Reassessing Schoenfeld Residual Tests of Proportional Hazards in Political Science Event History Analyses

Sunhee Park and David J. Hendry

American Journal of Political Science, 2015, vol. 59, issue 4, 1072-1087

Abstract: 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.

Date: 2015
References: Add references at CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
https://doi.org/10.1111/ajps.12176

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:amposc:v:59:y:2015:i:4:p:1072-1087

Access Statistics for this article

More articles in American Journal of Political Science from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().