BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
Caetreviop543
Obsidian | Level 7

Does anyone know how SAS calculates Schoenfeld residuals in survival analysis? Are they scaled? My understanding is that it's the value of a covariate for a given individual subtracted by the weighted average of that covariate among individuals who failed (i.e. got the outcome of interest) at time T. I would think that in order to get the weighted average, you would need to multiply the model coefficient times the individual covariate value, and then add that to the covariate to get an expected value, which you would then take the average of. The average expected value would be among those who did and did not get the outcome of interest at time T. However, when I tried calculating this by hand, it didn’t match with the results. I’m also unsure as to how SAS calculates a residual for binary or categorical variables.

 

Any insight would be appreciated. Thanks in advance!

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

No. In the previous paragraph, the function d(s) is defined as

"Let d(s) = \Sigma \Delta(_iit, which is the number of subjects that have an event at t. "

View solution in original post

3 REPLIES 3
Reeza
Super User

Does this help?

 

https://documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.2&docsetId=statug&docsetTarget=statu...

 

https://documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.2&docsetId=statug&docsetTarget=statu...

 


@Caetreviop543 wrote:

Does anyone know how SAS calculates Schoenfeld residuals in survival analysis? Are they scaled? My understanding is that it's the value of a covariate for a given individual subtracted by the weighted average of that covariate among individuals who failed (i.e. got the outcome of interest) at time T. I would think that in order to get the weighted average, you would need to multiply the model coefficient times the individual covariate value, and then add that to the covariate to get an expected value, which you would then take the average of. The average expected value would be among those who did and did not get the outcome of interest at time T. However, when I tried calculating this by hand, it didn’t match with the results. I’m also unsure as to how SAS calculates a residual for binary or categorical variables.

 

Any insight would be appreciated. Thanks in advance!


 

Caetreviop543
Obsidian | Level 7

 

 

Yes, somewhat. Is the d in the formula (attached) the deviance of the residuals? Thanks for your help!

 

 

Rick_SAS
SAS Super FREQ

No. In the previous paragraph, the function d(s) is defined as

"Let d(s) = \Sigma \Delta(_iit, which is the number of subjects that have an event at t. "

sas-innovate-2024.png

Available on demand!

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • 2010 views
  • 2 likes
  • 3 in conversation