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cox.zph

Sorkin, John
Colleagues,

I would like to make certain that my understanding of the tabular output produced by cox.zph is correct.

Am I correct that the NULL hypothesis being tested is that the hazard is proportional in time?  Therefor a non-significant result indicates that we don't have evidence that the proportional hazards assumption is incorrect and we can assume that the hazard is proportional. A significant result indicates that we have evidence that the proportional hazards assumption is violated.

Thank you,
John

John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)


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Re: cox.zph

Gerrit Eichner
Yes. :-)

  Best regards  --  Gerrit

---------------------------------------------------------------------
Dr. Gerrit Eichner                   Mathematical Institute, Room 212
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Am 31.03.2021 um 21:29 schrieb Sorkin, John:

> Colleagues,
>
> I would like to make certain that my understanding of the tabular output produced by cox.zph is correct.
>
> Am I correct that the NULL hypothesis being tested is that the hazard is proportional in time?  Therefor a non-significant result indicates that we don't have evidence that the proportional hazards assumption is incorrect and we can assume that the hazard is proportional. A significant result indicates that we have evidence that the proportional hazards assumption is violated.
>
> Thank you,
> John
>
> John David Sorkin M.D., Ph.D.
> Professor of Medicine
> Chief, Biostatistics and Informatics
> University of Maryland School of Medicine Division of Gerontology and Geriatric Medicine
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: cox.zph

Bendix Carstensen
In reply to this post by Sorkin, John
Further to John Sorkin's post on the cox.zph:
You get test(s) of whether there is an interaction between a variable, say, sex, and time.

Suppose it is significant. You will have no clue whether the M/W hazard ratio is increasing or decreasing by time.

Suppose it is not significant. You will have no clue whether the (non-significant) M/W hazrad ratio exhibits a pattern that is worth looking further into or not.

In this sense the cox.zph is a perfect tool to allow you to write 'we checked for non proportionality' instead of 'we have no clue of how the M/W ratio varies by time'.

If you label it what it is, namely a test of interaction, you might realize that you should ESTIMATE the shape and size of the interaction before deriving a test, either ad-hoc by the Shoenfeld residuals or by proper modeling.

See for example pp 202 ff. in 'Epidemiology with R' by (surprise, surprise) me, published by OUP a few months ago.

b.r.
Bendix Carstensen
Senior Statistician
Steno Diabetes Center Copenhagen
Clinical Epidemiology
Niels Steensens Vej 2-4
DK-2820 Gentofte
Denmark
tel: +45 30 91 29 61
[hidden email]
[hidden email]
http://BendixCarstensen.com


________________________________


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Re: cox.zph

Kevin Thorpe
While the statements below about cox.zph are true, plotting the cox.zph result does tell you what the HR is doing. I never use one without the other.

--
Kevin E. Thorpe
Head of Biostatistics,  Applied Health Research Centre (AHRC)
Li Ka Shing Knowledge Institute of St. Michael's
Assistant Professor, Dalla Lana School of Public Health
University of Toronto
email: [hidden email]  Tel: 416.864.5776  Fax: 416.864.3016

> On Apr 1, 2021, at 9:00 AM, Bendix Carstensen <[hidden email]> wrote:
>
> EXTERNAL EMAIL:
>
> Further to John Sorkin's post on the cox.zph:
> You get test(s) of whether there is an interaction between a variable, say, sex, and time.
>
> Suppose it is significant. You will have no clue whether the M/W hazard ratio is increasing or decreasing by time.
>
> Suppose it is not significant. You will have no clue whether the (non-significant) M/W hazrad ratio exhibits a pattern that is worth looking further into or not.
>
> In this sense the cox.zph is a perfect tool to allow you to write 'we checked for non proportionality' instead of 'we have no clue of how the M/W ratio varies by time'.
>
> If you label it what it is, namely a test of interaction, you might realize that you should ESTIMATE the shape and size of the interaction before deriving a test, either ad-hoc by the Shoenfeld residuals or by proper modeling.
>
> See for example pp 202 ff. in 'Epidemiology with R' by (surprise, surprise) me, published by OUP a few months ago.
>
> b.r.
> Bendix Carstensen
> Senior Statistician
> Steno Diabetes Center Copenhagen
> Clinical Epidemiology
> Niels Steensens Vej 2-4
> DK-2820 Gentofte
> Denmark
> tel: +45 30 91 29 61
> [hidden email]
> [hidden email]
> http://BendixCarstensen.com
>
>
> ________________________________
>
>
> Region Hovedstaden anvender de personoplysninger, du giver os i forbindelse med din henvendelse. Du kan læse mere om formålet med anvendelsen samt dine rettigheder på vores hjemmeside: www.regionh.dk/persondatapolitik
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.