Displaying 2 results from an estimated 2 matches for "scaledsch".
2009 Sep 23
2
scaled Schoenfeld residuals
...a for obtaining them
from the ordinary Schoenfeld residuals, but are instead offset by the
estimated parameter values.
e.g.
library(survival)
attach(ovarian)
sv<-Surv(futime,fustat)
f1<-coxph(sv~age+ecog.ps)
f1
schres<-resid(f1,type="schoenfeld")
schresc<-resid(f1,type="scaledsch")
n=sum(fustat)
V<-f1$var
schresc1<-t(n*V%*%t(schres))
#schresc1 is how the scaled Schoenfeld residuals are defined
#in terms of the number of events
#variance of the parameter estimates,
#and ordinary Schoenfeld residuals
#but schresc1 and schresc differ
schresc
schresc1
#schresc is...
2016 Apr 26
0
survival::clogit, how to extract residuals for GOF assessment
...ng? Or, is this not an option for a clogit model?
## The default residuals of coxph in R are the martingale residuals.
## resid(fit1,type=c("martingale", "deviance", "score", "schoenfeld",
## "dfbeta", "dfbetas", "scaledsch","partial"))
R code below shows equivalence between clogit and binomial GLM fit on the
differences (note: these would not be equivalent if used a "cluster"
argument in clogit), and GOF "test" for binomial GLM fit on the
differences. I would like to assess GOF o...