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Reassessing Schoenfeld Residual Tests of Proportional Hazards in Political Science Event History Analyses
Author(s) -
Park Sunhee,
Hendry David J.
Publication year - 2015
Publication title -
american journal of political science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.347
H-Index - 170
eISSN - 1540-5907
pISSN - 0092-5853
DOI - 10.1111/ajps.12176
Subject(s) - censoring (clinical trials) , covariate , residual , proportional hazards model , econometrics , outlier , statistics , event (particle physics) , event data , test (biology) , computer science , mathematics , algorithm , paleontology , physics , quantum mechanics , biology
An underlying assumption of proportional hazards models is that the effect of a change in a covariate on the hazard rate of event occurrence is constant over time. For scholars using the Cox model, a Schoenfeld residual‐based test has become the disciplinary standard for detecting violations of this assumption. However, using this test requires researchers to make a choice about a transformation of the time scale. In practice, this choice has largely consisted of arbitrary decisions made without justification. Using replications and simulations, we demonstrate that the decision about time transformations can have profound implications for the conclusions reached. In particular, we show that researchers can make far more informed decisions by paying closer attention to the presence of outlier survival times and levels of censoring in their data. We suggest a new standard for best practices in Cox diagnostics that buttresses the current standard with in‐depth exploratory data analysis.