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scares
2009 Sep 23
2
scaled Schoenfeld residuals
...m wondering why the scaled
Schoenfeld residuals do not follow the defining formula 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 S...