search for: shoenfeld

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2016 Sep 07
0
R (development) changes in arith, logic relop with 0-extent arrays
...nnouncement and this follow-up a few minutes ago. I haven't had cause to download a new copy of R-devel in the last month so the new Sept 5 version hasn't impacted me. The survival package had one line of code that will need modification, which isn't so bad. It involves the scaled Shoenfeld residuals, for which the formula is r V + 1 beta'; r= matrix of residuals with nvar columns and #deaths rows, V=vcov(fit) = variance matrix, and then add beta[j] to each column j. When the number of covariates is 1 the first term of this collapsed to a vector * 1x1 matrix, mostly because o...
2009 Jun 15
2
Schoenfeld Residuals with tied data
Dear all, I am struggling with calculation of Schoenfeld residuals of my Cox Ph models. Based on the formula as attached, I calculated the Schoenfeld residuals for both non tied and tied data, respectively. And then I validated my results with R using the same data sets. However, I found that my results for non-tied data was ok but the results for tied data were different from R's. How