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Regression Tests and Models

Cox Regression: Formula, Hazard Ratios, Diagnostics, Python, R, SPSS and Excel

A verified 649-case guide to constructed survival time, partial likelihood, hazard ratios, proportional-hazards diagnostics, and separate Python, R, SPSS, and Excel results.

Statistics guide Ethical learning support SPSS/R/Python/Excel friendly
Cox Regression: Formula, Hazard Ratios, Diagnostics, Python, R, SPSS and Excel
Time-to-event modeling, partial likelihood and hazard-ratio interpretation

Cox Regression: Formula, Hazard Ratios, Diagnostics, Python, R, SPSS and Excel

Cox Regression models an event rate over observed time while accommodating censoring and leaving the baseline hazard unspecified. This worked guide follows 649 student records through a constructed survival outcome, Kaplan-Meier estimates, nine-term Python and R models, tied-event methods, proportional-hazards checks, a broader SPSS specification and transparent Excel calculations.

649 records151 events498 censoredR concordance 0.8577

Cox Regression Model Overview

Cox Regression is a semiparametric survival model for estimating how covariates multiply the instantaneous event hazard among records that remain at risk. It combines event status and observed duration rather than reducing the analysis to a binary outcome at one arbitrary time.

The baseline hazard is not assigned a parametric form. Partial likelihood estimates the coefficient vector by comparing each event record with the risk set at the same event time. Exponentiating a coefficient produces a hazard ratio, while absolute survival prediction additionally requires a baseline survival estimate at a specified time and covariate profile.

The supplied files do not contain a genuine longitudinal outcome. They construct time as absences + 1 and define an event when G3 is below 10 or failures is above zero. This creates 151 events and 498 censored labels. The construction is useful for teaching Cox Regression mechanics but does not represent elapsed time to academic failure.

The corrected Python and R right-hand side contains G1, G2, studytime, age, Medu, Fedu, school, sex and address. GP, female and rural are the categorical references. G3 and failures are excluded because they define event status; absences is excluded because it defines time.

Python explicitly uses Breslow handling for tied events. R explicitly uses Efron handling and supplies Schoenfeld-residual tests. SPSS fits a broader 13-predictor primary model and does not state a tie option in the saved syntax. These outputs are related evidence but are not interchangeable software replications.

Cox Regression is appropriate when time origin, event, censoring and risk sets have substantive meaning; hazards are proportional or modeled as time varying; numeric functional forms are suitable; and observations are independent or dependence is handled. It is not appropriate merely because an outcome can be converted into a positive number.

The strongest nine-term evidence concerns G1, G2, school and address. Python estimates HR = 0.822437 for G1, 0.820490 for G2, 1.985538 for MS school and 0.705148 for urban address. R shows the same direction and significance pattern, with concordance 0.857725 and a global proportional-hazards p-value of 0.230437.

Python G2 HR0.820490
R G2 HR0.776380
R global model p8.253 × 10−46
R global PH p0.230437
Substantive boundary: the fitted hazard ratios describe a script-defined absence-based time and composite educational event. They should not be reported as real prospective failure hazards without genuine follow-up data.
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Quick Answer

The nine-term Cox Regression models identify prior grades as the dominant protective predictors for the constructed event. School has a large positive hazard contrast, while the address result is smaller and more specification sensitive.

Records analyzed649
Events / censored151 / 498
Python log partial likelihood−707.1453
R concordance0.857725

Nine-term Python evidence

  • G1 HR = 0.822437, p = 0.000258.
  • G2 HR = 0.820490, p = 3.043 × 10−7.
  • MS school HR = 1.985538, p = 0.001644.
  • Urban address HR = 0.705148, p = 0.048444.

R and SPSS boundaries

  • R uses Efron ties and reproduces the four-term significance pattern.
  • R global PH p = 0.230437, but school p = 0.033876.
  • SPSS adds four predictors and estimates a different adjusted model.
  • The constructed endpoint limits real-world survival interpretation.
h(t | x) = h₀(t) exp(x′β),   HR for a one-unit change = exp(β)
Verified interpretation: one additional G2 point is associated with a 17.951% lower fitted instantaneous hazard in Python, conditional on the other eight terms. This is not a 17.951% lower cumulative event probability.

Table of Contents

  1. Model Overview
  2. Quick Answer
  3. Why Cox Regression Is Needed
  4. How Cox Regression Works
  5. Variables and Coding
  6. Verified Results
  7. Python and Diagnostic Charts
  8. R Chart Pairs
  9. Coefficient Interpretation
  10. Predictions and Meaning
  11. Assumptions and Diagnostics
  12. Python, R, SPSS and Excel
  13. Code and Formulas
  14. Advanced Topics
  15. APA-Style Reporting
  16. Publication Checklist
  17. Downloads
  18. Related Guides
  19. Frequently Asked Questions
  20. Conclusion

Why This Analysis Needs Cox Regression

A binary model would record only whether the constructed event condition is met. Cox Regression also uses the constructed time at which each record contributes an event or leaves the risk set. This distinction matters because a censored record contributes information until its observed time rather than being treated as permanently event free.

The method estimates rate ratios without requiring an exponential, Weibull or log-normal baseline distribution. This flexibility is useful when the baseline event rate can vary irregularly across the time scale.

Risk setsEach event is compared with records still eligible to experience the event at that time.
CensoringCensored observations contribute follow-up information without being counted as events.
Hazard ratiosCoefficients become multiplicative conditional event-rate comparisons.

The current data have many tied integer times. Cox Regression can still be fitted, but the tie approximation must be stated. Python uses Breslow and R uses Efron. Their differences are part of the analysis rather than rounding noise.

