Contents
How to test the proportional hazard assumption in Cox Models?
STATA The sts graph command in STATA will generate the survival function versus time graph. SPLUS The plot function applied to a survfit object will generate a graph of the survival function versus the survival time. 2. Including Time Dependent Covariates in the Cox Model
What is the point of the Cox model?
The whole point of the Cox model is the proportional hazard’s assumption and the use of the partial likelhood. The partial likelihood has the baseline hazard function eliminated. So you do not need to specify one.
How can I determine my baseline hazard in Cox model?
In a linear or logistic regression, it would be easy, just put the values of new observation in the regression and multiply them with betas and so I have the prediction of my outcome. How can I determine my baseline hazard? I need it in addition to computing the prediction. How is this done in a Cox model?
Can a proportional hazards assumption still hold for a prediction?
You should keep in mind though that for the proportional hazards assumption to still hold for your prediction, the patient for which you predict should be from a group that is qualitatively the same as the one used to derive the Cox proportional hazards model you used for the prediction.
How to create a plot of the Schoenfeld residuals?
SPLUS First we create the coxph object by using the coxph function. To create the plots of the Schoenfeld residuals versus log (time) create a cox.zph object by applying the cox.zph function to the cox.ph object.
How are time dependent covariates used in Cox model?
Including Time Dependent Covariates in the Cox Model Generate the time dependent covariates by creating interactions of the predictors and a function of survival time and include in the model. If any of the time dependent covariates are significant then those predictors are not proportional.
How are deviance residuals used in the Cox model?
Deviance Residuals One problem with the martingale residuals is that they tend to be asymmetric. One solution is to use deviance residuals. For subject i, it is de ned as a function of the martingale residual (M.
How to deal with violation of proportional hazards?
Looking at the cox.zph output for a model like this: Two of the disease levels violate the PH assumption, having p-values <0.05.
When is a non-zero slope a violation of proportional hazard?
A non-zero slope is an indication of a violation of the proportional hazard assumption. As with any regression it is highly recommended that you look at the graph of the regression in addition to performing the tests of non-zero slopes.