%*%t(schres)) #schresc1 is how the scaled Schoenfeld residuals are defined #in terms of the number of events #variance of the parameter estimates, #and ordinary Schoenfeld residuals #but schresc1 and schresc differ schresc schresc1 #schresc is schresc1 offset by the parameter estimates beta<-as.vector(f1$coef) nbeta<-outer(rep(1,n),beta) nbeta schresc-nbeta schresc1 #is there a reason for the offset #or am I missing something? thanks Greg Greg Dropkin gr...@gn.apc.org ______________________________________________ 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.