Teaching-use rule: Cox Regression is mathematically fitted here, but a substantive study requires a real observation clock, event date and censoring mechanism. The constructed endpoint should not be used for causal or operational decisions.

How Cox Regression Works

Hazard, Survival and Partial Likelihood

hᵢ(t | xᵢ) = h₀(t) exp(xᵢ′β)

The baseline hazard h₀(t) may change freely with time. The exponential linear predictor is always positive. Holding all other columns fixed, a one-unit increase in predictor j multiplies the hazard by exp(βⱼ).

Sᵢ(t | xᵢ) = S₀(t)exp(xᵢ′β)

A relative-risk score is not a survival probability. It must be combined with baseline survival at the requested time and covariate reference.

L(β) = ∏ over events exp(xᵢ′β) / Σ over the current risk set exp(xₖ′β)

Partial likelihood compares the event record with every record still at risk. Censored records appear in earlier denominators and leave after their censoring time.

Validated Interpretation Flow

Step 1Define a genuine time origin, event rule and censoring process.
Step 2Create the risk sets and select a justified tied-event method.
Step 3Estimate log hazards, hazard ratios and uncertainty from partial likelihood.
Step 4Check proportional hazards, functional form, influence, discrimination and calibration.

Kaplan-Meier Context

Ŝ(t) = ∏ for event times ≤ t (1 − dⱼ / nⱼ)

The unadjusted constructed Kaplan-Meier survival is 0.926040 at time 1, 0.872042 at time 3, 0.803402 at time 5, 0.500356 at time 13 and 0.054133 at time 31. Tail values have less support because few records remain at risk.

Tied Events

Breslow reuses the full risk-set denominator across the tied event set. Efron removes fractional tied-event contributions sequentially. With heavily tied integer times, the selected approximation can materially affect coefficients and standard errors.

Variables Used, Coding and Standardization

The outcome construction and predictor roles must remain fixed across software. The nine-term Python and R models deliberately exclude variables used to create time or event status.

FieldRoleRule or contrastInterpretive consequence
cox_timeConstructed durationabsences + 1; range 1 to 33One unit is an absence-count step, not prospective follow-up time.
cox_eventConstructed eventG3 < 10 or failures > 0151 events; composite educational teaching endpoint.
Censored statusConstructed complementNeither event condition met498 records; not natural loss-to-follow-up censoring.
G1, G2Numeric predictorsOne grade-point contrastEarlier and more recent prior achievement.
studytimeNumeric coded predictorOne study-time categoryAssumed linear on the log-hazard scale.
ageNumeric predictorOne yearAssumed linear on the log-hazard scale.
Medu, FeduNumeric coded predictorsOne education-code stepEqual spacing is assumed unless indicators or splines are used.
schoolIndicatorMS versus GPGP is the nine-term reference.
sexIndicatorMale versus femaleFemale is the nine-term reference.
addressIndicatorUrban versus ruralRural is the nine-term reference.
G3, failuresEvent constructionExcluded from predictorsPrevents direct reuse of endpoint-defining information.
absencesTime constructionExcluded from predictorsPrevents direct reuse of the constructed time variable.
Exact sample: all selected fields are complete in the supplied 649-row table. The event fraction is 151/649 = 0.232666.

Verified Cox Regression Results

Model and Software Summary

Evidence sourceCases / eventsPredictorsTie method statedGlobal or fit evidencePrimary use
Python PHReg649 / 1519BreslowLog partial likelihood −707.145324; partial AIC 1432.290648Corrected nine-term coefficient and risk-score analysis.
R coxph649 / 1519EfronLR χ²(9) = 236.168740, p = 8.2526 × 10−46; concordance 0.857725Nine-term cross-check and formal PH tests.
SPSS primary COXREG649 / 15113Not stated in saved syntaxChange χ²(13) = 215.671, p < .001; −2LL = 1405.051Broader specification sensitivity rather than direct replication.

Nine-Term Python and R Hazard Ratios

TermPython HRPython pR HRR pCombined reading
G10.8224370.0002580.8339220.000910Higher prior grade is associated with lower constructed event hazard.
G20.8204903.043 × 10−70.7763803.898 × 10−10Strongest grade evidence; tie methods alter the exact magnitude.
studytime0.9474870.6766900.9295140.576997Intervals cross one in both models.
age1.0228610.7248091.0313500.632455No clear linear age effect.
Medu0.9402830.5301110.9471550.580252No clear linear maternal-education effect.
Fedu0.9366780.5338360.9369010.532764Nearly identical inconclusive estimates.
MS school vs GP1.9855380.0016442.1235810.000606Approximately doubled fitted hazard, with wide uncertainty.
Male vs female1.1020330.5798201.1085930.560159Intervals cross one.
Urban vs rural0.7051480.0484440.6651910.021239Lower hazard in nine-term models; estimate is specification sensitive.

Broader SPSS Primary Model

SPSS termHazard ratiop-value95% CIInterpretation
G10.814< .0010.732 to 0.905Protective grade association remains.
G20.823< .0010.763 to 0.888Protective grade association remains.
studytime0.9440.6550.734 to 1.214Inconclusive.
age1.0200.7850.885 to 1.175Inconclusive.
Medu0.9850.8860.805 to 1.205Inconclusive.
Fedu0.9260.4650.752 to 1.139Inconclusive.
traveltime1.0750.5250.860 to 1.344Added SPSS covariate; inconclusive.
health1.1890.0041.056 to 1.338Higher coded health is associated with higher constructed hazard.
MS school vs GP2.1300.0011.379 to 3.291Large positive school contrast persists.
Male vs female1.0170.9230.716 to 1.445Inconclusive.
Urban vs rural0.7810.1870.541 to 1.128No longer below .05 after broader adjustment.
Higher intention0.8970.6050.595 to 1.353Inconclusive.
Internet access0.8730.4950.591 to 1.290Inconclusive.
Results boundary: address changes from below .05 in the nine-term Python/R models to p = 0.187 in the broader SPSS model. This is a covariate-specification change, not a computational contradiction.
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Python Charts and Diagnostic Explanations

The first five stories use Python-side or Python-companion visuals. The sixth displays the formal R Schoenfeld-test probabilities in the same chart-story layout so the diagnostic conclusion is not separated from the visual evidence.

