Many thanks to Dr. Therneau for his reply to this question. His answer
is re-posted below the original question.
Kevin E. Thorpe wrote:
Hello,
I'm reposting a question I sent to r-help since it was suggested that
Dr. Therneau
would be in a better position to shed light on my question.
Kind Regards,
Kevin Thorpe
-------- Original Message --------
Subject: [R] Why is transform="km" the default for cox.zph?
Date: Fri, 07 Apr 2006 09:22:51 -0400
From: Kevin E. Thorpe <kevin.thorpe@utoronto.ca>
Organization: University of Toronto
To: R Help Mailing List <r-help@stat.math.ethz.ch>
To enhance my understanding, and that of my students, I have a question
about cox.zph in the survival package.
If I have correctly gleaned the high-level point from the 1994
Biometrika paper of Grambsch and Therneau, it looks to me like
cox.zph provides a mechanism to test for a simple trend in plots
of a function of time, g(t) versus the scaled schoenfeld
residuals and it also provides some built-in ones and the capability
to provide your own. It also appears to me that different forms look
at different departures from proportionality.
So, my question is what are the advantages and disadvantages of the
default transform="km" compared to say, identity or log?
Thank you.
Kevin
=== Begin Dr. Therneau's Reply ===
There are 2 reasons for making the KM the default:
1. Safety: The test for PH is essentially a least-squares fit of
line to a plot of f(time) vs residual. If the plot contains an
extreme oulier in x, then the test is basically worthless. This
sometimes happens with transform= identity or transform =log.
It doesn't with transform='KM'.
As a default value for naive users, I chose the safe course.
2. A secondary reason is efficiency. In DY Lin, JASA 1991
Dan-Yu argues that this is a "good" test statistic under various
assumptions about censoring. (His measure has the same score
statistics as the KM option).
But #1 is the big one.
Terry T.
=== End Dr. Therneau's Reply ===
--
Kevin E. Thorpe
Biostatistician/Trialist, Knowledge Translation Program
Assistant Professor, Department of Public Health Sciences
Faculty of Medicine, University of Toronto
email: kevin.thorpe@utoronto.ca Tel: 416.946.8081 Fax: 416.946.3297
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