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schresc1
2009 Sep 23
2
scaled Schoenfeld residuals
...o 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 Schoenfeld residuals
#but schresc1 and schresc diff...