coxsnell_flexsurvreg: Cox-Snell residuals from a parametric survival model

View source: R/residuals.flexsurvreg.R

coxsnell_flexsurvregR Documentation

Cox-Snell residuals from a parametric survival model


Cox-Snell residuals from a parametric survival model





Object returned by flexsurvreg or flexsurvspline representing a fitted survival model


A data frame with a column called est giving the Cox-Snell residual, defined as the fitted cumulative hazard at each data point. fitted cumulative hazard at the given observed data point, and other columns indicating the observation time, observed event status, and covariate values defining the data at this point.

The cumulative hazards est should form a censored sample from an Exponential(1). Therefore to check the fit of the model, plot a nonparametric estimate of the cumulative hazard curve against a diagonal line through the origin, which is the theoretical cumulative hazard trajectory of the Exponential(1).


  fitg <- flexsurvreg(formula = Surv(futime, fustat) ~ age, data = ovarian, dist = "gengamma")
  cs <- coxsnell_flexsurvreg(fitg)
  ## Model appears to fit well, with some small sample noise 
  surv <- survfit(Surv(cs$est, ovarian$fustat) ~ 1)
  plot(surv, fun="cumhaz")
  abline(0, 1, col="red")

flexsurv documentation built on Feb. 16, 2023, 5:07 p.m.