At each event time, a Schoenfeld residual is the observed event covariate minus its risk-set weighted mean:
Under a correct constant-coefficient model, these event-time residuals have no systematic time trend. Plot scaled Schoenfeld residuals against time or a prespecified transformation such as log time, with smooth curves and uncertainty bands. Depending on the plotting convention, adding the fitted coefficient produces an estimate of ; a horizontal curve then supports a constant coefficient, while a clear trend suggests violation. Examine sparse late follow-up with its wider uncertainty.
Formal tests can use residual-time association or a proportional-hazards time interaction extension , testing jointly for a multi-parameter factor and globally across covariates. Evaluate at each current event/risk-set time: multiplying a baseline variable by that person's eventual observed follow-up time would use outcome information and would not be the intended time-dependent model. A nonsignificant test with limited information does not establish proportionality.
For categorical groups, approximately parallel empirical log-minus-log survival curves provide another check, because proportional hazards imply . Use observed group curves, not fitted proportional-hazards curves that are parallel by construction, and recognize possible confounding by other variables. If a violation is real, consider stratifying on a categorical nuisance variable, adding an explicitly time-varying effect, or choosing another survival-model family. Stratification allows separate baseline hazards but sacrifices a single estimated hazard ratio for that stratification variable. Do not force a constant coefficient merely to preserve the original model label; describe the time pattern or limit the interpretation of the constant summary.