Cox PH models how covariates affect the hazard (instantaneous risk) of an event, while accommodating right‑censoring.
Data Requirements
Two core columns: time (duration) and event (1 if event observed, 0 if censored), plus covariates X.
Outputs
- Hazard ratios (exp(coeff)) with confidence intervals
- Baseline/survival curves and predicted risks
- Diagnostics: Schoenfeld tests and residual plots
Assumptions
- Proportional hazards: effect of X is multiplicative and constant over time
- Independent censoring
Handling Violations
- Time‑varying coefficients for non‑proportional covariates
- Stratification to allow different baselines