Chart 1: Constructed Survival-Time Distribution

Cox Regression constructed survival time distribution
Constructed absence-based time from 1 through 33.
Pattern

The distribution is strongly right skewed and concentrated at low integer values.

Key Values

Mean = 4.659476, median = 3, first quartile = 1 and third quartile = 7.

Interpretation

The discrete scale creates many tied event and censoring times, making the tie approximation important.

Why It Matters

The chart also shows why the scale should not be described as ordinary prospective follow-up.

Reading rule: a positive duration is mathematically sufficient for fitting but not substantively sufficient for time-to-event interpretation.

Chart 2: Event and Censoring Counts

Cox Regression event and censored record counts
Constructed event status for all 649 records.
Pattern

Censored labels substantially outnumber observed constructed events.

Key Values

151 events and 498 censored records; event fraction = 0.232666.

Interpretation

Events arise from the union of 100 low-G3 records and 100 prior-failure records with 49 overlapping.

Why It Matters

The event count supports nine slopes more comfortably than the broader 13-term SPSS model.

Reading rule: the bars describe a constructed endpoint and do not establish natural censoring.

Chart 3: Overall Kaplan-Meier Curve

Cox Regression Kaplan Meier curve for the constructed outcome
Unadjusted survival on the constructed absence-based scale.
Pattern

The curve drops at event times and becomes increasingly uncertain in the sparse tail.

Key Values

S(1) = 0.926040, S(5) = 0.803402, S(13) = 0.500356 and S(31) = 0.054133.

Interpretation

Censoring reduces later risk sets but does not directly create downward survival steps.

Why It Matters

The nonparametric curve verifies the time-event construction before multivariable modeling.

Reading rule: late survival values are less precise because few records remain at risk.

Chart 4: Python Baseline Survival for the Raw-Zero Profile

Cox Regression Python baseline survival for the raw zero covariate profile
Python baseline survival reconstructed at zero for every numeric predictor and all reference categories.
Pattern

The baseline curve falls extremely quickly.

Key Values

Baseline survival is 0.075484 at time 1 and 0.006478 at time 3.

Interpretation

The reference includes age zero and grade zero, so the steep curve is mathematically consistent but substantively unrealistic.

Why It Matters

Absolute survival curves must identify the covariate profile and centering convention.

Reading rule: never present a software baseline curve as the survival of an average student unless the profile has actually been reconstructed.

Chart 5: Log-Minus-Log Proportional-Hazards Visual

Cox Regression log minus log visual check by predicted risk group
Coarse proportional-hazards visual based on median predicted-risk groups.
Pattern

The transformed high- and low-risk curves are separated but not perfectly parallel.

Key Values

Python forms 325 high-risk and 324 low-risk records.

Interpretation

The groups are derived from the complete score, so the graph is not a term-specific PH test.

Why It Matters

The visual motivates formal Schoenfeld residual testing rather than replacing it.

Reading rule: a median-score split can hide predictor-specific time variation.

Chart 6: Formal Proportional-Hazards Test Probabilities

Cox Regression proportional hazards test p values by model term
Companion R cox.zph evidence presented in the chart-story format.
Pattern

School is the only term below 0.05; the global test remains above the threshold.

Key Values

School p = 0.033876, Fedu p = 0.070962, sex p = 0.083323 and global p = 0.230437.

Interpretation

The overall model does not show broad PH failure, but a term-specific school signal remains.

Why It Matters

A global nonrejection should not be used to dismiss a predictor-level diagnostic concern.

Reading rule: report both the global and term-specific PH evidence.
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R Charts and Paired Explanations

The R visuals use Efron ties and the same nine-term predictor set. They are arranged in two paired rows with one explanation box behind each chart.

R Cox Regression evidence pair 1
R Cox Regression Kaplan Meier survival curve
R Kaplan-Meier survival curve with confidence and censoring information.
R Cox Regression hazard ratio forest plot
R hazard ratios and 95% confidence intervals for the nine-term model.
Explanation for R chart 1

R Chart 1: Kaplan-Meier Survival

Pattern: Survival falls in steps and the tail becomes thin after earlier events and censoring.

Key values: The verified overall curve is 0.926040 at time 1 and approximately 0.500356 at time 13.

Interpretation: The curve describes the constructed outcome before covariate adjustment.

Why it matters: verify event coding and risk-set arithmetic before interpreting hazard ratios.
Explanation for R chart 2

R Chart 2: Hazard-Ratio Forest Plot

Pattern: G1, G2 and address lie below one, while MS school lies above one. Five intervals cross one.

Key values: G2 HR = 0.776380; school HR = 2.123581; address HR = 0.665191.

Interpretation: The logarithmic scale presents reciprocal departures from one symmetrically.

Why it matters: direction, magnitude and interval width should be interpreted together.
R Cox Regression evidence pair 2
R Cox Regression predicted relative risk score distribution
R relative-risk scores under the R centering convention.
R Cox Regression Kaplan Meier curves by predicted risk group
Kaplan-Meier separation after a median R risk-score split.
Explanation for R chart 3

R Chart 3: Relative-Risk Distribution

Pattern: Scores are highly right skewed, with a small number of very large values.

