[R] Schoenfeld Residuals with tied data
Terry Therneau
therneau at mayo.edu
Mon Jun 15 20:13:21 CEST 2009
Formally, the Schoenfeld residuals are defined as one residual per event time.
I found that when there are tied events, however, that plots of the residuals
could be hard to visually interpret: sometimes a residual was large because of a
lack of fit at that point, sometimes because several death happened concurrently
at that point.
Since the Shoenfeld residual is a sum over the events at each time point, coxph
returns one residual per EVENT, rather than one per event time. The plots work
much better (my subjective opinion). If you sum the returned residuals at a
given event time, you will get the common result.
Terry Therneau
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