| coxph.detail {survival} | R Documentation |
Details of a Cox model fit. Returns the individual contributions to the first and second derivative matrix, at each unique event time.
coxph.detail(object)
object |
a Cox model object, i.e., the result of coxph.
|
This function may be useful for those who wish to investigate new methods or extensions to the Cox model. The example below shows one way to calculate the Schoenfeld residuals.
a list with components
time |
the vector of unique event times |
nevent |
the number of events at each of these time points. |
means |
a matrix with one row for each event time and one column for each variable
in the Cox model, containing the weighted mean of the variable at that time,
over all subjects still at risk at that time. The weights are the risk
weights exp(x %*% fit$coef).
|
nrisk |
number of subjects at risk. |
hazard |
the hazard increment. |
score |
the contribution to the score vector (first derivative of the log partial likelihood) at each time point. |
imat |
the contribution to the information matrix (second derivative of the log partial likelihood) at each time point. |
varhaz |
the variance of the hazard increment. |
x,y |
copies of the input data. |
strata |
only present for a stratified Cox model, this is
a table giving the number of time points of component time that
were contributed by each of the strata.
|
fit <- coxph(Surv(futime,fustat) ~ age + rx + ecog.ps, ovarian, x=TRUE) fitd <- coxph.detail(fit) events <- fit$y[,2]==1 etime <- fit$y[events,1] #the event times --- may have duplicates indx <- match(etime, fitd$time) sresid <- fit$x[events,] - fitd$means[indx,]