coxph.detail {survival4}R Documentation

Details of a cox model fit

Description

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 Shoenfeld residuals.

Usage

coxph.detail(fit)

Arguments

fit a cox model object, i.e., the result of coxph.

Value

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, input data for the model

See Also

coxph, residuals.coxph

Examples

fit   <- coxph(Surv(futime,fustat) ~ age + rx + ecog.ps, fleming, x=T)
fitd  <- coxph.details(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,]


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