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For an event at $t_j$ from subject $i_j$, with covariate vector $z_i$, define the Schoenfeld functionThe 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, $r_j=s_j(\hat{\beta })$. 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 ${\sum }_j{s}_j(\beta )$. At the true constant coefficient in a Cox proportional-hazards model, the conditional event subject is selected with weights proportional to $e^{{\beta }^T{z}_i}$, 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.

A scaled Schoenfeld residual rescales a Schoenfeld residual using fitted information so that its trend can diagnose departures from a constant coefficient in a Cox proportional-hazards model. A smooth trend against transformed event time estimates a time-dependent coefficient pattern; a flat trend supports the working proportional hazards assumption test.

At a distinct event time, the Schoenfeld function is the event subject's covariate minus the hazard-weighted covariate mean over the risk set, as a function of a trial coefficient $\beta$. Its evaluation at the fitted coefficient is a Schoenfeld residual. The sum of these functions is the Cox partial likelihood score function, and each is conditionally centered at zero at the true proportional-hazards coefficient.