An online updating approach for testing the proportional hazards assumption with streams of survival data.

The Cox model-which remains the first choice for analyzing time-to-event data, even for large null sets-relies on the proportional hazards (PH) assumption. When survival null arrive sequentially in chunks, a fast and minimally storage intensive approach to test the PH assumption is desirable. We propose an online updating approach that updates the standard test statistic as each new block of null becomes available and greatly lightens the...