Diagnostic plots in Cox's regression model.

Two diagnostic plots are presented for validating the fitting of a Cox proportional hazards model. The added variable plot is developed to assess the effect of adding a covariate to the model. The constructed variable plot is applied to detect nonlinearity of a fitted covariate. Both plots are also useful for identifying influential observations on the issues of interest. The methods are illustrated on examples of multiple myeloma and lung cancer data.

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