Thanks to Bert and Göran for your responses.

To answer Göran's comment, yes I did plot the Schoenfeld residuals using
plot.cox.zph and the lines look horizontal (slope = 0) to me, which makes
me think that it contradicts the results of cox.zph.

What alternatives do I have if I assume proportional assumption of coxph
does not hold?

Thanks!


On Sun, Aug 11, 2013 at 6:30 AM, Göran Broström <gb@stat.umu.se> wrote:

>
>
> On 08/11/2013 06:14 AM, Soumitro Dey wrote:
>
>> Hello all,
>>
>> This may be a naive question but since I'm new to R/survival models, I
>> cannot figure it out the problem myself.
>>
>> I have a coxph model for my data and I am trying to test if the
>> proportional hazards assumption holds. Using cox.zph on the model I get a
>> global score:
>>
>> GLOBAL  NA 4.20e+02 0.00e+00
>>
>> Does this mean that the proportional hazard assumption does not hold?
>>
>
> Yes, or, the fit is very bad (see Bert's response).
>
>
>  When I plot the  Schoenfeld residuals, generally the plots are across
>> the horizontal line which makes me think that the proportional hazards
>> assumption still holds. Could someone please clarify on this?
>>
>
> Did you try
>
> > plot(cox.zph(fit))
>
> Read the help pages for cox.zph and plot.cox.zph. The raw Schoenfeld
> residuals plots are generally of limited value.
>
> With factor covariate(s) you could also perform a graphical inspection by
> plotting the estimated cumulative hazards, stratifying on these factors.
>
>
>> A somewhat unrelated question: I have come across several papers which
>> just calculate the coxph model without the diagnostics for
>> proportional hazards assumption and interpret the results of the
>> regression directly. Should that be acceptable?
>>
>
> No.
>
>
>  Are there other ways
>> to show the goodness of the model?
>>
>
> Yes, see above.
>
> Göran
>
>
>  Thanks!
>
>>
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