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If the
impact of an independent variable meets the proportional hazard assumption, the smoothed
values of a quantity called scaled Schoenfeld residuals would be roughly horizontal when
plotted against survival time. Grambsch and Therneau (1994) demonstrated that a test of
non-zero slope in a weighted regression of the residuals upon time can test for
non-proportional hazard. Test for PH and graphical examination of scaled Schoenfeld
residuals may identify important information. See example 1 (marital status and mortality)
for a case. Another method is to split the survival time into two or three periods. A test
of interaction between treatment and periods will test the proportional hazard assumption. Grambsch PM, Therneau TM. Proportional
hazards tests and diagnostics based on weighted residuals. Biometrika 1994; 81:
515-526. |
