Re: [R] cox.zph

2021-04-01 Thread Kevin Thorpe
While the statements below about cox.zph are true, plotting the cox.zph result 
does tell you what the HR is doing. I never use one without the other.

-- 
Kevin E. Thorpe
Head of Biostatistics,  Applied Health Research Centre (AHRC)
Li Ka Shing Knowledge Institute of St. Michael's
Assistant Professor, Dalla Lana School of Public Health
University of Toronto
email: kevin.tho...@utoronto.ca  Tel: 416.864.5776  Fax: 416.864.3016

> On Apr 1, 2021, at 9:00 AM, Bendix Carstensen  
> wrote:
> 
> EXTERNAL EMAIL:
> 
> Further to John Sorkin's post on the cox.zph:
> You get test(s) of whether there is an interaction between a variable, say, 
> sex, and time.
> 
> Suppose it is significant. You will have no clue whether the M/W hazard ratio 
> is increasing or decreasing by time.
> 
> Suppose it is not significant. You will have no clue whether the 
> (non-significant) M/W hazrad ratio exhibits a pattern that is worth looking 
> further into or not.
> 
> In this sense the cox.zph is a perfect tool to allow you to write 'we checked 
> for non proportionality' instead of 'we have no clue of how the M/W ratio 
> varies by time'.
> 
> If you label it what it is, namely a test of interaction, you might realize 
> that you should ESTIMATE the shape and size of the interaction before 
> deriving a test, either ad-hoc by the Shoenfeld residuals or by proper 
> modeling.
> 
> See for example pp 202 ff. in 'Epidemiology with R' by (surprise, surprise) 
> me, published by OUP a few months ago.
> 
> b.r.
> Bendix Carstensen
> Senior Statistician
> Steno Diabetes Center Copenhagen
> Clinical Epidemiology
> Niels Steensens Vej 2-4
> DK-2820 Gentofte
> Denmark
> tel: +45 30 91 29 61
> b...@bxc.dk
> bendix.carsten...@regionh.dk
> http://BendixCarstensen.com
> 
> 
> 
> 
> 
> Region Hovedstaden anvender de personoplysninger, du giver os i forbindelse 
> med din henvendelse. Du kan læse mere om formålet med anvendelsen samt dine 
> rettigheder på vores hjemmeside: www.regionh.dk/persondatapolitik
> 
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Re: [R] cox.zph

2021-04-01 Thread Bendix Carstensen
Further to John Sorkin's post on the cox.zph:
You get test(s) of whether there is an interaction between a variable, say, 
sex, and time.

Suppose it is significant. You will have no clue whether the M/W hazard ratio 
is increasing or decreasing by time.

Suppose it is not significant. You will have no clue whether the 
(non-significant) M/W hazrad ratio exhibits a pattern that is worth looking 
further into or not.

In this sense the cox.zph is a perfect tool to allow you to write 'we checked 
for non proportionality' instead of 'we have no clue of how the M/W ratio 
varies by time'.

If you label it what it is, namely a test of interaction, you might realize 
that you should ESTIMATE the shape and size of the interaction before deriving 
a test, either ad-hoc by the Shoenfeld residuals or by proper modeling.

See for example pp 202 ff. in 'Epidemiology with R' by (surprise, surprise) me, 
published by OUP a few months ago.

b.r.
Bendix Carstensen
Senior Statistician
Steno Diabetes Center Copenhagen
Clinical Epidemiology
Niels Steensens Vej 2-4
DK-2820 Gentofte
Denmark
tel: +45 30 91 29 61
b...@bxc.dk
bendix.carsten...@regionh.dk
http://BendixCarstensen.com





Region Hovedstaden anvender de personoplysninger, du giver os i forbindelse med 
din henvendelse. Du kan læse mere om formålet med anvendelsen samt dine 
rettigheder på vores hjemmeside: www.regionh.dk/persondatapolitik

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Re: [R] cox.zph

2021-03-31 Thread Gerrit Eichner

Yes. :-)

 Best regards  --  Gerrit

-
Dr. Gerrit Eichner   Mathematical Institute, Room 212
gerrit.eich...@math.uni-giessen.de   Justus-Liebig-University Giessen
Tel: +49-(0)641-99-32104  Arndtstr. 2, 35392 Giessen, Germany
http://www.uni-giessen.de/eichner
-

Am 31.03.2021 um 21:29 schrieb Sorkin, John:

Colleagues,

I would like to make certain that my understanding of the tabular output 
produced by cox.zph is correct.

Am I correct that the NULL hypothesis being tested is that the hazard is 
proportional in time?  Therefor a non-significant result indicates that we 
don't have evidence that the proportional hazards assumption is incorrect and 
we can assume that the hazard is proportional. A significant result indicates 
that we have evidence that the proportional hazards assumption is violated.

Thank you,
John

John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric 
Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)


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[R] cox.zph

2021-03-31 Thread Sorkin, John
Colleagues,

I would like to make certain that my understanding of the tabular output 
produced by cox.zph is correct.

Am I correct that the NULL hypothesis being tested is that the hazard is 
proportional in time?  Therefor a non-significant result indicates that we 
don't have evidence that the proportional hazards assumption is incorrect and 
we can assume that the hazard is proportional. A significant result indicates 
that we have evidence that the proportional hazards assumption is violated.

Thank you,
John

John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric 
Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)


__
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.