coxph.detail            package:survival            R Documentation

Details of a Cox Model Fit

Description:

     Details of a Cox model fit. Returns the individual contributions
     to the first and second derivative matrix, at each unique event
     time.

Usage:

     coxph.detail(object)

Arguments:

  object: a Cox model object, i.e., the result of 'coxph'. 

Details:

     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.

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,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. 

See Also:

     'coxph', 'residuals.coxph'

Examples:

     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,]