Key values: Range = 0.033921 to 186.597630, median = 0.917373 and mean = 3.521240.

Interpretation: Absolute score scale depends on centering; ranking is the more portable quantity.

Why it matters: do not compare raw R and Python risk-score scales without reconstructing the same reference.
Explanation for R chart 4

R Chart 4: Kaplan-Meier Curves by Risk Group

Pattern: High- and low-score groups separate sharply.

Key values: The high-score half contains 144 of 151 events; the low-score half contains 7.

Interpretation: The model strongly ranks the same data used for fitting, especially through prior grades.

Why it matters: apparent separation requires validation because the risk groups are in-sample and data derived.
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Cox Regression Coefficient and Parameter Interpretation

G1 and G2

Python estimates G1 B = −0.195483 and HR = 0.822437. Holding the other eight terms fixed, one additional G1 point is associated with a 17.756% lower fitted hazard. G2 B = −0.197854 and HR = 0.820490, corresponding to a 17.951% lower fitted hazard per point.

R estimates similar directions but different magnitudes under Efron ties: G1 HR = 0.833922 and G2 HR = 0.776380. The two prior grades are entered simultaneously, so each slope represents information beyond the other grade.

School

Python estimates MS versus GP HR = 1.985538, 95% CI [1.295446, 3.043246]. R estimates HR = 2.123581, 95% CI [1.380789, 3.265956]. The point estimates are large, but the intervals are broad and the R school PH test is 0.033876.

Address

Urban versus rural has Python HR = 0.705148 and R HR = 0.665191 in the nine-term models. The Python upper interval limit is 0.997614, so the result is close to the no-effect boundary. In the broader SPSS model, HR = 0.781 and p = 0.187.

Inconclusive Terms

studytime, age, Medu, Fedu and sex have nine-term intervals crossing one. This does not prove exact equivalence. It indicates limited evidence against HR = 1 under the specified linear forms and constructed endpoint.

Interpretation rule: report Cox Regression coefficients as conditional hazard ratios with intervals, units, references, tie method and proportional-hazards evidence. Do not convert them directly into probability changes.

Predictions, Effects and Model Meaning

Cox Regression prediction has two layers. The linear predictor xβ or relative-risk score exp(xβ) ranks profiles. Absolute survival at time t additionally requires the baseline survival S₀(t).

S(t | x) = S₀(t)exp(x′β)

Python stores uncentered risk scores with median 0.009880, mean 0.028624 and range 0.000512 to 1.039230. R stores scores under a different centering convention with median 0.917373, mean 3.521240 and range 0.033921 to 186.597630. Their raw scales are not comparable, but their within-software rankings are meaningful.

The supplied Python median split contains 325 high-risk and 324 low-risk records. High-group survival is 0.858462 at time 1, 0.665391 at time 5 and 0.325878 at time 13. Low-group survival is much higher at the same early points.

The raw-zero Python baseline survival is not an average-student prediction. It evaluates zero for G1, G2, studytime, age, Medu and Fedu along with the categorical references. A realistic profile should use meaningful values and a consistently reconstructed baseline.

Prediction caution: the package does not provide an external validation set or validated absolute-risk calibration. Risk-group separation is in-sample and partly reflects the outcome construction.

Cox Regression Assumptions and Diagnostics

Proportional hazards

Global R p = 0.230437; school p = 0.033876 requires follow-up.

Outcome validity

The constructed absence-based time is not a genuine follow-up duration.

Software specification

Python/R use nine terms; the SPSS primary model uses thirteen.

Proportional-Hazards Evidence

Term p-values are G1 0.641900, G2 0.813277, studytime 0.769363, age 0.880921, Medu 0.518286, Fedu 0.070962, school 0.033876, sex 0.083323 and address 0.708263. The global p-value is 0.230437.

Functional Form

No saved spline or nonlinear comparison is available. Treating studytime, Medu and Fedu as equally spaced numeric scores and age and grades as linear log-hazard terms remains an assumption.

Independent Observations

Each row represents one student, but students can share school and social context. Ordinary standard errors do not model residual clustering beyond the included school indicator.

Censoring

Noninformative censoring is not naturally assessable because censoring is created by the outcome rule rather than an observation process. This is the most important limitation of the example.

Influence and Stability

Risk scores are highly skewed and school has a large hazard ratio. DFBETA, deviance residuals, score residuals and leave-one-cluster or bootstrap stability checks would strengthen a substantive analysis.

Diagnostic conclusion: the supplied statistical diagnostics do not repair the absence of a genuine time origin and censoring mechanism. They validate model mechanics, not the substantive survival design.

Cox Regression in Python, R, SPSS and Excel

Python

statsmodels PHReg fits the corrected nine-term model with explicitly requested Breslow ties.

  • 649 cases and 151 events
  • Log partial likelihood −707.145324
  • Partial AIC 1432.290648
  • Risk-score ledger for all 649 rows

R

survival::coxph fits the same right-hand side with Efron ties and formal cox.zph diagnostics.

  • LR χ²(9) = 236.168740
  • Concordance = 0.857725
  • Global PH p = 0.230437
  • School PH p = 0.033876

SPSS

The primary COXREG output adds traveltime, health, higher intention and internet access.

  • 13 predictors
  • Model change χ² = 215.671
  • Health and school below .05
  • Address p = 0.187

Excel

The corrected workbook audits time/event construction, hazard-ratio transformations and Kaplan-Meier arithmetic.

  • Eight-row worked setup
  • Coefficient-to-HR formulas
  • Synthetic Kaplan-Meier sheet
  • Not a full 649-row partial-likelihood engine
Cross-software rule: align cases, right-hand side, references and tie handling before expecting coefficient agreement. The current SPSS primary model is intentionally broader.

