Solved – Schoenfeld residuals and Categorical variables with multiple categories

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I am having a bit of trouble with my survival data.
Basically I am trying to assess whether or not the cox proportional hazard assumption is met, by ploting the schoenfeld residuals in R.

I have several variables and some of them have 3 or more categories.
As far as I know, Schoenfeld residuals are adjusted for each individual and each variable. So, when I tried to get the residuals for each of this variables with 3 or more categories, I was expecting to have one residual for individual, but instead I got more.

It's my first time using R with survival data, so probably I am doing something wrong. Here is the code I used with a variable that has 4 categories.

>fit=survfit(s~data$school)  #Cox Model >summary(coxph(s~data$school))  #Test for proportional hazards assumption >cox.zph(coxph(s~data$school))  #Schoenfeld residuals (defined for each variable for uncensored subjects) >res=residuals(coxph(s~data$school), type="schoenfeld", collapse=F)

When I call the first 3 rows (time = 7 days), I get a set of 3 residuals per individual:

> res[1:3,]         data$school2     data$school3     data$school4 7        -0.6250424       -0.1333578        0.8462863 7        -0.6250424       -0.1333578        0.8462863 7         0.3749576       -0.1333578       -0.1537137

Can anyone please help me we this?

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Best Answer

There is a separate Schoenfeld residual for each covariate for every uncensored individual.

In the case of a categorical covariate with $k$ levels, $k-1$ dummy variates appear in the model.

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