Graphical methods for assessing violations of the proportional hazards assumption in Cox regression

Abstract

A major assumption of the Cox proportional hazards model is that the effect of a given covariate does not change over time. If this assumption is violated, the simple Cox model is invalid, and more sophisticated analyses are required. This paper describes eight graphical methods for detecting violations of the proportional hazards assumption and demonstrates each on three published datasets with a single binary covariate. I discuss the relative merits of these methods. Smoothed plots of the scaled Schoenfeld residuals are recommended for assessing PH violations because they provide precise usable information about the time dependence of the covariate effects.