Code: Expand Only the Software You Need

Python Cox Regression with Breslow ties
from pathlib import Path
import numpy as np
import pandas as pd
from statsmodels.duration.hazard_regression import PHReg

DATA = Path("dataset.csv")
NUMERIC = ["G1", "G2", "studytime", "age", "Medu", "Fedu"]
CATEGORICAL = ["school", "sex", "address"]

df = pd.read_csv(DATA)
required = ["absences", "G3", "failures"] + NUMERIC + CATEGORICAL
dat = df[required].dropna().copy()

# Teaching construction used by the supplied files.
dat["cox_time"] = dat["absences"].abs() + 1
dat["cox_event"] = (
    (dat["G3"] < 10) | (dat["failures"] > 0)
).astype(int)

X = pd.get_dummies(
    dat[NUMERIC + CATEGORICAL],
    columns=CATEGORICAL,
    drop_first=True,
    dtype=float,
)

fit = PHReg(
    endog=dat["cox_time"].astype(float),
    exog=X.astype(float),
    status=dat["cox_event"].astype(int),
    ties="breslow",
).fit(disp=False)

ci = np.asarray(fit.conf_int())
coef = pd.DataFrame({
    "term": X.columns,
    "log_hazard_B": fit.params,
    "standard_error": fit.bse,
    "z": fit.params / fit.bse,
    "p_value": fit.pvalues,
    "hazard_ratio": np.exp(fit.params),
    "hr_lower": np.exp(ci[:, 0]),
    "hr_upper": np.exp(ci[:, 1]),
})

linear_predictor = X.to_numpy() @ fit.params
relative_risk = np.exp(linear_predictor)
median_risk = float(np.median(relative_risk))

risk_audit = pd.DataFrame({
    "row": np.arange(1, len(dat) + 1),
    "constructed_time": dat["cox_time"].to_numpy(),
    "event": dat["cox_event"].to_numpy(),
    "linear_predictor": linear_predictor,
    "relative_risk": relative_risk,
    "risk_group": np.where(
        relative_risk >= median_risk,
        "High predicted risk",
        "Low predicted risk",
    ),
})

summary = pd.DataFrame([{
    "n": len(dat),
    "events": int(dat["cox_event"].sum()),
    "censored": int((1 - dat["cox_event"]).sum()),
    "tie_method": "Breslow",
    "log_partial_likelihood": float(fit.llf),
    "partial_aic_9_parameters": float(2 * 9 - 2 * fit.llf),
}])

coef.to_csv("cox_python_coefficients.csv", index=False)
risk_audit.to_csv("cox_python_risk_audit.csv", index=False)
summary.to_csv("cox_python_summary.csv", index=False)
print(fit.summary())
R Cox Regression with Efron ties and cox.zph
library(survival)

raw <- read.csv("dataset.csv", stringsAsFactors = FALSE)
vars <- c(
  "absences", "G3", "failures", "G1", "G2", "studytime",
  "age", "Medu", "Fedu", "school", "sex", "address"
)
d <- na.omit(raw[vars])

d$cox_time <- abs(d$absences) + 1
d$cox_event <- as.integer(d$G3 < 10 | d$failures > 0)
d$school <- relevel(factor(d$school), ref = "GP")
d$sex <- relevel(factor(d$sex), ref = "F")
d$address <- relevel(factor(d$address), ref = "R")

fit <- coxph(
  Surv(cox_time, cox_event) ~
    G1 + G2 + studytime + age + Medu + Fedu +
    school + sex + address,
  data = d,
  ties = "efron",
  model = TRUE,
  x = TRUE
)

s <- summary(fit)
ph <- cox.zph(fit)
base_km <- survfit(Surv(cox_time, cox_event) ~ 1, data = d)
risk <- predict(fit, type = "risk")
risk_group <- ifelse(risk >= median(risk), "High", "Low")
group_km <- survfit(
  Surv(cox_time, cox_event) ~ risk_group,
  data = d
)

coef_table <- data.frame(
  term = rownames(s$coefficients),
  log_hazard_B = s$coefficients[, "coef"],
  standard_error = s$coefficients[, "se(coef)"],
  z = s$coefficients[, "z"],
  p_value = s$coefficients[, "Pr(>|z|)"],
  hazard_ratio = s$conf.int[, "exp(coef)"],
  hr_lower = s$conf.int[, "lower .95"],
  hr_upper = s$conf.int[, "upper .95"],
  row.names = NULL
)

write.csv(coef_table, "cox_r_coefficients.csv", row.names = FALSE)
write.csv(as.data.frame(ph$table), "cox_r_ph_tests.csv")
write.csv(
  data.frame(
    row = seq_len(nrow(d)),
    constructed_time = d$cox_time,
    event = d$cox_event,
    relative_risk = risk,
    risk_group = risk_group
  ),
  "cox_r_risk_audit.csv",
  row.names = FALSE
)

print(s)
print(ph)
SPSS primary and nine-term comparison syntax
* Teaching time and event variables used in the supplied package.
COMPUTE cox_time = ABS(absences) + 1.
COMPUTE cox_event = (G3 < 10 OR failures > 0).
EXECUTE.

* Primary SPSS model in the supplied PDF uses 13 predictors.
COXREG cox_time
 /STATUS=cox_event(1)
 /METHOD=ENTER
   G1 G2 studytime age Medu Fedu traveltime health
   school_MS sex_M address_U higher_yes internet_yes
 /CONTRAST (school_MS)=Indicator
 /CONTRAST (sex_M)=Indicator
 /CONTRAST (address_U)=Indicator
 /CONTRAST (higher_yes)=Indicator
 /CONTRAST (internet_yes)=Indicator
 /PRINT=CI(95).

