[R] scaled Schoenfeld residuals

Thomas Lumley tlumley at u.washington.edu
Thu Sep 24 16:18:17 CEST 2009


On Wed, 23 Sep 2009, Greg Dropkin wrote:

> 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.
>

Because their purpose in life is to be smoothed against time to get an estimate of the parameter as a function of time (plot.cox.zph).

      -thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle




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