These are separate data, so results from the randomized trial must not be carried over. First inspect the construction of the survival response: a command creating a survival time object must pair follow-up in months with an event indicator, whose death/censoring coding should be checked explicitly. A censoring time is not an observed death time. Stratified product-limit fits would then summarize Kaplan–Meier estimators for the dose groups before adjusted regression.
If the fitted command is a Cox proportional-hazards model with dose, sex and age, its specification is
There is no separate intercept estimate because an intercept is absorbed into the unspecified baseline hazard . With the stated coding, compares high-dose with low-dose death hazards at equal sex and age; compares female with male hazards at equal dose and age; is the hazard multiplier for a one-year age increase. A negative treatment coefficient would correspond to a lower fitted hazard under high dose. A hazard ratio is not a ratio of survival probabilities, nor directly a ratio of survival times. Under this model the survivor function is .
The coefficient standard errors, Wald ratios and exponentiated confidence intervals should be read together. The common large-sample interval for a coefficient's hazard ratio is
Global likelihood-ratio, score and Wald tests assess the included slopes jointly; for exactly these three one-coefficient terms their reference degrees of freedom are three. They need not coincide in a small sample. The Cox partial likelihood uses the event risk sets; the fitted log-likelihood is not a full likelihood for an estimated baseline survival curve. The method for tied event times should be recorded.
Check the proportional hazards assumption using scaled Schoenfeld residuals and time trends; check the functional form of age, influential subjects and independent censoring. Dose-by-age or dose-by-sex interaction terms are scientifically possible but require enough information and a stated model comparison. Adjustment can alter a crude dose association, and the allocation mechanism here is not specified as randomized. No coefficients, confidence limits, significance results, exact fitted calls or diagnostics for this dataset are recoverable without the output sheet. The displayed model is an interpretation template, not a claim that it was the exact missing command.
Under proportional hazards, each coefficient is constant over event time. Examine the Schoenfeld residuals, preferably scaled Schoenfeld residuals, against time or a prespecified transformation such as log time, ranks or a fitted survival-time transformation. Plot a smooth trend and its uncertainty for each covariate. Under the working model there should be no systematic residual-time association; a persistent trend suggests a time-varying coefficient. In a coefficient-scale plot that adds to the scaled residuals, the null trend is horizontal at the fitted coefficient.
A formal proportional hazards assumption test can add a time interaction, for example , and test using a score test with information adjusted for the fitted constant coefficients. The score contributions involve the Schoenfeld functions weighted by . One can test each covariate and use a joint global test for a vector of time-interaction coefficients. Such an association would be possible despite the unweighted residual sum being zero, so that fitted identity does not establish proportional hazards.
A systematic nonhorizontal coefficient trend or significant residual-time association is evidence against a constant hazard ratio. Failure to reject is compatible with the assumption, not proof of it. These diagnostics target the proportionality restriction; they do not by themselves verify covariate functional form or independence of the censoring mechanism.
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.
For an event at from subject , with covariate vector , define the Schoenfeld function
The second term is the hazard-weighted mean covariate in the risk set just before the event. The Schoenfeld residual is this function evaluated at the fitted coefficient, . Calculate one residual vector per event, using every at-risk subject, including those who will subsequently be censored. There is no ordinary event residual assigned at a right censoring time.
The Cox partial likelihood score function is . At the true constant coefficient in a Cox proportional-hazards model, the conditional event subject is selected with weights proportional to , so each Schoenfeld function has conditional mean zero. If the coefficient varies with time, that centering changes. Plot residuals against event time or a transformation of it, smooth them, and investigate departures from zero. Scaled Schoenfeld residuals account for the risk-set covariate variance and can display departures in coefficient units; score function tests based on residual-time association provide a formal check. Risk-set composition affects unscaled residual variance, and the total residual score function can be zero by fitting even when a time trend is present.
The command cox.zph checks the proportional hazards assumption test through time dependence of scaled Schoenfeld residuals. Under constant coefficients, their expected trend against transformed event time should be flat. A significant covariate-specific test would suggest that its coefficient varies with time; the global test checks the coefficients jointly.
The p-values are for age, for gender and for group, with global . Thus these tests find no evidence against proportional hazards. They do not prove the assumption, establish the correct age functional form, or test the censoring mechanism.
The separate diagnostic plot targets the broader fitted survival distribution. The code evaluates a fitted cumulative hazard function at each observed time and multiplies by the subject's fitted hazard multiplier, forming Cox–Snell residuals:
The curve returned without newdata by survfit is a reference-profile curve, not necessarily the all-zero-covariate baseline. The multiplier must use the same centering as that reference curve; the fitted linear predictors use the model's reference convention. With this consistency, times the multiplier is the fitted subject-specific cumulative hazard.
Part (a) shows why complete transformed event times should be approximately unit exponential if the Cox proportional-hazards model is correct. The Q–Q plot compares ordered fitted residuals with an independent random exponential sample. Most points are near the diagonal, with some upper-tail departures, so it gives no obvious indication of a gross distributional failure. A random reference sample adds simulation noise, and estimated parameters and tied recorded times prevent this from being an exact distribution-free test.
Importantly, four observed times are censored. Their transformed times retain the censoring indicators and are not complete exponential observations. Simply plotting all residuals as uncensored therefore gives only a rough visual check. A more appropriate Cox–Snell residual survival diagnostic fits a Kaplan–Meier estimator or Nelson–Aalen estimator to , retains the censoring flags, and checks whether the estimated cumulative hazard is close to , equivalently whether estimated survival is close to . Taken together, the supplied checks are broadly compatible with the fitted model, while none resolves potentially informative censoring from giving up.
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 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.