Do I need to care for the PH assumption if I want to use the Cox model just for prediction?

One can think of this model as just another black box, and it performs well on the test set, that just fine. What do you think?

I believe that the PH assumption also matters for predictions, which can be biased if the deviation is important.

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Here is an example of a plot showing the bias in the prediction of survival, from a Cox model with severe departure from the PH assumption. You can see how the prediction (in red) deviates substantially from the estimate by Kaplan-Meier (in black).

Have you considered using parametric or flexible parametric survival models if you are only interested in prediction? My understanding is Cox model does not model the underlying risk/hazard which is needed for prediction.

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Yes. This is what I actually do. I am just interested in other arguments against using the Cox model under these circumstances.

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