* Nine-term comparison matching the Python/R right-hand side.
COXREG cox_time
 /STATUS=cox_event(1)
 /METHOD=ENTER
   G1 G2 studytime age Medu Fedu school_MS sex_M address_U
 /PRINT=CI(95).

* The saved primary command does not state a tie option.
* Do not label the SPSS coefficients Breslow or Efron unless the
* installed procedure/output explicitly verifies that setting.
Excel construction, hazard-ratio and Kaplan-Meier formulas
Excel formulas and manual checks

1. Constructed time
=ABS([@absences])+1

2. Event indicator
=IF(OR([@G3]<10,[@failures]>0),1,0)

3. Hazard ratio from a fitted log-hazard coefficient
=EXP([@coefficient])

4. Lower 95% hazard-ratio limit
=EXP([@coefficient]-1.96*[@standard_error])

5. Upper 95% hazard-ratio limit
=EXP([@coefficient]+1.96*[@standard_error])

6. Linear predictor for one profile
=SUMPRODUCT(PredictorValueRange,CoefficientRange)

7. Relative-risk score
=EXP(LinearPredictorCell)

8. One Kaplan-Meier step
=PreviousSurvival*(1-EventsAtTime/AtRiskBeforeTime)

Important:
- Excel can audit coding, hazard ratios and Kaplan-Meier arithmetic.
- The corrected workbook contains a small worked setup, not a full
  replacement for partial-likelihood optimization on all 649 rows.
- A survival probability requires a baseline survival estimate at a
  specified time; EXP(linear predictor) alone is not a probability.

Advanced Cox Regression Topics

These 26 panels extend the worked Cox Regression analysis from risk-set mechanics and tied events through proportionality, baseline survival, validation and responsible reporting.

1. Cox Regression Estimand

Cox Regression estimates conditional hazard ratios for a time-to-event process. A coefficient compares instantaneous event rates among records that are still in the risk set, while leaving the baseline hazard unspecified.

In this package, the estimand is tied to a constructed absence-based time and a composite academic event. The mechanics are valid for teaching, but the estimand is not a literal prospective failure hazard.

2. Genuine Time Origin and Endpoint

A substantive Cox Regression study requires a clearly defined start time, event time, censoring time and endpoint. Every subject must enter the risk set under a common or explicitly modeled time origin.

The current time variable is absences plus one and does not represent elapsed follow-up. A real study should replace it with recorded duration from an educationally meaningful origin.

3. Composite Event Construction

The supplied event equals one when G3 is below 10 or failures exceeds zero. Exactly 100 records meet each condition and 49 meet both, producing 151 unique events.

Composite endpoints should combine components with compatible clinical or substantive meaning. Here, a final-grade criterion and prior-failure history are joined for demonstration rather than because a prospective endpoint was observed.

4. Censoring Interpretation

Censoring normally means the event time is unknown beyond the observed follow-up. It is not the same as declaring that an event never occurred.

The 498 censored labels in this package are assigned by the complement of the constructed event rule, not by loss to follow-up or study closure. Noninformative-censoring assumptions therefore cannot be assessed in their usual form.

5. Partial Likelihood

Cox Regression estimates slopes by comparing the covariates of each event record with all records still at risk at that event time. The baseline hazard cancels from these risk-set ratios.

Partial likelihood uses event ordering and risk-set membership rather than a fully specified survival-time density. This is why tie handling matters when many records share integer-valued constructed times.

6. Breslow Tie Handling

The corrected Python PHReg analysis explicitly uses Breslow handling. At a tied time, Breslow reuses the full risk-set denominator for each event in the tied set.

Breslow is computationally convenient but can differ from Efron when ties are numerous. Its coefficients should be reported as the Python result rather than pooled with R decimals.

7. Efron Tie Handling

The R coxph analysis explicitly uses Efron handling. Efron gradually removes fractions of the tied-event contribution across the tied set and often approximates the exact discrete likelihood more closely.

R estimates G2 HR = 0.776380, whereas Python estimates 0.820490. The difference is expected when tie approximations and software implementations differ.

8. Exact and Discrete-Time Alternatives

An exact tied-event method can be considered when event times are genuinely discrete and tied sets are manageable. A discrete-time hazard model is another option when time is observed in intervals.

The present absence-count scale creates heavy ties by construction. A real application should decide whether continuous-time Cox Regression or a discrete-time model better matches data collection.

9. Proportional Hazards

Proportional hazards requires a covariate hazard ratio to remain constant over the modeled time scale. The baseline hazard may vary, but the multiplicative contrast is time invariant unless a time-varying effect is specified.

The R global Schoenfeld test has p = 0.230437, while school has p = 0.033876. The global result is reassuring only model-wide; the school term still deserves targeted follow-up.

10. Schoenfeld Residual Tests

Scaled Schoenfeld residual tests evaluate whether coefficient residual patterns are associated with transformed event time. A small term-specific p-value indicates evidence against a constant coefficient.

G1, G2, studytime, age, Medu and address show no supplied term-specific signal. Fedu and sex sit above 0.05 but are close enough to justify graphical review.

11. Log-Minus-Log Curves

Approximately parallel log-minus-log survival curves can support proportionality for a categorical grouping. Crossing or strongly nonparallel curves can indicate time-varying effects.

The supplied grouping is created from the fitted multivariable score, so it is only a coarse visual check. It cannot replace term-level Schoenfeld residual diagnostics.

12. Time-Varying Effects

When proportionality fails, a predictor can be interacted with a function of time or modeled through a stratified or extended Cox Regression specification.

A time-varying school effect is one possible follow-up because the school PH test is below 0.05. The form should be prespecified or validated rather than chosen solely to remove a diagnostic p-value.

