[R] How to understand the plotting of the cox.zph function

Jim Trabas jim.trabas at googlemail.com
Sun Sep 4 09:52:34 CEST 2011

I have a coxph model which gives me HR of about 2.9 for presence of factor B
(factors can be A, B, C, A as baseline in the model), with 95% CI 1.8-4.8 ,

When checking the proportionality assumption there is significant evidence
that there is a violation

On the link is the results of the plot(cox.zph) of the model for factor A.


My question is how should I understand the smoothing line of the graph, and
what is its relation (and the relation of the values on the y-axis) to the
beta estimate the coxph function gives me (2.9 for the above example)

IF there was no violation and the line of the cox.zph plot was straight,
would the y-value of the line be (in this example) log(2.9)=1.06? If there
is no violation of the proportionality assumption, does the "intercept" of
the line equal the log of the HR that the coxph outputs? Or is the intercept
the delta of the beta?

Thank you very much 

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