R: Details of a Cox Model Fit

coxph.detail {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,]

[Package survival version 2.34-1 Index]