13. Stratification

Stratified Cox Regression allows separate baseline hazards across strata while estimating common slopes for the remaining predictors. The stratifying variable does not receive a single hazard ratio.

Stratifying by school could address a school-specific baseline pattern, but it would change the scientific question and remove the direct school hazard-ratio estimate.

14. Functional Form of Numeric Predictors

Cox Regression assumes each numeric term is linear on the log-hazard scale unless another basis is specified. Grade points, age and coded education steps may not satisfy that assumption.

Restricted cubic splines or indicator coding can test nonlinear forms. Any added flexibility consumes event information and must be evaluated without reusing outcome-construction variables as predictors.

15. Reference Categories

The nine-term Python and R models use GP school, female sex and rural address as reference categories. Indicator hazard ratios compare MS with GP, male with female and urban with rural.

Changing a reference category changes coefficient signs and labels but not fitted risk ordering. Cross-software comparisons require identical dummy coding.

16. Hazard Ratio versus Probability

A hazard ratio compares instantaneous event rates, not cumulative probabilities. HR = 0.820490 corresponds to a 17.951 percent lower fitted hazard per G2 point, conditional on the model.

It does not imply a 17.951 percent lower event probability at every time. Survival probabilities require the baseline survival function and a specified covariate profile.

17. Multi-Unit Contrasts

For a multi-unit numeric contrast, exponentiate the coefficient multiplied by the contrast. A five-point G2 contrast is exp(5B), not five times the one-point hazard ratio.

Reporting meaningful contrasts can improve interpretation when one-unit changes are too small or coded categories are not naturally unit spaced.

18. Baseline Survival and Centering

Baseline survival is defined for the covariate reference used by the software. Python reconstructs a raw all-zero profile that includes age zero and grade zero, which is mathematically valid but substantively unrealistic.

R may center covariates when reporting baseline quantities. Absolute baseline curves therefore cannot be compared without reconstructing the same profile and centering convention.

19. Relative-Risk Scores

The relative-risk score exp(xβ) ranks profiles by fitted hazard. Its absolute numerical scale depends on coefficient centering and the covariate reference.

Python scores have median 0.009880 and mean 0.028624, whereas R scores have median 0.917373 and mean 3.521240. Ranking is comparable; the raw scales are not.

20. Concordance

Concordance measures whether higher fitted risk tends to correspond to earlier events among usable pairs. R reports 0.857725 for the constructed endpoint.

Concordance is a discrimination measure, not R-squared and not calibration. It should not be translated into the percentage of outcomes explained.

21. Calibration

A Cox Regression model can rank risk well while producing inaccurate absolute survival probabilities. Calibration requires comparing predicted and observed survival at prespecified times or across risk groups.

The supplied package emphasizes ranking and Kaplan-Meier separation but does not provide an independent calibration assessment for a genuine prospective endpoint.

22. Events per Parameter

The nine-term models use 151 events for nine coefficients, while the primary SPSS model uses 13 coefficients. Event information must support the number of terms, nonlinearities and interactions.

The raw ratio is more comfortable for nine terms than 13, but it does not guarantee stable estimates. Bootstrap or repeated-sample validation is still valuable.

23. Clustering and Dependence

Ordinary Cox Regression assumes independent subject-level contributions. Students may share school, classroom, neighborhood or social contexts that create correlated outcomes.

Robust sandwich covariance or frailty and multilevel survival methods may be needed when the sampling design contains clusters beyond the included school indicator.

24. SPSS Specification Difference

The SPSS primary model adds traveltime, health, higher-education intention and internet access to the nine-term right-hand side. Its address estimate therefore answers a different adjusted question.

Address has p = 0.187 in the broader SPSS run but remains below 0.05 in Python and R. This is specification sensitivity, not proof that one software calculation is wrong.

25. Validation and Optimism

The same 649 records define the outcome, estimate coefficients, form risk groups and display discrimination. Apparent separation is therefore descriptive and can be optimistic.

Bootstrap validation or an external cohort should evaluate concordance, calibration and coefficient stability after every modeling decision is fixed.

26. Cox Regression Decision Framework

Use Cox Regression only after verifying a genuine time origin, event definition, censoring process and risk-set interpretation. Declare tie handling, predictor coding, functional forms and proportional-hazards checks.

Report coefficients with hazard-ratio intervals, keep software specifications separate and validate discrimination and calibration. In the present package, treat the analysis as a detailed teaching demonstration rather than a real causal or prospective survival study.

Cox Regression reporting reference:

  • Cox Regression requires a genuine time origin and event process.
  • Cox Regression estimates hazard ratios rather than direct probability differences.
  • Cox Regression should state the tied-event method.
  • Cox Regression should report proportional-hazards diagnostics.
  • Cox Regression should separate software specifications.
  • Cox Regression should validate discrimination and calibration.
Extended Cox Regression reporting reference:

  • Cox Regression begins with a defensible time origin.
  • Cox Regression requires a prespecified event definition.
  • Cox Regression distinguishes censoring from permanent event absence.
  • Cox Regression estimates conditional hazard ratios.
  • Cox Regression does not convert a hazard ratio directly into probability change.
  • Cox Regression uses risk sets at observed event times.
  • Cox Regression should disclose the tied-event approximation.
  • Cox Regression should report categorical reference groups.
  • Cox Regression should evaluate numeric functional form.
  • Cox Regression should report proportional-hazards evidence.
  • Cox Regression should distinguish global and term-specific diagnostics.
  • Cox Regression should identify the baseline-survival reference profile.
  • Cox Regression should report concordance as discrimination, not explained variation.
  • Cox Regression should examine calibration before absolute-risk use.
  • Cox Regression should keep different software specifications separate.
  • Cox Regression should preserve the risk-score audit trail.
  • Cox Regression should validate optimism from in-sample risk groups.
  • Cox Regression should avoid causal claims from observational coefficients.
  • Cox Regression should use genuine longitudinal data for substantive survival claims.
  • Cox Regression should report limitations beside the numerical results.

