[R] Schoenfeld Residuals with tied data

[Bessy]

Thank you for the reply. I really appreciate it.

I calculated the Scoenfeld residual per event and my results are the
following:

	fin	                       age	race
17	-0.33942334	-2.072218727	0.29024804
20	0.394600944	5.303968774	0.517689472
25	0.488184603	-1.438140647	-0.359535162
25	-0.511815397	-1.438140647	-0.359535162

However, the results from R are shown as below:

	fin	                     age	race
17	-0.3394233	-2.072219	0.290248
20	0.3946009	5.303969	             0.5176895
25	0.4724112	-1.615875	-0.4039688
25	-0.5275888	-1.615875	-0.4039688

These two results are both calculated based on the same dataset, which is
shown as below (the formula was attached with the original message):

week	arrest	fin	age	race
17	1	0	18	1
20	1	1	27	1
25	1	1	19	0
25	1	0	19	0
52	0	1	23	1
52	0	0	19	0


At time 17 and 20, there is no ties, my results are almost the same as R's.
However, the dataset contains two failures at time 25, I had got different
results from R's. 

If I summed the Schoenfeld residuls at a given event time, for example, 25
in my dataset, I cannot get the common results.

Does R modified the formula when meeting ties?

Thank you so much.

Bessy



Terry Therneau wrote:
> 
> 
> 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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> 

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