On testing proportionality in the Cox regression model by Andersen's plot

Changyong Feng, Hongyue Wang, Yun Zhang, Yu Han, Yuefeng Liang and Xin M. Tu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 7, 3489-3500

Abstract: Andersen's plot, a graphical method for testing the proportionality assumption in the Cox Regression Model (Cox, 1972), first proposed by Kay (1977) and popularized by Andersen (1982), has been used widely in biomedical research to check the validity of applying this popular regression model in survival analysis. Our theoretical derivation and examples show that the theoretical basis of this method is flawed. The graphical method should not be used in testing the proportionality. Instead, formal analytical methods based on residuals such as Cox–Snell residual and martingale residual should be used in practice.

Date: 2017
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DOI: 10.1080/03610926.2015.1065330

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