A note on last case influence using the partial likelihood approach under heavy censoring



The Cox proportional hazards model always treats the last observation in a time ordered data set as an inexact survival time. In certain situations this can lead to this observation always having a low case influence and consequently never being highlighted by a case influence analysis. Thus an influential value can become non-influential by a miscalculation of survival time and this, in turn, can affect conclusions of an analysis based on statistical significance (P-values).