Proportional hazards assumption test (${\beta }_j(t)={\beta }_j$)

A proportional hazards assumption test assesses whether fitted covariate coefficients remain constant over time. A common implementation uses trends in scaled Schoenfeld residuals, with separate covariate tests and a joint global test. Failure to reject is compatible with proportional hazards, but does not establish the correct covariate functional form or independent censoring.

A time interaction extends a constant-coefficient Cox proportional-hazards model by a covariate term $z_{k}g(t)$ and tests whether its coefficient is zero. The time function is evaluated at the current event/risk-set time, not each person's eventual outcome time. Scaled Schoenfeld residuals provide related graphical and score-test diagnostics for coefficient trends.