Miscellanea. A note on scaled Schoenfeld residuals for the proportional hazards model
比例风险模型中缩放 Schoenfeld 残差的一则说明
Grambsch & Therneau (1994) show how Schoenfeld's partial residuals can be used to diagnose the nature of nonproportional hazards in Cox's (1972) model. Each residual is scaled by premultiplying by a time‐dependent variance matrix, to obtain estimates of time‐varying coefficients. Grambsch & Therneau also suggest an approximation in which each residual is scaled using the average variance matrix. This approximation is widely used. Here we investigate its reliability across a…