Dear all,

I use the Andersen plot to check for proportional hazards assumption for a
factor (say x) in the Cox regression model and obtained a straight line that
pass through the origin. However, the formal test done by the  R-function
cox.zph, which is based on the plot of Schonefeld residuals against time,
indicates that proportional hazards assumption is violated. Further, a plot
of the score process (cumulative sums of schoenfeld residuals) against time
again give the same conclusion as the cox.zph function and i am really
stumped by this. Klein et al (1997, pp 354) mentioned that graphical checks
for proportional hazards assumption is often preferred to formal test as
formal test based on a large enough sample (in my case is 4000 data
entries), will often reject the null hypothesis of proportionality. Is that
what is happening in my case? any suggestion?

Thanks!

kind regards,
singyee ling

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