Proportionally Less Difficult?: Reevaluating Keele’s ‘Proportionally Difficult’

Keele (2010, Political Analysis) emphasizes that the incumbent test for detecting proportional hazard (PH) violations in Cox duration models can be adversely affected by misspecified covariate functional form(s). In this note, I reevaluate Keele’s evidence by running a full set of Monte Carlo simulations using the original article’s illustrative DGPs. I make use of the updated PH test calculation available in R’s survival package starting with v3.0-10. Importantly, I find the updated PH test calculation performs better for Keele’s DGPs, suggesting its scope conditions are distinct and worth further investigating. I also uncover some evidence for the traditional calculation suggesting it, too, may have additional scope conditions that could impact practitioners’ interpretation of Keele (2010). On the whole, while we should always be attentive to model misspecification, my results suggests we should also become more attentive to how frequently the PH test’s performance is affected in practice, and that the answer may depend on the calculation’s implementation.