Model diagnostics

The assumptions behind Cox regression are similar to other types of generalized linear models. Nevertheless, there are some additional assumptions that need to be tested, such as the hazards being proportional and the failure times not being tied.

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Checklist

Time-to-event outcomeThe y-variable has to reflect time-to-event.
Independence of errorsData should be independent, i.e. not derived from any dependent samples design, e.g. before-after measurements/paired samples.
Correct model specificationYour model should be correctly specified. This means that the x-variables that are included should be meaningful and contribute to the model. No important (confounding) variables should be omitted (often referred to as omitted variable bias).
No multicollinearityMulticollinearity may occur when two or more x-variables that are included simultaneously in the model are strongly correlated with each another. Actually, this does not violate the assumptions, but is does create greater standard errors which makes it harder to reject the null hypothesis.
Proportional hazardsThe ratio of the hazards is constant over time.
Failure times not tiedThe number of ties in your data is minimal.

Types of model diagnostics

Link testAssess model specification
Correlation matrixCheck for multicollinearity
Log-log plot of survivalCheck proportional hazards assumption
Kaplan-Meier and predicted survival plotCheck proportional hazards assumption
Schoenfeld residualsCheck proportional hazards assumption
Tied failure timesUse one of four approaches