APA-Style Reporting

Using 649 complete student records, time was operationalized as absences plus one and the event as G3 below 10 or any prior failure, yielding 151 events and 498 censored labels. An Efron-tied Cox Regression model included G1, G2, studytime, age, maternal education, paternal education, school, sex and address. The model improved on the null partial likelihood, likelihood-ratio χ²(9) = 236.17, p < .001, and concordance was .858.

Higher G1 was associated with a lower fitted event hazard, HR = 0.834, 95% CI [0.749, 0.928], p = .001, as was higher G2, HR = 0.776, 95% CI [0.717, 0.840], p < .001. MS school was associated with a higher fitted hazard than GP, HR = 2.124, 95% CI [1.381, 3.266], p = .001, and urban address with a lower fitted hazard than rural address, HR = 0.665, 95% CI [0.470, 0.941], p = .021.

The global Schoenfeld-residual test did not reject proportional hazards, p = .230, although the school term had p = .034 and required follow-up. The report must state that the duration, event and censoring indicators were constructed for teaching and do not represent a genuine prospective survival process.

Publication Checklist

  • State the exact time origin and duration unit.
  • State the exact event and censoring rules.
  • Report 649 records, 151 events and 498 censored labels.
  • Disclose that the survival outcome is constructed.
  • List the nine Python/R predictors.
  • State GP, female and rural references.
  • State Breslow ties for Python.
  • State Efron ties for R.
  • Keep the 13-term SPSS model separate.
  • Report hazard ratios with confidence intervals.
  • Do not translate hazard ratios into direct probability changes.
  • Report concordance as discrimination, not R².
  • Report global and term-specific PH tests.
  • Explain the school PH concern.
  • Identify the raw-zero baseline profile.
  • Preserve the complete risk-score ledger outside public tables.
  • Verify all report, workbook and chart links.
  • Retain five advertisements and the back-to-top control.

Downloads and Verification Resources

Frequently Asked Questions

What is Cox Regression?

Cox Regression is a semiparametric time-to-event model that estimates hazard ratios while leaving the baseline hazard unspecified.

How were time and event status defined?

Time equals absences plus one. The event equals one when G3 is below 10 or failures exceeds zero. This is a constructed teaching outcome.

How many events and censored records were analyzed?

The package contains 151 constructed events and 498 constructed censored records among 649 complete rows.

Why was one added to absences?

The implementation requires positive durations. Adding one moves zero absences to constructed time one.

What is the main Python result?

With Breslow ties, G1 HR = 0.822437, G2 HR = 0.820490, school MS HR = 1.985538 and urban address HR = 0.705148.

What is the main R result?

With Efron ties, G1 HR = 0.833922, G2 HR = 0.776380, school MS HR = 2.123581 and urban address HR = 0.665191. Concordance is 0.857725.

Why do Python and R coefficients differ?

They use different tied-event approximations—Breslow in Python and Efron in R—and can also differ in internal centering and numerical optimization.

Does HR = 0.820490 mean an 17.951% lower event probability?

No. It means a 17.951% lower fitted instantaneous hazard per G2 point, conditional on the other predictors and proportional hazards.

Did the model satisfy proportional hazards?

The R global test has p = 0.230437, but school has p = 0.033876. The model-wide test does not reject, while school needs follow-up.

What does concordance 0.857725 mean?

Among usable pairs, higher fitted risk usually corresponds to an earlier constructed event. It is not R-squared and does not measure calibration.

Why is the Python baseline survival so low?

It is evaluated at a raw all-zero profile, including age zero and grade zero. That mathematical reference is not a realistic student profile.

Can SPSS be treated as a direct replication?

No. The primary SPSS model uses 13 predictors, while Python and R use nine. SPSS also does not state a tie method in the saved command.

Why did address lose significance in the primary SPSS run?

The SPSS model adds four covariates and therefore estimates a different adjusted contrast. The change is specification sensitivity.

Can Excel fit the full Cox model?

The workbook can audit coding, hazard-ratio transformations and Kaplan-Meier arithmetic. It is not presented as a full 649-row partial-likelihood optimizer.

What should replace this teaching construction in real research?

Use an actual start date, follow-up duration, event date or censoring date, a prespecified endpoint and a defensible censoring mechanism.

What is the best next analysis?

Fit the same prespecified model to genuine longitudinal data, investigate the school PH signal, test nonlinear numeric effects and validate discrimination and calibration.

Cox Regression Conclusion

The verified nine-term Cox Regression analyses use 649 records, 151 constructed events and 498 constructed censored labels. Python uses Breslow ties and R uses Efron ties. Both identify G1, G2, school and address as the principal coefficient signals.

R reports likelihood-ratio χ²(9) = 236.168740, p = 8.2526 × 10−46, and concordance = 0.857725. The global proportional-hazards p-value is 0.230437, but school has a term-specific p-value of 0.033876.

The broader SPSS model retains the grade and school findings but changes the address result after adding four predictors. That difference demonstrates specification sensitivity rather than a simple software disagreement.

The most important conclusion concerns design. Cox Regression can illustrate risk sets, ties, hazard ratios and diagnostics with this package, but absences plus one is not genuine follow-up and the event/censoring labels are not produced by a prospective observation process. Real survival claims require real time-to-event data.

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Engr. Muhammad Yar Saqib author profile photo

Engr. Muhammad Yar Saqib

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