-- begin included message ----
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
-------- end inclusion -------
Bessy,
By default the coxph function uses the Efron approximation for ties (more
accurate than the Breslow approx). You are computing the Schoenfeld residuals
using the betas from coxph (Efron), and then applying a Breslow formula. I can
reproduce your results by forcing the same computation in R:
> fit1 <- coxph(Surv(week, arrest) ~ fin + age + race, bessdata)
> fit2 <- coxph(Surv(week, arrest) ~ fin + age + race, bessdata,
init=coef(fit1), iter=0, method='breslow')
> resid(fit2, 'schoen')
fin age race
17 -0.3394233 -2.072219 0.2902480
20 0.3946009 5.303969 0.5176895
25 0.4881846 -1.438141 -0.3595352
25 -0.5118154 -1.438141 -0.3595352
The Efron approximation is simple for computation of beta, but a bit more
subtle when doing the residuals from the fit (but still not hard). You can
find
a detailed worked example in E.1.2 of the book by Therneau and Grambsch.
If you had run the phreg procedure in SAS you would not have had this
problem:
it contains exactly the same incorrect computation. (Appendix E of the book
contains a set of very small data sets where the correct answers can be worked
out in closed form. SAS gets all of the Breslow approx computations correct
and
about 1/2 of the Efron ones. R passes all the tests.)
Terry Therneau
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
